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5 votes
1 answer
1k views

Is it valid to use latin-hypercube sampling in parallel sampling?

I am sampling from a model 10 times in series, doing this in 50 parallel processes. I am using LHS to generate samples each set of ten samples, although each of the 50 parallel runs' samples are ...
4 votes
1 answer
2k views

When is Latin Hypercube Sampling (LHS) a good idea?

In this paper: http://salserver.org.aalto.fi/vanhat_sivut/Opinnot/Mat-2.4108/pdf-files/emat08.pdf [1] equation 6 shows that if $\operatorname{ cov} \left(f\left(x_1\right),f\left(x_2\right)\right)$ is ...