All Questions
Tagged with latin-hypercube sampling
20 questions
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Discrepancy of a sample on Latin Hypercube Sampling
I'm currently working on Design of Experiments (DoE) in order to obtain data to, later on, make some FEM simulations. The starting point is: we want to make those simulations (that depends on some ...
- 113
2
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1
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60
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Optimizing Sampling Strategy to Enhance Uniformity Under Conditional Constraints
I am facing a challenge in a project that involves sampling from a design space defined by 10 variables. I use Latin Hypercube Sampling (LHS) and/or Sobol sequences, and initially, the samples are ...
Chris
2
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1
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200
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How could proving the result of variance of estimator in Latin Hypercube Sampling
Ok i almost freak out of this!!!! i've to doing some presented about this paper (M.D.MCKAY,J.BECKMAN, W.J.CONOVER (1979). It's about comparing methods for selecting values (Random Sampling, Stratifed ...
- 23
2
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1
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852
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Latin hypercube sampling for both float and integers
I am using Latin hypercube sampling to generate the combinations of 5 parameters. In these 5 parameters, the values of two parameters can be float numbers, while the values of three parameters must be ...
- 23
2
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1
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203
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Is it necessary to shuffle x coordinates in Latin Hypercube Sampling (LHC)?
I am dealing with some implementations details about LHC sampling and I found that the common algorithm is as follows:
Determine the limits for each cell (row/column)
Sample a random number in each ...
- 217
2
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1
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833
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Convergence of random sample vs. Latin Hypercube Sampling
Latin Hypercube Sampling, by concept, should be able to yield convergence of an estimate of output at a lower number of samples than random sampling. With the model I am working on, I'm continuously ...
- 309
5
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1
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368
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Is there a way to check if sample obeys the Latin Hypercube Sampling rule?
I was wondering if there is a way to check if a certain sample of a large size obeys the Latin Hypercube Sampling rule. I know that for smaller samples, I can easily visualize the sample points to see ...
- 309
2
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1
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1k
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Taking samples of data using Latin Hypercube Sampling
Info: Newbie in Latin Hypercube Sampling (LHS)
I have a number of variables/parameters that have different number of elements:
$A = [1,2,3],$ $B = [1,2],$ and $C = [1,2,3,4]$
From these arrays I ...
- 123
0
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1
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236
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Algorithmic or structural limitations of space-filling Latin hypercube sampling
I'm new to Latin hypercube sampling, and am trying to understand if the somewhat odd sampling that results from the Matlab function lhsdesign is a limitation of the ...
- 101
0
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0
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154
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Method for Sampling High Dimensionality Simulation (similar to Latin Hypercube Sampling)
I need to calculate the expected outputs (Yj) from a large non-linear simulation model (Mj) which takes 2^N possible input strings (Bi), each with known probability fi (simple binomial). N is ...
- 201
5
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1
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1k
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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 ...
- 217
4
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1
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2k
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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 ...
- 217
1
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0
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120
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Offshore Wind Assessment
Does anyone know if Latin Hypercube sampling can be effective in the statistical analysis of offshore wind time series in order to reproduce random wind fields with a small amount of observed data?
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- 11
12
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2
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3k
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Latin Hypercube Sampling Asymptotics
I am trying to construct a proof for a problem I am working on and one of the assumptions that I am making is that the set of points I am sampling from is dense over the entire space. Practically, I ...
user30490
3
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1
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560
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Are Latin hypercube samples uncorrelated
I understand the basics to Latin hypercube sampling, such as implemented by the algorithm LHSA mentioned in the book Design and Modeling for Computer Experiments.
But I'd like to make sure:
1, n ...
- 31
2
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2
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3k
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Is there an equivalent to LHS for a discrete input space?
I was wondering if there is a method that is equivalent to Latin Hypercube Sampling when the input space you are trying to sample from are a finite discrete set of possible values. For example, if I ...
- 1,170
8
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1
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6k
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How to determine the sample size of a Latin Hypercube sampling?
I am designing an experiment with 5 variables. Some of the variables have 2 and others have 3 levels. The method that I am going to use is the Latin Hypercube, but I do not not what the sample size ...
- 81
7
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1
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2k
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Increase the sample size of a Latin Hypercube study?
I want to create a climate model ensemble, testing 5 parameters (real, uniformly distributed between two values), using a latin hypercube approach. The problem is that I'm not sure how many ...
- 5,541
8
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3
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7k
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Is Latin hypercube sampling effective in multiple dimensions?
I am currently using a Latin Hypercube Sampling (LHS) to generate well-spaced uniform random numbers for Monte Carlo procedures. Although the variance reduction that I obtain from LHS is excellent for ...
- 5,145
6
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0
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726
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Choosing the number of latin hypercube samples [closed]
I'm using latin hypercube sampling to draw parameter values for an epidemiological simulation model (about 30 parameters, following various distributions), and so far I haven't been able to find any ...
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