Improvements to and limitations of Latin hypercube sampling

被引：218

作者：

Huntington, DE ^{[1
]}

Lyrintzis, CS ^{[1
]}

机构：

[1] San Diego State Univ, Dept Aerosp Engn & Engn Mech, San Diego, CA 92182 USA

来源：

PROBABILISTIC ENGINEERING MECHANICS | 1998年 / 13卷 / 04期

关键词：

D O I：

10.1016/S0266-8920(97)00013-1

中图分类号：

TH [机械、仪表工业];

学科分类号：

0802 ;

摘要：

Two techniques are proposed to improve the performance of Latin hypercube sampling. To improve the statistics for each variable, it is proposed that realizations for each variable be acquired by finding the probabilistic means of equiprobable disjunct intervals in the variable's domain, instead of using the cumulative distribution function directly, as is currently done. To reduce error in correlations between variables (correlated or uncorrelated), it is proposed to perform a single-switch-optimized method on the realizations for one variable at a time, instead of using matrix manipulation, as is the current custom. Limitations in hypercube sampling will be discussed, and numerical results involving a simple Poisson process will be offered. (C) 1998 Published by Elsevier Science Ltd. All rights reserved.

引用

页码：245 / 253

页数：9

共 10 条

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