Article ID Journal Published Year Pages File Type
8051933 Applied Mathematical Modelling 2018 12 Pages PDF
Abstract
In this paper we use counting arguments to prove that the expected percentage coverage of a d dimensional parameter space of size n when performing k trials with either Latin Hypercube sampling or Orthogonal Array-based Latin Hypercube sampling is the same. We then extend these results to an experimental design setting by projecting onto a t < d dimensional subspace. These results are confirmed by simulations. The theory presented has both theoretical and practical significance in modelling and simulation science when sampling over high dimensional spaces.
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Authors
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