Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8051933 | Applied Mathematical Modelling | 2018 | 12 Pages |
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 tâ¯<â¯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.
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Computational Mechanics
Authors
D. Donovan, K. Burrage, P. Burrage, T.A. McCourt, B. Thompson, E.Å. Yazici,