Population of Models;
Latin Hypercube sampling;
Orthogonal sampling;
SIMULATIONS;
ALGORITHM;
D O I:
10.1016/j.procs.2015.05.383
中图分类号:
TP39 [计算机的应用];
学科分类号:
081203 ;
0835 ;
摘要:
In this paper we have used simulations to make a conjecture about the coverage of a t dimensional subspace of a d dimensional parameter space of size n when performing k trials of Latin Hypercube sampling. This takes the form P(k, n, d, t) = 1-e(-k/nt-1). We suggest that this coverage formula is independent of d and this allows us to make connections between building Populations of Models and Experimental Designs. We also show that Orthogonal sampling is superior to Latin Hypercube sampling in terms of allowing a more uniform coverage of the t dimensional subspace at the sub-block size level. These ideas have particular relevance when attempting to perform uncertainty quantification and sensitivity analyses.
机构:
Nankai Univ, Sch Math Sci, Key Lab Pure Math & Combinator, Tianjin 300071, Peoples R ChinaNankai Univ, Sch Math Sci, Key Lab Pure Math & Combinator, Tianjin 300071, Peoples R China
Sun, Fasheng
Liu, Min-Qian
论文数: 0引用数: 0
h-index: 0
机构:
Nankai Univ, Sch Math Sci, Key Lab Pure Math & Combinator, Tianjin 300071, Peoples R ChinaNankai Univ, Sch Math Sci, Key Lab Pure Math & Combinator, Tianjin 300071, Peoples R China
Liu, Min-Qian
Lin, Dennis K. J.
论文数: 0引用数: 0
h-index: 0
机构:
Penn State Univ, Dept Stat, University Pk, PA 16802 USANankai Univ, Sch Math Sci, Key Lab Pure Math & Combinator, Tianjin 300071, Peoples R China
机构:
Nankai Univ, Dept Stat, Sch Math Sci, Tianjin 300071, Peoples R China
Nankai Univ, LPMC, Tianjin 300071, Peoples R ChinaNankai Univ, Dept Stat, Sch Math Sci, Tianjin 300071, Peoples R China
Yang, Jinyu
Liu, Min-Qian
论文数: 0引用数: 0
h-index: 0
机构:
Nankai Univ, Dept Stat, Sch Math Sci, Tianjin 300071, Peoples R China
Nankai Univ, LPMC, Tianjin 300071, Peoples R ChinaNankai Univ, Dept Stat, Sch Math Sci, Tianjin 300071, Peoples R China
机构:
Nankai Univ, LPMC, Tianjin 300071, Peoples R China
Nankai Univ, Inst Stat, Tianjin 300071, Peoples R ChinaNankai Univ, LPMC, Tianjin 300071, Peoples R China
Wang, Lin
Sun, Fasheng
论文数: 0引用数: 0
h-index: 0
机构:
Northeast Normal Univ, KLAS, Dept Stat, Changchun 130024, Peoples R China
Northeast Normal Univ, Sch Math & Stat, Dept Stat, Changchun 130024, Peoples R ChinaNankai Univ, LPMC, Tianjin 300071, Peoples R China
Sun, Fasheng
Lin, Dennis K. J.
论文数: 0引用数: 0
h-index: 0
机构:
Penn State Univ, Dept Stat, University Pk, PA 16802 USANankai Univ, LPMC, Tianjin 300071, Peoples R China
Lin, Dennis K. J.
Liu, Min-Qian
论文数: 0引用数: 0
h-index: 0
机构:
Nankai Univ, LPMC, Tianjin 300071, Peoples R China
Nankai Univ, Inst Stat, Tianjin 300071, Peoples R ChinaNankai Univ, LPMC, Tianjin 300071, Peoples R China