Populations of models, Experimental Designs and coverage of parameter space by Latin Hypercube and Orthogonal Sampling

被引:20
|
作者
Burrage, Kevin [1 ,2 ,4 ]
Burrage, Pamela [2 ]
Donovan, Diane [3 ]
Thompson, Bevan [3 ]
机构
[1] Univ Oxford, Dept Comp Sci, Oxford OX1 2JD, England
[2] Queensland Univ Technol, Math Sci, Brisbane, Qld 4072, Australia
[3] Univ Queensland, Sch Math & Phys, Brisbane, Qld 4072, Australia
[4] Queensland Univ Technol, ARC Ctr Excellence Math & Stat Frontiers, ACEMS, Brisbane, Qld 4072, Australia
关键词
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.
引用
收藏
页码:1762 / 1771
页数:10
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