Two General Extension Algorithms of Latin Hypercube Sampling

Zhi-zhao Liu, Wei Li and Ming Yang

Mathematical Problems in Engineering, 2015, vol. 2015, 1-9

Abstract:

For reserving original sampling points to reduce the simulation runs, two general extension algorithms of Latin Hypercube Sampling (LHS) are proposed. The extension algorithms start with an original LHS of size and construct a new LHS of size that contains the original points as many as possible. In order to get a strict LHS of larger size, some original points might be deleted. The relationship of original sampling points in the new LHS structure is shown by a simple undirected acyclic graph. The basic general extension algorithm is proposed to reserve the most original points, but it costs too much time. Therefore, a general extension algorithm based on greedy algorithm is proposed to reduce the extension time, which cannot guarantee to contain the most original points. These algorithms are illustrated by an example and applied to evaluating the sample means to demonstrate the effectiveness.

Date: 2015
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2015/450492.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2015/450492.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:450492

DOI: 10.1155/2015/450492

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().