Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments (Q2301061)

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Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments
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    Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments (English)
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    28 February 2020
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    stratified random sampling
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    Latin hypercube sampling
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    sampling with dependent random variables
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    Monte Carlo simulation
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    copula
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    variance reduction
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