Obtaining minimum-correlation Latin hypercube sampling plans using an IP-based heuristic

DOI10.1007/BF01719258MaRDI QIDQ1908998zbMATH OpenFDO

Authors Carl M. Harris, Karla L. Hoffman, Leslie-Ann Yarrow

Publication date 4 July 1996

Published in OR Spektrum (Search for Journal in Brave)

zbMATH Keywords

optimizationsensitivity analysisestimationLatin hypercube samplingassignment problempermutation matricesdistribution samplingcomputer-based modelsum of correlationsunivariate population

Mathematics Subject Classification ID

Multivariate analysis (62H99) Sampling theory, sample surveys (62D05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Integer programming (90C10)

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Cites work

• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• A distribution-free approach to inducing rank correlation among input variables
• Controlling Correlations in Latin Hypercube Samples
• Facet identification for the symmetric traveling salesman polytope
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Small sample sensitivity analysis techniques for computer models.with an application to risk assessment
• The Problem of Dimensionality in Stratified Sampling

Cited in

(6)

• Using integer programming techniques for the solution of an experimental design problem
• scientific article; zbMATH DE number 1943029 (Why is no real title available?)
• Follow-up experimental designs for computer models and physical processes
• Latin hypercube sampling with inequality constraints
• Strategies with memories: Local search in an application oriented environment. Applied local search -- a prologue
• Large Sample Properties of Simulations Using Latin Hypercube Sampling

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