On Latin hypercube sampling
From MaRDI portal
Publication:1354521
DOI10.1214/aos/1069362310zbMath0867.62005OpenAlexW2031946900MaRDI QIDQ1354521
Publication date: 3 August 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1069362310
strong law of large numbersstrong lawStein's methodconvergence rateLatin hypercube samplingconfidence regionsempirical likelihoodsample meanBerry-Esseen-type boundmultivariate central limit theorem
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sampling theory, sample surveys (62D05) Nonparametric tolerance and confidence regions (62G15) Strong limit theorems (60F15)
Related Items
Central limit theorems for four new types of U-designs, Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming, Surrogate-based parameter inference in debris flow model, A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations, On the Instability Issue of Gradient-Enhanced Gaussian Process Emulators for Computer Experiments, Multi-objective feasibility enhanced particle swarm optimization, Projection-based curve clustering, Estimating the integral of a squared regression function with Latin hypercube sampling, Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo, An asymptotically compatible probabilistic collocation method for randomly heterogeneous nonlocal problems, A new variance-based global sensitivity analysis technique, Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation, A new hybrid evolutionary multiobjective algorithm guided by descent directions, Volatility uncertainty quantification in a stochastic control problem applied to energy, CARTopt: a random search method for nonsmooth unconstrained optimization, Neural networks based on power method and inverse power method for solving linear eigenvalue problems, Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation, Polynomial chaos for the approximation of uncertainties: Chances and limits, Deep capsule encoder–decoder network for surrogate modeling and uncertainty quantification, Anticoncentration and Berry-Esseen bounds for random tensors, Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics, FDM-PINN: Physics-informed neural network based on fictitious domain method, Stochastic Galerkin techniques for random ordinary differential equations, A hybrid approach for solving the gravitational \(N\)-body problem with artificial neural networks, Consistency of randomized integration methods, Bayesian calibration, validation, and uncertainty quantification of diffuse interface models of tumor growth, Stochastic Markovian modeling of electrophysiology of ion channels: reconstruction of standard deviations in macroscopic currents, Hilbert space analysis of Latin Hypercube Sampling, Construction of computer experiment designs using marked point processes, Accurate emulators for large-scale computer experiments, Large-sample variance of simulation using refined descriptive sampling: Case of independent variables, A central limit theorem for marginally coupled designs, On the asymptotic distribution of scrambled net quadrature., Generalized multiobjective evolutionary algorithm guided by descent directions, A CENTRAL LIMIT THEOREM FOR LATIN HYPERCUBE SAMPLING WITH DEPENDENCE AND APPLICATION TO EXOTIC BASKET OPTION PRICING, Variance reduction for sequential sampling in stochastic programming, A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness, Sliced Latin Hypercube Designs, Berry-Esseen and central limit theorems for serial rank statistics via graphs, A comparison of methods for selecting values of simulation input variables, Some large deviations results for Latin hypercube sampling, On stochastic linear systems with zonotopic support sets, A Uniform Bound on a Combinatorial Central Limit Theorem for Randomized Orthogonal Array Sampling Designs, A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices, An Improvement of Normal Approximation of Randomized Orthogonal Array Sampling Designs, Reduced basis methods for nonlocal diffusion problems with random input data, Construction of nested space-filling designs, Nonintrusive Polynomial Chaos Expansions for Sensitivity Analysis in Stochastic Differential Equations
