Latin supercube sampling for very high-dimensional simulations
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Publication:4228545
DOI10.1145/272991.273010zbMath0917.65022OpenAlexW2030999551MaRDI QIDQ4228545
Publication date: 1 March 1999
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/272991.273010
integrationlow discrepancy sequences\((t,m,s)\)-netsquasi-Monte CarloLatin hypercubelattice methodshigh-dimensional quadratureorthogonal array samplinghigh-dimensional simulationsLatin supercube sampling
Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)
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