Controlling Correlations in Latin Hypercube Samples
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Publication:4323580
DOI10.2307/2291014zbMath0813.65060OpenAlexW4245516440MaRDI QIDQ4323580
Publication date: 23 February 1995
Full work available at URL: https://doi.org/10.2307/2291014
variance reductioncorrelationslatin hypercube samplingMonte Carlo integralsranked Gram-Schmidt algorithm
Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)
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