Sequential estimation using hierarchically stratified domains with Latin hypercube sampling

DOI10.1007/978-3-031-59762-6_19MaRDI QIDQ7012109zbMATH OpenFDO

Authors Sebastian Krumscheid, Per Pettersson

Publication date 17 March 2025

Full work available at URL https://doi.org/10.1007/978-3-031-59762-6_19

zbMATH Keywords

adaptive methodsforward propagation of uncertaintyLatin hypercube samplingsequential estimationstratified sampling

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites work

• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Adaptive stratified sampling for non-smooth problems
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• An Inverse Matrix Adjustment Arising in Discriminant Analysis
• Handbook of Monte Carlo Methods
• scientific article; zbMATH DE number 3549966 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• Multilevel Monte Carlo methods
• On adaptive stratification
• Quelques recherches sur la théorie des quadratures dites mécaniques.
• REFINED LATINIZED STRATIFIED SAMPLING: A ROBUST SEQUENTIAL SAMPLE SIZE EXTENSION METHODOLOGY FOR HIGH-DIMENSIONAL LATIN HYPERCUBE AND STRATIFIED DESIGNS
• Stochastic simulation: Algorithms and analysis
• Survey of multifidelity methods in uncertainty propagation, inference, and optimization
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

This page was built for publication: Sequential estimation using hierarchically stratified domains with Latin hypercube sampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7012109)