Jump to content

Latin hypercube sampling

From Wikipedia, the free encyclopedia
This is an old revision of this page, as edited by Rossumcapek (talk | contribs) at 20:01, 8 June 2004 (created- needs help from someone who knows/understands topic). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.
(diff) ← Previous revision | Latest revision (diff) | Newer revision → (diff)

Latin Hypercube sampling was developed and invented by R.L. Iman, J. C. Helton, and J. E. Cambpell, et al as a method to generate a distribution of plausible collections of parameter values from a multidimensional distribution.

Their paper An approach to sensitivity analysis of computer models, Part I. Introduction, input variable selection and preliminary variable assessment. appeared in the Journal of Quality Technology in 1981.