Matthieu Petelet

  1. Latin hypercube sampling with inequality constraints.

    Authors: Matthieu Petelet, Bertrand Iooss, Olivier Asserin, Alexandre Loredo
    Subjects: Computation
    Abstract

    In some studies requiring predictive and CPU-time consuming numerical models,
    the sampling design of the model input variables has to be chosen with caution.
    For this purpose, Latin hypercube sampling has a long history and has shown its
    robustness capabilities. In this paper we propose and discuss a new algorithm
    to build a Latin hypercube sample (LHS) taking into account inequality
    constraints between the sampled variables. This technique, called constrained
    Latin hypercube sampling (cLHS), consists in doing permutations on an initial
    LHS to honor the desired monotonic constraints.

RSS-материал