Populations of models, Experimental Designs and coverage of parameter space by Latin Hypercube and Orthogonal Sampling

Autor:	Burrage, Kevin, Burrage, Pamela, Donovan, Diane, Thompson, Bevan
Rok vydání:	2015
Předmět:	Statistics - Methodology 62K99 G.3
Druh dokumentu:	Working Paper
Popis:	In this paper we have used simulations to make a conjecture about the coverage of a $t$ dimensional subspace of a $d$ dimensional parameter space of size $n$ when performing $k$ trials of Latin Hypercube sampling. This takes the form $P(k,n,d,t)=1-e^{-k/n^{t-1}}$. We suggest that this coverage formula is independent of $d$ and this allows us to make connections between building Populations of Models and Experimental Designs. We also show that Orthogonal sampling is superior to Latin Hypercube sampling in terms of allowing a more uniform coverage of the $t$ dimensional subspace at the sub-block size level. Comment: 9 pages, 5 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1502.06559 Zobrazit plný text záznamu View this record from Arxiv