English

Improvement of random LHD for high dimensions

Methodology 2009-07-13 v1 Computation

Abstract

Designs of experiments for multivariate case are reviewed. Fast algorithm of construction of good Latin hypercube designs is developed.

Keywords

Cite

@article{arxiv.0907.1823,
  title  = {Improvement of random LHD for high dimensions},
  author = {Andrey Pepelyshev},
  journal= {arXiv preprint arXiv:0907.1823},
  year   = {2009}
}

Comments

6 pages, Proceedings of the 6th St. Petersburg Workshop on Simulation, 1091-1096