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Latin Hypercube Sampling (LHS) is a prominent tool in simulation design, with a variety of applications in high-dimensional and computationally expensive problems. LHS allows for various optimization strategies, most notably to ensure…

Methodology · Statistics 2025-09-04 Matteo Boschini , Davide Gerosa , Alessandro Crespi , Matteo Falcone

Latin hypercube sampling (LHS) is a widely used stratified sampling method in computer experiments. In this work, we extend the existing convergence results for the sample mean under LHS to the broader class of $Z$-estimators, estimators…

Statistics Theory · Mathematics 2026-01-09 Faouzi Hakimi

Latin hypercube sampling (LHS) is generalized in terms of a spectrum of stratified sampling (SS) designs referred to as partially stratified sample (PSS) designs. True SS and LHS are shown to represent the extremes of the PSS spectrum. The…

Computation · Statistics 2015-12-14 Michael D. Shields , Jiaxin Zhang

Cosmological emulators of observables such as the Cosmic Microwave Background (CMB) spectra and matter power spectra commonly use training data sampled from a Latin hypercube. This method often incurs high computational costs by covering…

Cosmology and Nongalactic Astrophysics · Physics 2024-05-03 Andreas Nygaard , Emil Brinch Holm , Steen Hannestad , Thomas Tram

Optimizing the reliability and the robustness of a design is important but often unaffordable due to high sample requirements. Surrogate models based on statistical and machine learning methods are used to increase the sample efficiency.…

Machine Learning · Statistics 2022-05-06 Can Bogoclu , Dirk Roos , Tamara Nestorović

Sliced Latin hypercube designs (SLHDs) are widely used in computer experiments with both quantitative and qualitative factors and in batches. Optimal SLHDs achieve better space-filling property on the whole experimental region. However,…

Statistics Theory · Mathematics 2019-08-07 Jing Zhang , Jin Xu , Kai Jia , Yimin Yin , Zhengming Wang

Quantifying the effect of uncertainties in systems where only point evaluations in the stochastic domain but no regularity conditions are available is limited to sampling-based techniques. This work presents an adaptive sequential…

Methodology · Statistics 2023-11-14 Sebastian Krumscheid , Per Pettersson

Computer simulations serve as powerful tools for scientists and engineers to gain insights into complex systems. Less costly than physical experiments, computer experiments sometimes involve large number of trials. Conventional design…

Methodology · Statistics 2025-06-06 Xu He , Junpeng Gong , Zhaohui Li

Regularized linear models, such as Lasso, have attracted great attention in statistical learning and data science. However, there is sporadic work on constructing efficient data collection for regularized linear models. In this work, we…

Methodology · Statistics 2021-04-06 C. Devon Lin , Peter Chien , Xinwei Deng

The two-layer computer simulators are commonly used to mimic multi-physics phenomena or systems. Usually, the outputs of the first-layer simulator (also called the inner simulator) are partial inputs of the second-layer simulator (also…

Methodology · Statistics 2023-05-23 Yan Wang , Dianpeng Wang , Xiaowei Yue

Latin hypercube designs achieve optimal univariate stratifications and are useful for computer experiments. Sliced Latin hypercube designs are Latin hypercube designs that can be partitioned into smaller Latin hypercube designs. In this…

Statistics Theory · Mathematics 2019-05-09 Jin Xu , Xu He , Xiaojun Duan , Zhengming Wang

Quantitative assessment of the uncertainties tainting the results of computer simulations is nowadays a major topic of interest in both industrial and scientific communities. One of the key issues in such studies is to get information about…

Statistics Theory · Mathematics 2023-12-05 Guillaume Damblin , Mathieu Couplet , Bertrand Iooss

Efficient exploration of multicomponent material composition spaces is often limited by time and financial constraints, particularly when mixture and synthesis constraints exist. Traditional methods like Latin hypercube sampling (LHS)…

Computation · Statistics 2025-02-20 Christina Schenk , Maciej Haranczyk

Efficient Latin hypercube designs (LHDs), including maximin distance LHDs, maximum projection LHDs and orthogonal LHDs, are widely used in computer experiments. It is challenging to construct such designs with flexible sizes, especially for…

Methodology · Statistics 2021-01-12 Hongzhi Wang , Qian Xiao , Abhyuday Mandal

Sequential Latin hypercube designs have recently received great attention for computer experiments. Much of the work has been restricted to invariant spaces. The related systematic construction methods are inflexible while algorithmic…

Statistics Theory · Mathematics 2023-05-18 Xue-Ru Zhang , Min-Qian Liu , Dennis K. J. Lin , Yong-Dao Zhou

This paper investigates the variance reduction techniques Antithetic Variates (AV) and Latin Hypercube Sampling (LHS) when used for sequential sampling in stochastic programming and presents a comparative computational study. It shows…

Optimization and Control · Mathematics 2021-04-12 Jangho Park , Rebecca Stockbridge , Güzin Bayraksan

We develop a new method for constructing "good" designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize the method for the construction of…

Statistics Theory · Mathematics 2010-10-05 C. Devon Lin , Derek Bingham , Randy R. Sitter , Boxin Tang

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

Methodology · Statistics 2009-07-13 Andrey Pepelyshev

Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…

Computation · Statistics 2018-06-14 Simon Wessing

Soil organic carbon (SOC) monitoring often relies on selecting representative field sampling locations based on environmental covariates. We propose a novel hybrid methodology that integrates spectral clustering - an unsupervised machine…

Machine Learning · Computer Science 2025-06-17 Weiying Zhao , Aleksei Unagaev , Natalia Efremova
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