正交表型均匀LH设计和抽样

Orthogonal Array-Based Uniform Latin Hypercube Design and Sampling

  • 摘要: 本文提出了一种新的设计和抽样方法-正交表型均匀 LH 设计和抽样.证明了这种抽样空间是 OALH 抽样空间的优良子集,这种设计和抽样空间中所有样本都与初始设计具有同阶低偏差等一些优良性质.并将它用于数值积分,证明了对有关参数估计的方差阶低于其他抽样.同时还给出了有关的模拟结果。

     

    Abstract: In this paper, we propose a new method of design and sampling, OA-based uniform Latin hypercube design and sampling. Some fine properties of the sampling, such as its sampling space being a fine subspace of OALH space, are proved and the sampling is applied to numerical integration, it is shown that its variance or mean squared error order of convergence is superior in the existing sampling methods. Also, we give some simulation results.

     

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