Orthogonal Array-Based Uniform Latin Hypercube Design and Sampling
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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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