Extension of sample size in Latin Hypercube Sampling with correlated variables
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F10%3APU91705" target="_blank" >RIV/00216305:26110/10:PU91705 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Extension of sample size in Latin Hypercube Sampling with correlated variables
Original language description
In this paper, we suggest principles of a novel simulation method for analyses of functions g(X) of a random vector X, suitablefor the cases when the evaluation of g(X) is very expensive. The method is based on Latin Hypercube Sampling strategy. The paper explains how the statistical, sensitivity and reliability analysis of g(X) can be divided into a hierarchical sequence of simulations with (subsets of samples of a random vector X) such that (i) the favourable properties of LHS are retained (low numberof simulations needed for significant estimations of statistics of g(X) with a low variability of the estimation); (ii) all subsets can anytime be merged into one set while keeping its consistency (i.e. the simulation process can be halted e.g., when reaching a certain prescribed statistical significance of the estimations). An important aspect of the method is that it efficiently simulates subsets samples of random vectors with focus on their correlation structure. The procedure is qui
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
JN - Civil engineering
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
proc. of 4th International Workshop on Reliable Engineering Computing
ISBN
978-981-08-5118-7
ISSN
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e-ISSN
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Number of pages
16
Pages from-to
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Publisher name
Neuveden
Place of publication
Neuveden
Event location
Singapur
Event date
Mar 3, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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