Extension of sample size in Latin Hypercube Sampling ? methodology and software
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F12%3APU102793" target="_blank" >RIV/00216305:26110/12:PU102793 - 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 ? methodology and software
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, suitable for 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 favorable properties of LHS are retained (low number of 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 (the simulation process can be halted e.g., when reachinga certain prescribed statistical significance of the estimations). An important aspect of the method is that it efficiently simulates subsets of samples of random vectors with focus on their correlation structure.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
JM - Structural 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
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
3rd Symposium on Life-Cycle and Sustainability of Civil Infrastructure Systems
ISBN
978-0-415-62126-7
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
2403-2410
Publisher name
Neuveden
Place of publication
Austria, Vienna
Event location
Vienna
Event date
Oct 3, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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