Populations of models, experimental designs and coverage of parameter space by Latin Hypercube and Orthogonal Sampling

Burrage, Kevin, Burrage, Pamela, Donovan, Diane, & Thompson, Bevan (2015) Populations of models, experimental designs and coverage of parameter space by Latin Hypercube and Orthogonal Sampling. Procedia Computer Science, 51, pp. 1762-1771.

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Abstract

In this paper we have used simulations to make a conjecture about the coverage of a t-dimensional subspace of a d-dimensional parameter space of size n when performing k trials of Latin Hypercube sampling. This takes the form P(k,n,d,t) = 1 - e^(-k/n^(t-1)). We suggest that this coverage formula is independent of d and this allows us to make connections between building Populations of Models and Experimental Designs. We also show that Orthogonal sampling is superior to Latin Hypercube sampling in terms of allowing a more uniform coverage of the t-dimensional subspace at the sub-block size level. These ideas have particular relevance when attempting to perform uncertainty quantification and sensitivity analyses.

Impact and interest:

1 citations in Scopus
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3 citations in Web of Science®

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ID Code: 87634
Item Type: Journal Article
Refereed: Yes
Additional Information: Paper presented in International Conference On Computational Science, ICCS 2015 — Computational Science at the Gates of Nature
Additional URLs:
Keywords: Population of Models, Latin Hypercube sampling, Orthogonal sampling
DOI: 10.1016/j.procs.2015.05.383
ISSN: 1877-0509
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > NUMERICAL AND COMPUTATIONAL MATHEMATICS (010300)
Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > NUMERICAL AND COMPUTATIONAL MATHEMATICS (010300) > Numerical and Computational Mathematics not elsewhere classified (010399)
Divisions: Current > Research Centres > ARC Centre of Excellence for Mathematical & Statistical Frontiers (ACEMS)
Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Copyright Owner: Copyright 2015 The Authors
Deposited On: 22 Sep 2015 23:29
Last Modified: 26 Sep 2015 07:59

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