Variables are sampled using a even sampling method, and then randomly combined sets of those variables are used for one calculation of the target function. The concept behind LHS is not overly complex. There are many resources available describing Monte-Carlo ( history, examples, software). Monte-Carlo simulations provide statistical answers to problems by performing many calculations with randomized variables, and analyzing the trends in the output data. LHS can be incorporated into an existing Monte Carlo model fairly easily, and work with variables following any analytical probability distribution. The method commonly used to reduce the number or runs necessary for a Monte Carlo simulation to achieve a reasonably accurate random distribution. Latin hypercube sampling (LHS) is a form of stratified sampling that can be applied to multiple variables.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |