Latin Supercube Sampling for Very High-Dimensional Simulations

ACM Transactions on Modeling and Computer Simulation

Volumn 8, Issue 1, 1998, Pages 71-102

  Owen, Art B ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

(t, m, s) nets; Integration; Latin hypercube; Lattice methods; Low discrepancy sequences; Orthogonal array sampling; Quasi Monte Carlo

Indexed keywords

LOW DISCREPANCY SEQUENCES; ORTHOGONAL ARRAY SAMPLING;

ALGORITHMS; COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; FOURIER TRANSFORMS; MONTE CARLO METHODS; PROBABILITY; QUEUEING NETWORKS; RANDOM NUMBER GENERATION; RANDOM PROCESSES; SAMPLING;

INTEGRATION; COMPUTER SIMULATION;

LATIN SUPERCUBE SAMPLING; ORTHOGONAL ARRAY SAMPLING;

EID: 0031599238     PISSN: 10493301     EISSN: None     Source Type: Journal    
DOI: 10.1145/272991.273010     Document Type: Conference Paper

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