Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems

Reliability Engineering and System Safety

Volumn 81, Issue 1, 2003, Pages 23-69

  Helton, J C ^a,b   Davis, F J ^b  

^a ARIZONA STATE UNIVERSITY   (United States)

^b SANDIA NATIONAL LABORATORIES   (United States)

Author keywords

Aleatory uncertainty; Epistemic uncertainty; Latin hypercube sampling; Monte Carlo analysis; Random sampling; Sensitivity analysis; Uncertainty analysis

Indexed keywords

CORRELATION METHODS; FUNCTIONS; MATHEMATICAL TRANSFORMATIONS; MONTE CARLO METHODS; REGRESSION ANALYSIS; SENSITIVITY ANALYSIS;

EPISTEMIC UNCERTAINTY;

LARGE SCALE SYSTEMS;

EID: 0038476492     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0951-8320(03)00058-9     Document Type: Article

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