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A generation algorithm of Latin hypercube sampling based on original sampling points

  • Harbin Institute of Technology
  • Beijing Simulation Center

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In order to utilize original sampling points as many as possible to construct a Latin Hypercube Sampling (LHS), a generation algorithm of LHS is proposed. The original sampling can be an arbitrary sampling and the new sampling is a LHS strictly. As the high structure of LHS, only part of original sampling points can be used for LHS. There are several problems including how to select the reserved original sampling points and generate the new ones if necessary. Matrices are used to describe the original sampling points and the original sampling points are reserved based on an adjacent matrix. The new sampling points are generated by a subtraction rule. Numerical experiments show that the generation algorithm is effective and saves a lot of running time for simulation systems.

Original languageEnglish
Title of host publication27th European Modeling and Simulation Symposium, EMSS 2015
EditorsMichael Affenzeller, Francesco Longo, Lin Zhang, Agostino G. Bruzzone, Yuri Merkuryev, Emilio Jimenez
PublisherDime University of Genoa
Pages7-12
Number of pages6
ISBN (Electronic)9788897999485
StatePublished - 2015
Event27th European Modeling and Simulation Symposium, EMSS 2015 - Bergeggi, Italy
Duration: 21 Sep 201523 Sep 2015

Publication series

Name27th European Modeling and Simulation Symposium, EMSS 2015

Conference

Conference27th European Modeling and Simulation Symposium, EMSS 2015
Country/TerritoryItaly
CityBergeggi
Period21/09/1523/09/15

Keywords

  • Adjacent matrix
  • Generation algorithm
  • Latin Hypercube Sampling
  • Subtraction rule

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