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Copy file name to clipboardExpand all lines: doc/_src_docs/sampling_methods/lhs.rstx
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@@ -4,17 +4,17 @@ Latin Hypercube sampling
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The LHS design is a statistical method for generating a quasi-random sampling distribution. It is among the most popular sampling techniques in computer experiments thanks to its simplicity and projection properties with high-dimensional problems. LHS is built as follows: we cut each dimension space, which represents a variable, into n
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sections where n is the number of sampling points, and we put only one point in each section.
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The LHS method uses the pyDOE package (Design of Experiments for Python) [1]_. Five criteria for the construction of LHS are implemented in SMT:
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The LHS method uses the pydoe package (Design of Experiments for Python) [1]_. Five criteria for the construction of LHS are implemented in SMT:
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- Center the points within the sampling intervals.
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- Maximize the minimum distance between points and place the point in a randomized location within its interval.
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- Maximize the minimum distance between points and center the point within its interval.
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- Minimize the maximum correlation coefficient.
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- Optimize the design using the Enhanced Stochastic Evolutionary algorithm (ESE).
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The four first criteria are the same than in pyDOE (for more details, see [1]_). The last criterion, ESE, is implemented by the authors of SMT (more details about such method could be found in [2]_).
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The four first criteria are the same than in pydoe (for more details, see [1]_). The last criterion, ESE, is implemented by the authors of SMT (more details about such method could be found in [2]_).
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.. [1] https://pydoe3.readthedocs.io/en/stable
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.. [1] https://pydoe.github.io/pydoe/
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.. [2] Jin, R. and Chen, W. and Sudjianto, A. (2005), "An efficient algorithm for constructing optimal design of computer experiments." Journal of Statistical Planning and Inference, 134:268-287.
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