An approach which can yield precise estimates of output statistics with a lesser
number of samples than simple random sampling.
The Latin HyperCube method uses a constrained or stratified
sampling scheme.
Latin HyperCube sampling selects different values from each of variables , … in the following manner:
The range of each random variable is divided into non-overlapping intervals on the basis of
equal probability.
One value from each interval is selected at random with respect to the
probability density in the interval.
The values thus obtained for are paired in a random manner with the values of . These pairs are combined in a random manner with
the values of to form triplets and so on, until k-tuplets are formed.
Figure 1. Latin HyperCube Sampling
Usability Characteristics
A stratified sampling scheme like Latin HyperCube
offers the advantage of selecting random variable values that are uniformly
spread across the range of random variables while taking into account the
probability density function of those random variables.
A correlation structure can be specified to reflect the correlation existing
between random variables. Applying a correlation structure can be costly for
a large number of input variables.
Settings
In the Specifications step, Settings tab, change method
settings.
Parameter
Default
Range
Description
Number of Runs
100
> 0
Number of new designs to
be evaluated.
Random Seed
1
Integer
0 to 10000
Controlling repeatability of
runs depending on the way the sequence of random numbers is
generated.
0
Random (non-repeatable).
>0
Triggers a new sequence of pseudo-random numbers, repeatable
if the same number is specified.