Latin hypercube sampling: Difference between revisions

Revision as of 21:16, 26 September 2006

Revision as of 21:19, 26 September 2006

Line 20:

III) In '''Orthogonal Sampling''', the sample space is divided into equally probable subspaces, the figure above showing four subspaces. All sample points are then chosen simultaneously making sure that the total ensemble of sample points is a Latin Hypercube sample and that each subspace is sampled with the same density.

To put it in layman termsThus, orthogonal sampling ensures that the ensemble of random numbers is a very good representative of the real variability, LHS sampling ensures that the ensemble of random numbers is a good representative of the real variability whereas traditional random sampling (sometimes called brute force) is just an ensemble of random numbers without any guarantees.

[[Category:Sampling techniques]]