2015
DOI: 10.1002/qre.1924
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A Tutorial on Latin Hypercube Design of Experiments

Abstract: The growing power of computers enabled techniques created for design and analysis of simulations to be applied to a large spectrum of problems and to reach high level of acceptance among practitioners. Generally, when simulations are time consuming, a surrogate model replaces the computer code in further studies (e.g., optimization, sensitivity analysis, etc.). The first step for a successful surrogate modeling and statistical analysis is the planning of the input configuration that is used to exercise the sim… Show more

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Cited by 159 publications
(55 citation statements)
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“…In or-der to reach the stated goal, a new Bayesian active learning approach is proposed, which is summarized in Figure 1. The first step is to evaluate via CAD simulations the objective function(s) of interest for a small set of initial samples in the design space, which are chosen via Latin hypercube design (LHD) [5]. Based on the initial simulations, a regression model of each objective function is built.…”
Section: Bayesian Active Learning Frameworkmentioning
confidence: 99%
“…In or-der to reach the stated goal, a new Bayesian active learning approach is proposed, which is summarized in Figure 1. The first step is to evaluate via CAD simulations the objective function(s) of interest for a small set of initial samples in the design space, which are chosen via Latin hypercube design (LHD) [5]. Based on the initial simulations, a regression model of each objective function is built.…”
Section: Bayesian Active Learning Frameworkmentioning
confidence: 99%
“…Inspired by [ 82 ] in the case of non-independent multivariate input variables, the desired correlation matrix can be used to produce distribution-free sample points in LHS. For more information, refer to [ 39 , 83 ].…”
Section: Proposed Algorithmmentioning
confidence: 99%
“…This technique has been developed based on space‐filling properties by producing random points. For more information on LHS technique, refer to References 60 and 61.…”
Section: Surrogate‐based Robust Simulation‐optimization (Two‐layer Sumentioning
confidence: 99%