頁籤選單縮合
題名 | Orthogonal Arrays for Computer Experiments, Integration and Visualization |
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作 者 | Owen,Art B.; | 書刊名 | Statistica Sinica |
卷期 | 2:2 1992.07[民81.07] |
頁次 | 頁439-452 |
分類號 | 319.9 |
關鍵詞 | 電腦運算; Monte Carlo; Variance reduction; Quadrature; |
語文 | 英文(English) |
英文摘要 | This paper uses orthogonal arrays to define generalizations of Latin hypercube sampling and of lattice sampling in the d dimensional unit cube. These are proposed as suitable designs for computer experiments, numerical integration and visualization. The orthogonal array based designs extend to t dimensional margins the university stratification properties of Latin hypercube and lattice sampling. As a consequence, the variance reduction property of Latin hypercube and lattice sampling also extends to orthogonal array based samples. We give a sample based estimate of the error variance in the case of bivariate stratification. |
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