頁籤選單縮合
| 題 名 | Orthogonal Arrays for Computer Experiments, Integration and Visualization |
|---|---|
| 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. |
本系統中英文摘要資訊取自各篇刊載內容。