Latin hypercube sampling (LHS) is a statistical method for generating a near-random sample of parameter values from a multidimensional distribution. The sampling method is often used to construct computer experiments or for Monte Carlo integration.
Latin hypercube sampling (LHS) is a statistical method for generating a near-random sample of parameter values from a multidimensional distribution. The sampling method is often used to construct computer experiments or for Monte Carlo integration.
Source: Wikipedia "Latin hypercube sampling" · CC BY-SA 4.0
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