مقایسهٔ روش‌ها

	زنجیره مارکوف مونت کارلو (MCMC)	Latin Hypercube Sampling
حوزه	شبیه‌سازی	شبیه‌سازی
خانواده	Process / pipeline	Process / pipeline
سال پیدایش	1953 (Metropolis-Hastings); 1984 (Gibbs)	1979
پدیدآور	Metropolis et al. (1953); Gibbs sampler formalised by Geman & Geman (1984)	—
نوع	Simulation-based Bayesian inference / numerical integration	Stratified space-filling sampling design
منبع بنیادین	Gelman, A., Carlin, J.B., Stern, H.S., Dunson, D.B., Vehtari, A. & Rubin, D.B. (2013). Bayesian Data Analysis (3rd ed.). Chapman & Hall/CRC.	McKay, M.D., Beckman, R.J. & Conover, W.J. (1979). A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code. Technometrics, 21(2), 239-245.
نام‌های دیگر	MCMC, Metropolis-Hastings, Gibbs sampling, Markov Zinciri Monte Carlo (MCMC — Metropolis-Hastings, Gibbs)	LHS, Latin Hiperküp Örnekleme (LHS) ve Duyarlılık Analizi, stratified sampling design, space-filling design
مرتبط	5	4
خلاصه	Markov Chain Monte Carlo (MCMC) is a family of simulation algorithms that constructs a Markov chain whose stationary distribution is the target posterior, enabling Bayesian inference and high-dimensional integral computation that would otherwise be analytically intractable. Pioneered by Metropolis and colleagues in 1953 and extended by Hastings in 1970, MCMC underpins modern Bayesian statistics. The two most widely used variants are Metropolis-Hastings, which proposes moves from a general proposal distribution, and Gibbs sampling, which draws each parameter in turn from its full conditional distribution.	Latin Hypercube Sampling (LHS) is a stratified space-filling design for computer experiments, introduced by McKay, Beckman, and Conover in 1979. It divides each input variable's range into equally probable strata and draws exactly one sample per stratum, ensuring that the full input space is covered with far fewer model evaluations than standard Monte Carlo simulation requires. It is routinely paired with global sensitivity analysis — particularly Sobol indices — to quantify how much each input drives output variability.