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Desain Simulasi Berlapis×Simulasi Monte Carlo×
BidangSimulasiPengambilan Keputusan
KeluargaProcess / pipelineMCDM
Tahun asal19791949
PencetusMetropolis, N., Ulam, S.
TipeStratified space-filling sampling designRobustness wrapper — Monte Carlo uncertainty propagation
Sumber perintisMcKay, 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. DOI ↗Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association DOI ↗
AliasLHS, Latin Hiperküp Örnekleme (LHS) ve Duyarlılık Analizi, stratified sampling design, space-filling design
Terkait40
RingkasanLatin 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.MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.
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ScholarGateBandingkan metode: Latin Hypercube Sampling · MONTE-CARLO-SIMULATION. Diakses 2026-06-17 dari https://scholargate.app/id/compare