手法を比較

	不確実性定量化	Latin Hypercube Sampling
分野	シミュレーション	シミュレーション
系統	Process / pipeline	Process / pipeline
提唱年	Seminal modern form: 2002	1979
提唱者	Norbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)	—
種類	Computational uncertainty analysis framework	Stratified space-filling sampling design
原典	Xiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644.	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.
別名	UQ, polynomial chaos expansion, PCE, Kriging surrogate	LHS, Latin Hiperküp Örnekleme (LHS) ve Duyarlılık Analizi, stratified sampling design, space-filling design
関連	9	4
概要	Uncertainty Quantification (UQ) is a computational framework for systematically measuring how uncertainty in the inputs of a model propagates into uncertainty in its outputs. Building on Wiener's polynomial chaos theory (1938) and formalised for general stochastic problems by Xiu and Karniadakis (2002), UQ uses two primary strategies: Polynomial Chaos Expansion (PCE), which represents the model output as a series of orthogonal polynomials matched to the input distributions, and Kriging (Gaussian process) surrogates, which replace an expensive simulation with a fast statistical approximation fitted to a small set of carefully chosen runs.	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.