Process / pipeline
拉丁超立方体采样 — 分层模拟设计
拉丁超立方体采样 (LHS) 是一种用于计算机实验的分层空间填充设计,由 McKay、Beckman 和 Conover 于 1979 年提出。它将每个输入变量的范围划分为等概率的层,并从每层中抽取一个样本,确保以远少于标准蒙特卡洛模拟所需的模型评估次数来覆盖整个输入空间。它通常与全局敏感性分析(特别是 Sobol 指数)配对使用,以量化每个输入对输出变异性的驱动程度。
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来源
- 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. DOI: 10.1080/00401706.1979.10489755 ↗
- Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M. & Tarantola, S. (2008). Global Sensitivity Analysis: The Primer. Wiley. DOI: 10.1002/9780470725184 ↗
如何引用本页
ScholarGate. (2026, June 1). Latin Hypercube Sampling and Sensitivity Analysis. ScholarGate. https://scholargate.app/zh/simulation/latin-hypercube-sampling
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