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DOE

utils for design DOE

Latin Hypercube Sampling

  • statistical method for generating a near-random values from a multidimentional distribution
  • LHS was designed by McKay in 1979
    • A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
  • Latin Square
    • There is only one sample in each row and each column
  • Algorithm overview
    • When sampling a function of N variables
    • the range of each variable is devided into M
      • M is equally probable intervals
    • M sample points are then placed to satisfy the Latin Hypercube requirements
      • this force the number of divisions
      • M is equal for each variables
    • main advantage is "independence"
      • this sampling scheme does not require more points for more dimensions
    • another is that random sampling can be taken one at a time, remembering which samples were taken so far
  • Latin Hypercube sampling

pyDOE

  • this repository utilize pyDOE