Latin hypercube sampling
|
|
The statistical method Latin hypercube sampling was developed and invented by Ronald L. Iman, J. C. Helton, and J. E. Campbell, et al to generate a distribution of plausible collections of parameter values from a multidimensional distribution.
Their paper An approach to sensitivity analysis of computer models, Part I. Introduction, input variable selection and preliminary variable assessment. appeared in the Journal of Quality Technology in 1981.