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What Latin Hypercube Is Not

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Part of the book series: Lecture Notes in Management and Industrial Engineering ((LNMIE))

Abstract

Simulation methods play a key role in the modelling of theoretical or actual physical systems. Such models can approximate the behaviour of the real system and provide insights into its operation. Well-determined input parameters are of prime importance for obtaining reliable simulations due to their impact on the performance of the simulation design. Among various strategies for producing input parameter samples is Latin hypercube design (LHD). LHDs are generated by Latin hypercube sampling (LHS), a type of stratified sampling that can be applied to multiple variables. LHS has proven to be an efficient and popular method; however, it misses some important elements. While LHS focuses on the parameter space aspects, this paper highlights five more aspects which may greatly impact the efficiency of sampling. In this paper, we do not provide solutions but rather bring up unanswered questions which could be missed during strategy planning on model simulation.

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Notes

  1. 1.

    Note that randomness in probabilistic models cannot be included into the input to make the model deterministic, since the results represented as distributions rather than fixed values may reflect smoothness of the model which would be broken by fixing the seed to the random generator.

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Correspondence to Oleg Mazonka .

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Mazonka, O., Konstantinou, C. (2018). What Latin Hypercube Is Not. In: Sarker, R., Abbass, H., Dunstall, S., Kilby, P., Davis, R., Young, L. (eds) Data and Decision Sciences in Action. Lecture Notes in Management and Industrial Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-55914-8_1

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  • DOI: https://doi.org/10.1007/978-3-319-55914-8_1

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-55913-1

  • Online ISBN: 978-3-319-55914-8

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