U.S. Department of Energy Office of Scientific and Technical Information
Title: Latin Hypercube Sampling (LHS) UNIX Library/Standalone
Software·
OSTI ID:1230725
The LHS UNIX Library/Standalone software provides the capability to draw random samples from over 30 distribution types. It performs the sampling by a stratified sampling method called Latin Hypercube Sampling (LHS). Multiple distributions can be sampled simultaneously, with user-specified correlations amongst the input distributions, LHS UNIX Library/ Standalone provides a way to generate multi-variate samples. The LHS samples can be generated either as a callable library (e.g., from within the DAKOTA software framework) or as a standalone capability. LHS UNIX Library/Standalone uses the Latin Hypercube Sampling method (LHS) to generate samples. LHS is a constrained Monte Carlo sampling scheme. In LHS, the range of each variable is divided into non-overlapping intervals on the basis of equal probability. A sample is selected at random with respect to the probability density in each interval, If multiple variables are sampled simultaneously, then values obtained for each are paired in a random manner with the n values of the other variables. In some cases, the pairing is restricted to obtain specified correlations amongst the input variables. Many simulation codes have input parameters that are uncertain and can be specified by a distribution, To perform uncertainty analysis and sensitivity analysis, random values are drawn from the input parameter distributions, and the simulation is run with these values to obtain output values. If this is done repeatedly, with many input samples drawn, one can build up a distribution of the output as well as examine correlations between input and output variables.
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@misc{osti_1230725,
title = {Latin Hypercube Sampling (LHS) UNIX Library/Standalone, Version 00},
author = {},
abstractNote = {The LHS UNIX Library/Standalone software provides the capability to draw random samples from over 30 distribution types. It performs the sampling by a stratified sampling method called Latin Hypercube Sampling (LHS). Multiple distributions can be sampled simultaneously, with user-specified correlations amongst the input distributions, LHS UNIX Library/ Standalone provides a way to generate multi-variate samples. The LHS samples can be generated either as a callable library (e.g., from within the DAKOTA software framework) or as a standalone capability. LHS UNIX Library/Standalone uses the Latin Hypercube Sampling method (LHS) to generate samples. LHS is a constrained Monte Carlo sampling scheme. In LHS, the range of each variable is divided into non-overlapping intervals on the basis of equal probability. A sample is selected at random with respect to the probability density in each interval, If multiple variables are sampled simultaneously, then values obtained for each are paired in a random manner with the n values of the other variables. In some cases, the pairing is restricted to obtain specified correlations amongst the input variables. Many simulation codes have input parameters that are uncertain and can be specified by a distribution, To perform uncertainty analysis and sensitivity analysis, random values are drawn from the input parameter distributions, and the simulation is run with these values to obtain output values. If this is done repeatedly, with many input samples drawn, one can build up a distribution of the output as well as examine correlations between input and output variables.},
doi = {},
url = {https://www.osti.gov/biblio/1230725},
year = {Thu May 13 00:00:00 EDT 2004},
month = {Thu May 13 00:00:00 EDT 2004},
note =
}
