Controlling Correlations in Latin Hypercube Samples英文文献.pdfVIP

Controlling Correlations in Latin Hypercube Samples Author(s): Art B. Owen Source: Journal of the American Statistical Association, Vol. 89, No. 428 (Dec., 1994), pp. 1517- 1522 Published by: American Statistical Association Stable URL: /stable/2291014 . Accessed: 22/02/2011 21:36 Your use of the JSTOR archive indicates your acceptance of JSTORs Terms and Conditions of Use, available at . /page/info/about/policies/terms.jsp. JSTORs Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at . /action/showPublisher?publisherCode=astata. . Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@. American Statistical Association is collaborating with JSTOR to digitize, preserve and extend access to Journal of the American Statistical Association. in Controlling Correlations Latin Hypercube Samples Art B. OWEN* Monte Carlo integration is competitive for high-dimensional integrands. Latin hypercube sampling is a stratification technique that reduces the variance of the integral. Previous work has shown that the additive part of the integrand is integrated with error