The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Two-stage Latin hypercube sampling and its application

이단계 Latin Hypercube 추출법과 그 응용

  • 임미정 ((449-800) 경기도 용인군 용인읍 운학리 산 46-1, 한국통신 용인위성관제소 위성분석실) ;
  • 권우주 ((305-353) 대전시 유성구 덕진동 150, 한국원자력연구소 핵연료품질관리실) ;
  • 이주호 ((305-764) 대전시 유성구 궁동 220, 충남대학교 통계학과)
  • Published : 1995.09.01
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Abstract

When modeling a complicated system with a computer model, it is of vital importance to choos input values efficiently. The Latin Hypercube sampling (LHS) proposed by MaKay et al.(1979) has been most widely used for choosing input values for a computer model. We propose the two-stage Latin Hypercube sampling(TLHS) which is an improved version of the LHS for procucing input values in estimating the excectation of a function of the output variable. The proposed method is applied to simulation study of the performance of a printer actuator and it is shown to outperform the other sampling methods including the LHS in accuracy.

본 논문에서는 컴퓨터 모델을 이용하여 복잡한 시스템을 모형화할 때 결과값의 분포를 보다 정확히 추정하기 위한 입력변수의 추출방법으로서 McKay 등(1979)이 제안한 Latin Hypercube 추출법을 개선한 이단계 Latin Hypercube 추출법을 제시하고 모의 실험을 통하여 새로운 표본추출법이 기존의 표본추출법들보다 더 효율적임을 보였다.

Keywords

References

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