• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.135-150
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• 1999

Latin hypercube sampling(LHS) introduced by McKay et al. (1979) is a widely used method for Monte Carlo integration. Stratified Latin hypercube sampling(SLHS) proposed by Choi and Lee(1993) improves LHS by combining it with stratified sampling. In this article it is shown that SLHS yields an asymptotically more accurate than both stratified sampling and LHS.

• The Korean Journal of Applied Statistics
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• v.8 no.2
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• pp.99-108
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• 1995

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.

• Journal of the Earthquake Engineering Society of Korea
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• v.22 no.2
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• pp.63-75
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• 2018

This paper proposes extension of Latin Hypercube Sampling (LHS) to avoid the necessity of using intervals with the same probability area where intervals with different probability areas are used. This method is called Weighted Latin Hypercube Sampling (WLHS). This paper describes equations and detail procedure necessary to apply weight function to WLHS. WLHS is verified through numerical examples by comparing the estimated distribution parameters with those from other methods such as Random Sampling and Latin Hypercube Sampling. WLHS provides more flexible way on selecting samples than LHS. Accuracy of WLHS estimation on distribution parameters is depending on the selection of weight function. The proposed WLHS is applied to seismically isolated structures in nuclear power plants. In this application, clearance-to-stops (CSs) calculated using LHS proposed by Huang et al. [1] and WLHS proposed in this paper, respectively, are compared to investigate the effect of choosing different sampling techniques.

• Transactions on Electrical and Electronic Materials
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• v.7 no.4
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• pp.210-214
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• 2006

In this paper, two sampling methods which are Latin hypercube sampling (LHS) and simple random sampling were. compared to improve the modeling speed of neural network model. Sampling method was used to generate initial weights and bias set. Electrical characteristic data for $HfO_2$ thin film was used as modeling data. 10 initial parameter sets which are initial weights and bias sets were generated using LHS and simple random sampling, respectively. Modeling was performed with generated initial parameters and measured epoch number. The other network parameters were fixed. The iterative 20 minimum epoch numbers for LHS and simple random sampling were analyzed by nonparametric method because of their nonnormality.

• Journal of Electrical Engineering and Technology
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• v.9 no.6
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• pp.1832-1842
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• 2014

A novel probabilistic small signal stability analysis (PSSSA) method considering load correlation is proposed in this paper. The superiority Latin hypercube sampling (LHS) technique combined with Monte Carlo simulation (MCS) is utilized to investigate the probabilistic small signal stability of power system in presence of load correlation. LHS helps to reduce the sampling size, meanwhile guarantees the accuracy and robustness of the solutions. The correlation coefficient matrix is adopted to represent the correlations between loads. Simulation results of the two-area, four-machine system prove that the proposed method is an efficient and robust sampling method. Simulation results of the 16-machine, 68-bus test system indicate that load correlation has a significant impact on the probabilistic analysis result of the critical oscillation mode under a certain degree of load uncertainty.

• Computational Structural Engineering
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• v.10 no.4
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• pp.143-154
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• 1997

Astochastic finite element model which reflects both the effect of discontinuities and the uncertainty of material properties in underground rock mass has been developed. Latin Hypercube Sampling technique has been mobilized and compared with the Monte Carlo simulation method. To consider the effect of discontinuities, the joint finite element model, which is known to be suitable to explain faults, cleavage, things of that nature, has been used in this study. To reflect the uncertainty of material properties, multi-random variables are assumed as the joint normal stiffness and the joint shear stiffness, which could be simulated in terms of normal distribution. The developed computer program in this study has been verified by practical example and has been applied to analyze the circular cavern with discontinuous rock mass.

• International Journal of Fluid Machinery and Systems
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• v.10 no.3
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• pp.240-253
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• 2017

Latin hypercube sampling is widely used design-of-experiment technique to select design points for simulation which are then used to construct a surrogate model. The exploration/exploitation properties of surrogate models depend on the size and distribution of design points in the chosen design space. The present study aimed at evaluating the performance characteristics of various surrogate models depending on the Latin hypercube sampling (LHS) procedure (sample size and spatial distribution) for a diverse set of optimization problems. The analysis was carried out for two types of problems: (1) thermal-fluid design problems (optimizations of convergent-divergent micromixer coupled with pulsatile flow and boot-shaped ribs), and (2) analytical test functions (six-hump camel back, Branin-Hoo, Hartman 3, and Hartman 6 functions). The three surrogate models, namely, response surface approximation, Kriging, and radial basis neural networks were tested. The important findings are illustrated using Box-plots. The surrogate models were analyzed in terms of global exploration (accuracy over the domain space) and local exploitation (ease of finding the global optimum point). Radial basis neural networks showed the best overall performance in global exploration characteristics as well as tendency to find the approximate optimal solution for the majority of tested problems. To build a surrogate model, it is recommended to use an initial sample size equal to 15 times the number of design variables. The study will provide useful guidelines on the effect of initial sample size and distribution on surrogate construction and subsequent optimization using LHS sampling plan.

• Journal of the Korea institute for structural maintenance and inspection
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• v.19 no.6
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• pp.72-79
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• 2015

An efficient and practical reliability evaluation method is proposed for the coastal structures in this paper. It is capable of evaluating reliability of real complicated coastal structures considering uncertainties in various sources of design parameters, such as wave and current loads, resistance-related design variables including Young's modulus and compressive strength of the reinforced concrete, soil parameters, and boundary conditions. It is developed by intelligently integrating the Latin Hypercube sampling (LHS), Monte Carlo simulation (MCS) and the finite element method (FEM). The LHS-based MCS is used to significantly reduce the computational effort by limiting the number of simulation cycles required for the reliability evaluation. The applicability and efficiency of the proposed method were verified using a caisson-type breakwater structure in the numerical example.

• Nuclear Engineering and Technology
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• v.52 no.7
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• pp.1587-1596
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• 2020

The location selection for nuclear power plants (NPP) is a strategic decision, which has significant impact operation of the plant and sustainable development of the region. Further, the ranking of the alternative locations and selection of the most suitable and efficient locations for NPPs is an important multi-criteria decision-making problem. In this paper, the non-sequential Monte Carlo probabilistic method and the Latin hypercube sampling probabilistic method are used to evaluate and select the optimal locations for NPP. These locations are identified by the power plant's onsite loads and the average of the lowest number of relay protection after the NPP's trip, based on electricity considerations. The results obtained from the proposed method indicate that in selecting the optimal location for an NPP after a power plant trip with the purpose of internal onsite loads of the power plant and the average of the lowest number of relay protection power system, on the IEEE RTS 24-bus system network given. This paper provides an effective and systematic study of the decision-making process for evaluating and selecting optimal locations for an NPP.

• Korean Journal of Computational Design and Engineering
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• v.16 no.6
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• pp.397-406
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• 2011

Since tolerance allocation in a mobile phone camera manufacturing process greatly affects production cost and reliability of optical performance, a systematic design methodology for allocating optimal tolerances is required. In this study, we proposed the tolerance optimization procedure for determining tolerances that minimize production cost while satisfying the reliability constraints on important optical performance indices. We employed Latin hypercube sampling for evaluating the reliabilities of optical performance and a function-based sequential approximate optimization technique that can reduce computational burden and well handle numerical noise in the tolerance optimization process. Using the suggested tolerance optimization approach, the optimal production cost was decreased by 30.3 % compared to the initial cost while satisfying the two constraints on the reliabilities of optical performance.