Latin hypercube sampling with inequality constraints

@article{Petelet2009LatinHS,
  title={Latin hypercube sampling with inequality constraints},
  author={Matthieu Petelet and Bertrand Iooss and Olivier Asserin and Alexandre Loredo},
  journal={AStA Advances in Statistical Analysis},
  year={2009},
  volume={94},
  pages={325-339}
}
In some studies requiring predictive and CPU-time consuming numerical models, the sampling design of the model input variables has to be chosen with caution. For this purpose, Latin hypercube sampling has a long history and has shown its robustness capabilities. In this paper we propose and discuss a new algorithm to build a Latin hypercube sample (LHS) taking into account inequality constraints between the sampled variables. This technique, called constrained Latin hypercube sampling (cLHS… Expand

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