Search Results - subject:"Latin hypercube"

Applying Latin hypercube sampling to agent-based models : Understanding foreclosure contagion effects

J. Collins, Andrew; J. Seiler, Michael; Gangel, Marshall; … - In: International Journal of Housing Markets and Analysis 6 (2013) 4, pp. 422-437

variables, a single parameter sensitivity analysis is not adequate. Latin hypercube sampling (LHS) offers a way to sample …

Persistent link: https://www.econbiz.de/10014778337

Uncertainties in the Methods of Flood Discharge Measurement

Chen, Yen-Chang; Hsu, Yung-Chia; Kuo, Kuang-Ting - In: Water Resources Management 27 (2013) 1, pp. 153-167

the uncertainties involved in the three methods of discharge measurement. Latin hypercube sampling (LHS) method was …

Persistent link: https://www.econbiz.de/10010847378

Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints

Pintér, János; Horváth, Zoltán - In: Journal of Global Optimization 57 (2013) 1, pp. 191-215

In many real-world applications of optimization, the underlying descriptive system model is defined by computationally expensive functions: simulation modules, numerical models and other “black box” model components are typical examples. In such cases, the model development and optimization...

Persistent link: https://www.econbiz.de/10010994154

Multi-criteria robust design of a JIT-based cross-docking distribution center for an auto parts supply chain

Shi, Wen; Liu, Zhixue; Shang, Jennifer; Cui, Yujia - In: European Journal of Operational Research 229 (2013) 3, pp. 695-706

We present a solution framework based on discrete-event simulation and enhanced robust design technique to address a multi-response optimization problem inherent in logistics management. The objective is to design a robust configuration for a cross-docking distribution center so that the system...

Persistent link: https://www.econbiz.de/10010666104

Generalised interval estimation in the random effects meta regression model

Friedrich, Thomas; Knapp, Guido - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 165-179

The explanation of heterogeneity when combining different studies is an important issue in meta analysis. Besides including a heterogeneity parameter in the analysis, it is also important to understand the possible causes of heterogeneity. A possibility is to incorporate study-specific...

Persistent link: https://www.econbiz.de/10010666176

Latin hypercube sampling and the identification of the foreclosure contagion threshold

Gangel, Marshall; Seiler, Michael J.; Collins, Andrew J. - In: The journal of behavioral finance : a publication of … 14 (2013) 2, pp. 149-159

Persistent link: https://www.econbiz.de/10010255620

Maximin Latin Hypercube Designs in Two Dimensions

van Dam, Edwin Robert; Den Hertog, Dick; Husslage, B.G.M.; … - Tilburg University, Center for Economic Research - 2005

The problem of finding a maximin Latin hypercube design in two dimensions can be described as positioning n non …-attacking rooks on an n x n chessboard such that the minimal distance between pairs of rooks is maximized.Maximin Latin hypercube … for maximin Latin hypercube designs for general n, when the distance measure is l8 or l1. Furthermore, for the distance …

Persistent link: https://www.econbiz.de/10011090862

Nested Maximin Latin Hypercube Designs in Two Dimensions

van Dam, Edwin Robert; Den Hertog, Dick; Husslage, B.G.M. - Tilburg University, Center for Economic Research - 2005

In black box evaluation and optimization Latin hypercube designs play an important role.When dealing with multiple …

Persistent link: https://www.econbiz.de/10011092244

Two-Dimensional Minimax Latin Hypercube Designs

van Dam, Edwin Robert - Tilburg University, Center for Economic Research - 2005

We investigate minimax Latin hypercube designs in two dimensions for several distance measures.For the l-distance we … are able to construct minimax Latin hypercube designs of n points, and to determine the minimal covering radius, for all n ….For the l1-distance we have a lower bound for the covering radius, and a construction of minimax Latin hypercube designs for …

Persistent link: https://www.econbiz.de/10011092729

The impact of sampling methods on bias and variance in stochastic linear programs

Freimer, Michael; Linderoth, Jeffrey; Thomas, Douglas - In: Computational Optimization and Applications 51 (2012) 1, pp. 51-75

Persistent link: https://www.econbiz.de/10010896560