Estimates of the coverage of parameter space by Latin Hypercube and Orthogonal sampling: connections between Populations of Models and Experimental Designs (1510.03502v1)

Abstract: In this paper we use counting arguments to prove that the expected percentage coverage of a $d$ dimensional parameter space of size $n$ when performing $k$ trials with either Latin Hypercube sampling or Orthogonal sampling (when $n=p^d$) is the same. We then extend these results to an experimental design setting by projecting onto a 2 dimensional subspace. In this case the coverage is equivalent to the Orthogonal sampling setting when the dimension of the parameter space is two. These results are confirmed by simulations. The ideas presented here have particular relevance when attempting to perform uncertainty quantification or when building populations of models.