3. The Sampler module

Abstract

This part is a description of the method used to produce the design-of-experiments, which is a crucial part in uncertainty propagation but also for sensitivity analysis and surrogate model generation.

• 3.1. Introduction
• 3.2. The Stochastic methods
  • 3.2.1. Introduction
  • 3.2.2. Correlating samples drawn from different marginals
    • 3.2.2.1. Notation convention
    • 3.2.2.2. Correlation / de-correlation
  • 3.2.3. The maximin LHS
    • 3.2.3.1. Introduction
    • 3.2.3.2. The simulated annealing method
  • 3.2.4. The constrained LHS
    • 3.2.4.1. Introduction
    • 3.2.4.2. The heuristic
• 3.3. QMC method