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发表于 2024-10-31 21:56:56
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lhs_sample_size might be numbers of samples using lhs
In general, lhs can have higher accuracy. It means using ihs can have fewer samples to get the same accuracy.
https://analytica.com/blog/latin ... nte-carlo-sampling/
Here, the sampling error for MC is 20 times larger than for RLHS. Increasing sample size, the sampling error of 0.005 at a sample size of N=10,000—a one-hundred-fold increase in the number of samples. Published theoretical results for the univariate show that the sampling error of Monte Carlo goes down as O( 1/sqrt(N) ), [2], whereas the sampling error for LHS is O( 1/N ), quadratically faster, for almost all distributions and statistics in common use [3], [5], [7]. In other words, if you need N samples for a desired accuracy using LHS, you’ll need N2 samples for the same accuracy using MC. |
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