Estimates of the coverage of parameter space by Latin Hypercube and Orthogonal array-based sampling

2017 
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 Array-based Latin Hypercube sampling is the same. We then extend these results to an experimental design setting by projecting onto a t < d dimensional sub-space. These results are confirmed by simulations. The theory presented has both theoretical and practical significance in modelling and simulation science when sampling over high dimensional spaces.
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