Some Large Deviations Results for Latin Hypercube Sampling

Keyphrases

• Analytical Approximation 25%
• Large Deviation Principle 25%
• Large Deviation Theory 25%
• Large Deviations 25%
• Large Deviations Theorem 100%
• Latin Hypercube Sampling 100%
• Markovian 25%
• Monotone 25%
• Monte Carlo Sampling 25%
• Multi-dimensional Function 25%
• Numerical Experiments 25%
• One Dimension 25%
• Random Variables 25%
• Sample Average 25%
• Sample Average Approximation 25%
• Sampling Methods 25%
• Stochastic Optimization Problem 25%
• Variance Reduction 25%

Mathematics

• Deviation Result 100%
• Large Deviation Principle 25%
• Latin Hypercube 100%
• Monte Carlo 25%
• Numerical Experiment 25%
• One Dimension 25%
• Probability Theory 50%
• Random Variable 25%
• Rare Event 25%
• Sample Average 50%
• Sampling Technique 25%
• Stochastics 25%
• Upper Bound 25%
• Variance Reduction 25%

INIS

• applications 33%
• approximations 33%
• dimensions 16%
• markov process 16%
• monte carlo method 16%
• optimization 16%
• probability 33%
• randomness 16%
• reduction 16%
• sampling 100%
• stochastic processes 16%