Latin Hypercube Sampling of Gaussian Random Fields

Abstract
Following the method of Stein, this article shows how a Latin hypercube sample can be drawn from a Gaussian random field. In a case study the efficiency of Latin hypercube sampling is compared experimentally to that of simple random sampling. The model outputs studied are the mean and the 5- and 95-percentile of the areal fraction where point concentration of zinc in the topsoil exceeds a given threshold. The Latin hypercube sampling procedure slightly distorts the short-distance correlation, and in an artificial example, it is shown that this distortion is modest for small samples and vanishes for large samples.

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