The generalization of Latin hypercube sampling

A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code

Michael D. McKay, Reginald Beckman, W. J. Conover · Technometrics · 1979 · 3.8K citations

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An Automatic Method for Finding the Greatest or Least Value of a Function

H.H. Rosenbrock · The Computer Journal · 1960 · 2.9K citations

Computing, Computer Science, Mathematics +5

Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems

J.C. Helton, F.J. Davis · Reliability Engineering & System Safety · 2003 · 2.6K citations

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Estimation of small failure probabilities in high dimensions by subset simulation

Siu‐Kui Au, James L. Beck · Probabilistic Engineering Mechanics · 2001 · 2.4K citations

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Large Sample Properties of Simulations Using Latin Hypercube Sampling

Michael L. Stein · Technometrics · 1987 · 2K citations

Business, Computer Science, Actuators +16