The role of Latin Hypercube Sampling method in reliability engineering

摘要

A special type of the stratified sampling technique called Latin Hypercube Sampling (LHS) is the subject of the paper. Possibilities of an efficient use of this technique in reliability engineering are summarised: Estimation of statistical parameters of a structural response, calculation of theoretical failure probability, sensitivity analysis, response approximation, optimisation and Bayesian updating. Some examples of application are referenced.