Partially Stratified Sampling

Version 1.0.0.0 (5.27 KB) by Michael Shields
Generate random samples of an n-dimensional random vector according to Partially Stratified Sampling
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Updated 11 Jan 2016

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The PSS code generates n-dimensional uniform samples on [0,1] according to the partially stratified sampling methodology. The method serves to generalize the Latin hypercube sampling method such that stratification occurs on subdomains of user-prescribed dimension. The method is described in detail in:
Shields, M.D. and Zhang, J. (2016). "The generalization of Latin hypercube sampling." Reliability Engineering and System Safety. 148: 96-108.
A simple demonstration is provided that shows graphically how a five dimensional sample can be constructed according to stratification on two 2-dimensional subdomains and one 1-dimensional subdomain.
Code for application to a 6-dimensional plate buckling problem presented by Shields and Zhang is also provided.

Cite As

Michael Shields (2024). Partially Stratified Sampling (https://www.mathworks.com/matlabcentral/fileexchange/54841-partially-stratified-sampling), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.0.0.0

Corrected the default value for the sampling method in the plate buckling example.