Structural Reliability 10g - Latin Hypercube sampling

Advanced Monte Carlo Sampling Techniques: Latin Hypercube Sampling

In this video, we explore advanced techniques for generating Monte Carlo samples, focusing on Latin hypercube sampling. We'll discuss its benefits and limitations, especially in high-dimensional problems and contexts with small failure probabilities. The video covers the basics of dividing sample spaces into equi-probable areas, generating samples, and handling correlations. We also touch upon using Latin hypercube sampling in conjunction with other methods like importance sampling, and its broader applications outside structural reliability.

00:00 Introduction to Advanced Monte Carlo Techniques
00:56 Understanding Latin Hypercube Sampling
01:30 Implementing Latin Hypercube Sampling
05:07 Non-Uniform Distributions
06:32 Addressing Correlation Issues
08:32 Estimating Probability of Failure
10:05 Conclusion