Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Lecture

Error Estimation in LHS

In course

MATH-414: Stochastic simulation

The student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on sampling methods as Monte Carlo, quasi Monte Carlo, Mark ...

Description

This lecture covers the concept of error estimation in Latin Hypercube Sampling (LHS), discussing the generation of LHS, comparison of final estimates, and variance estimation. The instructor explains the idea behind error estimation and the process of generating LHS, emphasizing the importance of comparing final estimates and calculating variance. The lecture also touches on confidence intervals and the significance of accurate variance estimation in LHS.

This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.

Watch on Mediaspace

Instructor

Fabio Nobile

Official source

Related concepts (32)

Web application

A web application (or web app) is application software that is accessed using a web browser. Web applications are delivered on the World Wide Web to users with an active network connection. In earlier computing models like client-server, the processing load for the application was shared between code on the server and code installed on each client locally. In other words, an application had its own pre-compiled client program which served as its user interface and had to be separately installed on each user's personal computer.

Jakarta Server Pages

Jakarta Server Pages (JSP; formerly JavaServer Pages) is a collection of technologies that helps software developers create dynamically generated web pages based on HTML, XML, SOAP, or other document types. Released in 1999 by Sun Microsystems, JSP is similar to PHP and ASP, but uses the Java programming language. To deploy and run Jakarta Server Pages, a compatible web server with a servlet container, such as Apache Tomcat or Jetty, is required. Architecturally, JSP may be viewed as a high-level abstraction of Java servlets.

Web page

A web page (or webpage) is a hypertext document on the World Wide Web. Web pages are delivered by a web server to the user and displayed in a web browser. A website consists of many web pages linked together under a common domain name. The name "web page" is a metaphor of paper pages bound together into a book. A web page is a structured document. The core element of a web page is a written in the HyperText Markup Language (HTML) which specifies the content of the web page (including links (called hyperlinks) to other web resources, primarily other web pages, and to different sections of the same web page).

Rich Internet Application

A Rich Internet Application (also known as a rich web application, RIA or installable Internet application) is a web application that has many of the characteristics of desktop application software. The concept is closely related to a single-page application, and may allow the user interactive features such as drag and drop, background menu, WYSIWYG editing, etc. The concept was first introduced in 2002 by Macromedia to describe Macromedia Flash MX product (which later became Adobe Flash).

Application software

An application program (software application, or application, or app for short) is a computer program designed to carry out a specific task other than one relating to the operation of the computer itself, typically to be used by end-users. Word processors, media players, and accounting software are examples. The collective noun "application software" refers to all applications collectively. The other principal classifications of software are system software, relating to the operation of the computer, and utility software ("utilities").

Related lectures (51)

Estimation Methods in Probability and Statistics

Discusses estimation methods in probability and statistics, focusing on maximum likelihood estimation and confidence intervals.

Estimation and Confidence Intervals

Explores bias, variance, and confidence intervals in parameter estimation using examples and distributions.

Distribution Theory of Least Squares

Explores the distribution theory of least squares estimators in a Gaussian linear model, focusing on precision and confidence intervals construction.

Statistics: Hypothesis Testing & Confidence Intervals

Covers hypothesis testing, confidence intervals, data distributions, and statistical significance in data analysis.

Understanding Statistics & Experimental Design