correlation between RVs in LHS method

[azing]

In the current version, are the RVs uncorrelated? Does the shuffling approach in the current LHS sampling method configured in a way to prevent spurious correlations between RVs?

[AakashBS]

Yes, in the current version, the RVs are uncorrelated. And the samples of each RV are combined in the shuffling approach of the LHS sampling method using the "restricted pairing" mode to force near-zero correlations between the uncorrelated RVs.

In a future release of WE-UQ, a feature to specify a correlation matrix for the RVs will be made available.

[azing]

That's great, Thank you!