Algorithm

Latin hypercube sampling aims to bring the best of both worlds: the unbiased random sampling of monte carlo simulation; and the even coverage of a grid search over the decision space. It does this by ensuring values for all variables are as uncorrelated and widely varying as possible (over the range of permitted values).

Last week a colleague of mine shared the news that the UK Home Office has agreed to scrap its controversial ‘visa-streaming’ immigration algorithm after a successful legal challenge.