Latin hypercube sampling (LHS) is a statistical method for generating a near-random sample of parameter values from a multidimensional distribution. The sampling method is often used to construct computer experiments or for Monte Carlo integration. An equivalent technique was independently proposed by Vilnis Eglājs in 1977. It was further elaborated by Ronald L. Iman and coauthors in 1981. Detailed computer codes and manuals were later published.
In the context of statistical sampling, a square grid containing sample positions is a Latin square if (and only if) there is only one sample in each row and each column. A Latin hypercube is the generalisation of this concept to an arbitrary number of dimensions, whereby each sample is the only one in each axis-aligned hyperplane containing it.