For example, in the Double Schechter GSMF, there are well characterized uncertainties in the fit parameters. The existing option is to use distributions for these parameters, over their quoted uncertainties - adding a dimension to the parameter space. Should also implement a method where these are randomly sampled over, but not explicitly a dimension of the parameter space.
I think it's best to introduce these a new parameters that are being varied over, you can just ignore them. It's a benefit of the latin hypercube that this shouldn't decrease performance or sampling otherwise.
For example, in the Double Schechter GSMF, there are well characterized uncertainties in the fit parameters. The existing option is to use distributions for these parameters, over their quoted uncertainties - adding a dimension to the parameter space. Should also implement a method where these are randomly sampled over, but not explicitly a dimension of the parameter space.