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Understanding Sobol sequences - Mathematics Stack Exchange
Sobol uses initial polynome to generate unform across one dimension. In d dimension, there are d Sobol generators (determined by d polynomes of initilization). However, Sobol has flaws. The …
algorithms - Scrambled Sobol - Mathematics Stack Exchange
2016年6月24日 · Therefore I am investigating scrambled Sobol sequences, and I am looking for an easy to code approach. The method described in "On the scrambled sobol sequence" by …
permutations - Explicit formula for the 1D Sobol sequence
2018年6月28日 · If Sobol is just a type of sequence, perhaps this can be adapted into one with all the same properties - it's much more straightforward to calculate so it would make a good …
number theory - The mathematics behind Sobol sequences
Beyond just making the program work, I would like to learn the mathematics behind the Sobol sequence (and other quasi-random sequences). I understand that the Sobol sequence is …