Sobol’ sequences provide \(n=2^m\) low discrepancy points in \([0,1)^{d}\). Scrambling them [3] makes them suitable for singular integrands, provides a means of error estimation, and can improve their rate of convergence.

class scipy.stats.qmc.Sobol(d, *, scramble=True, bits=None, seed=None, optimization=None)# 用于生成(加扰)Sobol 序列的引擎。 Sobol 的序列是 low-discrepancy、quasi-random 数字。

Sobol’ sequences (also called LP τ sequences or (t, s) sequences in base 2) are a type of quasi-random low-discrepancy sequence. They were first introduced by the Russian mathematician Ilya M. Sobol’ (Илья Меерович Соболь) in 1967.

Sobol (d, *, scramble = True, bits = None, seed = None, optimization = None) [源代码] # 用于生成（加扰的）索博尔序列的引擎。 索博尔序列是低差异的准随机数。

2017年4月10日 · Sobol序列是一种低 discrepancy 数列，常用于全局优化、统计模拟和其他需要随机数但又对均匀分布有较高要求的应用中。在Python中，你可以使用`scipy`库中的`sobol`模块来进行Sobol序列生成。 首先，你需要安装`...

Like latin hypercube sampling, Sobol’s sequence is a low discrepancy sequence that is used to generate points in a multidimensional space. It is a deterministic sequence that is designed to fill the space more uniformly than random sampling.

Sobol sequences are quasi-random low-discrepancy sequences that are useful for creating sample distributions. Install as usual with setuptools - source available from https://github.com/naught101/sobol_seq. Or a decent package manager like conda: You can pin to a specific release from Github like this:

2019年4月21日 · 我知道我们可以使用Sobol序列生成一致数，然后用概率积分变换将它们转换成标准的法线数。 我的代码给出了模拟资产路径的不切实际的值： import numpy as np. Generates multivariate standard normal quasi -random variables. Parameters: . Input, integer dim_num, the spatial dimension. Input, integer n, the number of points to generate. Input, integer SKIP, the number of initial points to skip.

2019年10月13日 · Sobol 序列是一种低差异序列，它在这些领域表现出优秀的性能。 本文将详细讨论如何通过接口 实现 Sobol 序列 生成器，该接口是用 C++ 编写的，并且已经与 GNU 科学库（GSL）集成，以供 MATLAB 用户使用。

scipy.stats.qmc.Sobol¶ class scipy.stats.qmc. Sobol (d, *, scramble = True, seed = None) [源代码] ¶. 用于生成(加扰的)Sobol‘序列的引擎。 Sobol序列是低偏差的准随机数。可以使用两种方法绘制点： random_base2 ：安全绘制 \(n=2^m\) 分数。该方法保证了序列的平衡性。