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Sobol sequence

Sobol sequences (also called LPτ sequences or (t, s) sequences in base 2) are an example of quasi-random low-discrepancy sequences. They were first introduced by the Russian mathematician Ilya M. Sobol (Илья Меерович Соболь) in 1967. Sobol sequences (also called LPτ sequences or (t, s) sequences in base 2) are an example of quasi-random low-discrepancy sequences. They were first introduced by the Russian mathematician Ilya M. Sobol (Илья Меерович Соболь) in 1967.

[ "Algorithm", "Monte Carlo method", "Statistics", "Mathematical optimization", "Programming language", "Alopecurus aequalis", "sobol index" ]
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