Understanding Sobol sequences - Mathematics Stack Exchange
1 Sobol sequences belong to the class of Quasi Random Generators (by opposition of Pseudo Random Generators). Quasi Random Generators by construction minimize the discrepancy …
I'm using a Sobol sequence for numerical integration of $f$; can I …
Apr 8, 2023 · I'm using a Sobol sequence to numerically integrate a function $f$ over $ [0,1)^d$. Additionally, I need to evaluate $f$ frequently. Now, evaluation $f$ is expensive ...
algorithms - Scrambled Sobol - Mathematics Stack Exchange
Jun 24, 2016 · The method described in "On the scrambled sobol sequence" by Chi, Beerli, Evan, Mascagni (2005) seems simple enough from a coding point of view, however I don't …
How is a Halton sequence related to a Latin hypercube?
They're both "low discrepancy sampling methods", but the two algorithms look different to me... experimentation would probably be needed to see which of LH and Halton (and other …
Explicit formula for the 1D Sobol sequence - Mathematics Stack …
Jun 28, 2018 · The Wikipedia page for Sobol sequence mentions Gray code as a way of generating it but doesn't give details. Anyway, the Gray code has a simple explicit formula …
The mathematics behind Sobol sequences - Mathematics Stack …
I am using Sobol sequence as random number generator in a computer program. Beyond just making the program work, I would like to learn the mathematics behind the Sobol sequence …
Non-integer low discrepancy sequence - Mathematics Stack …
May 3, 2018 · Summary There are many methods to calculate low discrepancy sequences and most of them generalize to higher dimensions, including Sobol, Niederreiter, Halton and …
real analysis - Bounding diameter of the arc of a closed curve ...
May 17, 2022 · I was reading chapter 4 of Colding and Minicozzi's A Course in Minimal surfaces and I came across a statement in the proof of Lemma 4.14: Suppose …
Sufficient condition for a set to be a Reduced Boundary
Feb 19, 2023 · Did you find an answer to this question? The closest thing I can find is in this paper: Ambrosio, Luigi, et al. "Connected components of sets of finite perimeter and …
Newest 'banach-spaces' Questions - Mathematics Stack Exchange
functional-analysis banach-spaces weak-convergence banach-algebras weak-topology Zeev Sobol 59 asked Aug 28, 2025 at 0:18