mathematics, a low-discrepancy sequence is a sequence with the property that for all values of N, its subsequence x1, ..., xN has a low discrepancy. Roughly...
25 KB (3,889 words) - 15:12, 23 February 2024
simulations. Although these sequences are deterministic, they are of low discrepancy, that is, appear to be random for many purposes. They were first introduced...
7 KB (738 words) - 15:53, 4 April 2024
Quasi-Monte Carlo method (category Low-discrepancy sequences)
solving some other problems using low-discrepancy sequences (also called quasi-random sequences or sub-random sequences) to achieve variance reduction....
12 KB (1,741 words) - 11:16, 16 February 2024
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...
13 KB (1,894 words) - 20:09, 19 June 2024
accurate solution by the use of so-called low-discrepancy sequences, also called quasirandom numbers. Such sequences have a definite pattern that fills in...
37 KB (4,422 words) - 12:54, 18 July 2024
stronger criteria and for constructions of sequences that are more evenly distributed, see low-discrepancy sequence. Recall that if f is a function having...
21 KB (2,394 words) - 18:48, 9 November 2022
points is a low-discrepancy sequence such as a Sobol sequence. Taking averages of derivative payoffs at points in a low-discrepancy sequence is often more...
34 KB (4,057 words) - 13:49, 21 July 2023
A van der Corput sequence is an example of the simplest one-dimensional low-discrepancy sequence over the unit interval; it was first described in 1935...
5 KB (839 words) - 17:14, 20 December 2022
Pseudorandom number generator (redirect from Pseudorandom number sequence)
Applications of randomness Linear congruential generator Low-discrepancy sequence Pseudorandom binary sequence Pseudorandom noise Pseudorandomness Random number...
26 KB (3,312 words) - 14:12, 25 April 2024
as the deviance. Constructions of low-discrepancy sequences Discrepancy theory Low-discrepancy sequence "Discrepancy Functions Used in SEM". Archived from...
2 KB (243 words) - 18:27, 3 February 2024