In mathematics, a low-discrepancy sequence is a sequence with the property that for all values of N {\displaystyle N} , its subsequence x 1 , … , x N {\displaystyle...
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simulations. Although these sequences are deterministic, they are of low discrepancy, that is, appear to be random for many purposes. They were first introduced...
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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....
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accurate solution by the use of so-called low-discrepancy sequences, also called quasirandom numbers. Such sequences have a definite pattern that fills in...
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Sobol’ sequences (also called LPτ sequences or (t, s) sequences in base 2) are a type of quasi-random low-discrepancy sequence. They were first introduced...
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Such sequences are commonly studied in discrepancy theory. Around 1932, mathematician Paul Erdős conjectured that for any infinite ±1-sequence ( x 1...
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stronger criteria and for constructions of sequences that are more evenly distributed, see low-discrepancy sequence. Recall that if f is a function having...
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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...
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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...
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as the deviance. Constructions of low-discrepancy sequences Discrepancy theory Low-discrepancy sequence "Discrepancy Functions Used in SEM". Archived from...
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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...
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Discrepancy function Low-discrepancy sequence Illustration of a low-discrepancy sequence Constructions of low-discrepancy sequences Halton sequences Geometry...
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random sequences with low-discrepancy sequences to improve the efficiency of the estimators. This is then known as the quasi-Monte Carlo method. Some low-discrepancy...
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any sequence in linear time while performing only simple index calculations. It has applications in the generation of low-discrepancy sequences and in...
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Pseudorandomness (redirect from Pseudo-random sequence)
of a random number sequence Low-discrepancy sequence – Type of mathematical sequence Random number generation – Producing a sequence that cannot be predicted...
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functions Nearest neighbor search Distributed hash table Identicon Low-discrepancy sequence Transposition table This is useful in cases where keys are devised...
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mathematician. She is known for her contributions to De Bruijn sequences, low-discrepancy sequences, and the BEST theorem. Tatyana Ehrenfest was born in Vienna...
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mathematician. Zaremba is known for his contributions to low-discrepancy sequences, low-discrepancy sets of points, and their application to Quasi-Monte Carlo...
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Davenport–Schmidt theorem Duffin–Schaeffer theorem Heilbronn set Low-discrepancy sequence Khinchin 1997, p. 21 Cassels 1957, p. 2 Lang 1995, p. 9 Khinchin...
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tackle the curse of dimensionality is to use sampling based on low discrepancy sequences. Correlated inputs: Most common sensitivity analysis methods assume...
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similar approach, the quasi-Monte Carlo method, uses low-discrepancy sequences. These sequences "fill" the area better and sample the most important points...
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Lightmap Line clipping Line drawing algorithm Local coordinates Low-discrepancy sequence Low poly Marching cubes Marching squares Marching tetrahedra Mask...
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displaying wikidata descriptions as a fallback Low-discrepancy sequence – Type of mathematical sequence Perfect hashing – Hash function without any collisionsPages...
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would select from points 0.350 (B), 1.350 (D), and 2.350 (E). Low-discrepancy sequence Levy, Paul (2003). Sampling of Populations. Methods and applications...
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(2018-11-05). "Deterministic methods for stochastic computing using low-discrepancy sequences". Proceedings of the International Conference on Computer-Aided...
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Society (FRS) in 1976. Hammersley set Hammersley-Clifford theorem Low-discrepancy sequence David R. Wood. "The Academic Family Tree of John M. Hammersley"...
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sampling Stratified sampling VEGAS algorithm Low-discrepancy sequence Constructions of low-discrepancy sequences Event generator Parallel tempering Umbrella...
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Hall–Janko graph Higman–Sims graph Hilbert matrix Illustration of a low-discrepancy sequence Illustration of the central limit theorem An infinitely differentiable...
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to summing finite geometric series. Diophantine approximation Low-discrepancy sequence Dirichlet's approximation theorem Three-gap theorem P. Bohl, (1909)...
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Quasi-Monte Carlo methods in finance (category Low-discrepancy sequences)
with this desideratum. Discrepancy is a measure of deviation from uniformity so what one wants are low discrepancy sequences (LDS). An example of distribution...
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