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...

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...

as the deviance. Constructions of low-discrepancy sequences Discrepancy theory Low-discrepancy sequence "Discrepancy Functions Used in SEM". Archived from...

simulations. Although these sequences are deterministic, they are of low discrepancy, that is, appear to be random for many purposes. They were first introduced...

solving some other problems using low-discrepancy sequences (also called quasi-random sequences or sub-random sequences) to achieve variance reduction....

stronger criteria and for constructions of sequences that are more evenly distributed, see low-discrepancy sequence. Recall that if f is a function having...

accurate solution by the use of so-called low-discrepancy sequences, also called quasirandom numbers. Such sequences have a definite pattern that fills in...

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...

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...

Applications of randomness Linear congruential generator Low-discrepancy sequence Pseudorandom binary sequence Pseudorandom noise Pseudorandomness Random number...

Discrepancy function Low-discrepancy sequence Illustration of a low-discrepancy sequence Constructions of low-discrepancy sequences Halton sequences Geometry...

of a random number sequence Low-discrepancy sequence – Type of mathematical sequence Random number generation – Producing a sequence that cannot be predicted...

Such sequences are commonly studied in discrepancy theory. Around 1932, mathematician Paul Erdős conjectured that for any infinite ±1-sequence ( x 1...

functions Nearest neighbor search Distributed hash table Identicon Low-discrepancy sequence Transposition table This is useful in cases where keys are devised...

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...

any sequence in linear time while performing only simple index calculations. It has applications in the generation of low-discrepancy sequences and in...

Society (FRS) in 1976. Hammersley set Hammersley-Clifford theorem Low-discrepancy sequence David R. Wood. "The Academic Family Tree of John M. Hammersley"...

Aardenne-Ehrenfest, she is known for her contributions to De Bruijn sequences, low-discrepancy sequences, and the BEST theorem. Tatyana Ehrenfest was born in Vienna...

with this desideratum. Discrepancy is a measure of deviation from uniformity so what one wants are low discrepancy sequences (LDS). An example of distribution...

Hall–Janko graph Higman–Sims graph Hilbert matrix Illustration of a low-discrepancy sequence Illustration of the central limit theorem An infinitely differentiable...

to summing finite geometric series. Diophantine approximation Low-discrepancy sequence Dirichlet's approximation theorem Three-gap theorem P. Bohl, (1909)...

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...

similar approach, the quasi-Monte Carlo method, uses low-discrepancy sequences. These sequences "fill" the area better and sample the most important points...

sampling Stratified sampling VEGAS algorithm Low-discrepancy sequence Constructions of low-discrepancy sequences Event generator Parallel tempering Umbrella...

Popular strategies for design include latin hypercube sampling and low discrepancy sequences. Unlike physical experiments, it is common for computer experiments...

mathematician. Zaremba is known for his contributions to low-discrepancy sequences, low-discrepancy sets of points, and their application to Quasi-Monte Carlo...

method is an analog to the normal Monte Carlo method that uses low-discrepancy sequences instead of random numbers. It yields an integration error that...

Ornstein–Uhlenbeck process Wiener process Monte Carlo methods Low-discrepancy sequence Monte Carlo integration Quasi-Monte Carlo method Random number...

tackle the curse of dimensionality is to use sampling based on low discrepancy sequences. Correlated inputs: Most common sensitivity analysis methods assume...

Davenport–Schmidt theorem Duffin–Schaeffer theorem Heilbronn set Low-discrepancy sequence Khinchin 1997, p. 21 Cassels 1957, p. 2 Lang 1995, p. 9 Khinchin...