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準隨機 (Low-discrepancy sequence)

简介

譯自英文-在數學中,低差異序列是與為N,其亞序列X 1,所有的值... XN具有低偏差的性質的序列。粗略地說,如果序列中落入任意集合B的點的比例與B的度量接近正比,則序列的差異很低,這在均勻分佈的序列的情況下平均會發生。差異的具體定義在B的選擇以及如何計算和組合每個B的差異方面有所不同。 维基百科(英文)
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In 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. Wikipedia

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作者:H Niederreiter1988被引用次数:541 — We generalize and improve earlier constructions of low-discrepancy sequences by Sobol', Faure, and the author, thus obtaining sequences in the s-dimensional ...
QMCS, also known as quasi-random low discrepancy sequence (QRLDS), uses a deterministic sampling scheme to fill the space uniformly.
作者:J Cheng2013被引用次数:57 — Our experimental results show that low-discrepancy sequences (especially Sobol sequence) significantly improve the perfor mance of simulation algorithms in ...
2021年2月6日 — Low discrepancy sequences are also called quasi-random or sub-random sequences. The points in these sequences are more systematically ...
作者:P Bratley1992被引用次数:365 — Low-discrepancy sequences are used for numerical integration, in simulation, and in related applications. Techniques for producing such ...
the numbers generated sequentially fill in the larger "gaps" between the previous numbers of the sequence. In dimension 1, the van der Corput (1935) sequence in ...
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作者:DV Fedorov2019被引用次数:1 — Correlated Gaussians and Low-Discrepancy Sequences · Abstract. Within the Correlated Gaussian Method the parameters of the Gaussian basis ...
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