“Quad-optimized Low-discrepancy Sequences”
Conference:
Type(s):
Title:
- Quad-optimized Low-discrepancy Sequences
Presenter(s)/Author(s):
Abstract:
This paper introduces multi-dimensional low-discrepancy sequences, in base 3 instead of the usual base 2, optimized over groups of 4 consecutive dimensions, while keeping good uniformity for non-optimized n-tuples of dimensions. We improve over Sobol’ sequences in terms of sample uniformity in 2D and 4D.
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