Common

Sobol sequence

Type of sequence in numerical analysis

Sobol sequence

Common card · No. 318179

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 by the Russian mathematician Ilya M. Sobol’ (Илья Меерович Соболь) in 1967. These sequences use a base of two to form successively finer uniform partitions of the unit interval and then reorder the coordinates in each dimension.

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