Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
low-discrepancy sequence
quasi-random sequence |
| gptkbp:application |
engineering
finance physics |
| gptkbp:dimensions |
arbitrary
|
| gptkbp:firstPublished |
1967
|
| https://www.w3.org/2000/01/rdf-schema#label |
Sobol sequence
|
| gptkbp:namedAfter |
gptkb:Ilya_M._Sobol
|
| gptkbp:property |
deterministic
improves convergence rate over pseudo-random numbers minimizes discrepancy uniformly distributed |
| gptkbp:relatedTo |
gptkb:Latin_hypercube_sampling
gptkb:Halton_sequence Faure sequence |
| gptkbp:usedFor |
high-dimensional integration
|
| gptkbp:usedIn |
gptkb:Monte_Carlo_methods
numerical integration global sensitivity analysis |
| gptkbp:bfsParent |
gptkb:quasi-Monte_Carlo_methods
gptkb:Quasi-Monte_Carlo_method |
| gptkbp:bfsLayer |
6
|