Presentation
Quad-optimized Low-discrepancy Sequences
DescriptionThis 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.
Event Type
Technical Paper
TimeWednesday, 31 July 202411:35am - 11:45am MDT
LocationMile High 2A
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