Sobol #107
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diegomartinez2
matukumilli
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Sobol
#107
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What is this sobol algorithm? Could anyone pls provide some links to know about it? Warm regards, |
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Answered by
diegomartinez2
Sep 23, 2022
Replies: 1 comment 3 replies
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Hi a fast answer will be to check wikipedia. But I'll recommend to take a look at this answers from math.stackexchange. |
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Sobol sequences reduces the number of configurations by doing a better mapping of the gaussian than a random distribution. By uniformity spreading the samplings with a low discrepancy sequence like Sobol it is possible to reduce the number of configurations needed. Low discrepancy sequences tend to sample space "more uniformly" than random numbers. Algorithms that use such sequences may have superior convergence.