On the Use of Sobol’ Sequence for High Dimensional Simulation
Emanouil Atanassov, Sofiya Ivanovska
Topics & Concepts
Sobol sequenceComputer scienceMonte Carlo methodCurse of dimensionalitySequence (biology)AlgorithmRange (aeronautics)Set (abstract data type)Dimension (graph theory)Theoretical computer scienceMathematicsArtificial intelligenceGeneticsPure mathematicsBiologyComposite materialStatisticsProgramming languageMaterials scienceMathematical Approximation and IntegrationMathematical functions and polynomialsMarkov Chains and Monte Carlo Methods