On Dropping the First Sobol’ Point
Art B. Owen
Topics & Concepts
Sobol sequenceScramblingQuasi-Monte Carlo methodMathematicsMonte Carlo methodSample (material)Point (geometry)Function (biology)Sequence (biology)Mean squared errorSquare rootApplied mathematicsStatisticsCombinatoricsAlgorithmPhysicsGeometryMarkov chain Monte CarloHybrid Monte CarloEvolutionary biologyGeneticsBiologyThermodynamicsMathematical Approximation and IntegrationProbabilistic and Robust Engineering DesignElectron and X-Ray Spectroscopy Techniques