Generating low discrepancy quasi-random sequences in python/numpy/scipy?

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不知归路
不知归路 2021-01-31 21:15

There is already a question on this but the answer contains a broken link, and being over two years old, I\'m hoping there\'s a better solution now :)

Low discrepancy qu

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  •  一生所求
    2021-01-31 21:36

    PyTorch proves option of generating sobol random numbers. It allows upto a dimension of ~1k and has an option to switch on scrambling.

    https://pytorch.org/docs/stable/generated/torch.quasirandom.SobolEngine.html

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