Recommendations for Low Discrepancy (e.g. Sobol) quasi-random sequences in Python/SciPy?

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臣服心动
臣服心动 2020-12-15 11:10

I would like to use a quasi-random sequence, specifically Sobol, within a SciPy based simulation. Any recommendations on existing, efficient packages?

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  •  既然无缘
    2020-12-15 11:35

    Chaospy is also a valid option. It allows to select several approaches towards low-discrepancy sampling (including 'Sobol, latin hypercube, etc) - for more details see the documentation.

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