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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  •  孤街浪徒
    2020-12-15 11:36

    In the context of sensivity analysis SALib library seems interesting It has a Sobol sample generator and uses SciPy. Link here : https://salib.readthedocs.io/en/latest/

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