Sobol Sequence

Sobol Sequence

Sobol sequences (also called LPτ sequences or (t, s) sequences in base 2) are an example of quasi-random low-discrepancy sequences. They were first introduced by the Russian mathematician I. M. Sobol (Илья Меерович Соболь) in 1967.

These sequences use a base of two to form successively finer uniform partitions of the unit interval, and then reorder the coordinates in each dimension.

Read more about Sobol Sequence:  Good Distributions in The S-dimensional Unit Hypercube, Construction of The Sobol Sequence, A Fast Algorithm For The Construction of Sobol Sequences, Additional Uniformity Properties, The Initialization of Sobol Numbers, Implementation and Availability of Sobol Sequences

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