在python/numpy/scipy中生成低差异准随机序列? [英] Generating low discrepancy quasi-random sequences in python/numpy/scipy?

问题描述

有已经存在的问题关于此问题，但答案包含一个断开的链接，并且已经有两年多了，我希望现在有一个更好的解决方案:)

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 :)

低差异准随机序列，例如Sobol序列比均匀随机序列更均匀地填充空间.有没有一种简便的方法可以在python中生成它们?

Low discrepancy quasi-random sequences, e.g. Sobol sequences, fill a space more uniformly than uniformly random sequences. Is there a good/easy way to generate them in python?

推荐答案

我认为Python中低差异序列的最佳替代方法是灵敏度分析库(SALib):

I think the best alternative for Low Discrepancy sequences in Python is Sensitivity Analysis Library (SALib):

https://github.com/SALib/SALib

我认为这是一个活跃的项目，您可以与作者联系以检查所需的功能是否已实现.如果那不能解决您的问题，Corrado Chisari会将由Matlab(由John Burkardt创建)的SOBOL版本移植到Python，您可以在此处访问它:

I think this is an active project and you can contact the author to check if the functionalities you need are already implemented. If that doesn't solve your problem, Corrado Chisari ported a SOBOL version made in Matlab (by John Burkardt) to Python, you can access it here:

http://people.sc.fsu.edu/~ jburkardt/py_src/sobol/sobol.html

有人清理了这些来源中的注释，并将其以文档字符串的格式放置.它更具可读性，您可以在这里访问它:

Someone cleaned up the comments in these sources and put them in the format of docstrings. It's much more readable and you can access it here:

https://github.com/naught101/sobol_seq

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