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At high dimensions the points generated by the classical Halton sequence are quite correlated, as shown by the following snippet.
```
import numpy as np
import pandas as pd
import openturns as o…
RRiva updated
3 years ago
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http://elsa.berkeley.edu/Software/abstracts/train0196.html
the last paper K. Train, 1999, "Halton Sequences for Mixed Logit." Working paper
mentions that
"In fact, with 125 Halton draws, he found th…
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Hi,
Thanks for this interesting work!
I have been reading the code, and I am curious about some details of the sampler:
1. in https://github.com/fel-thomas/Sobol-Attribution-Method/blob/mai…
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Follow up on a [discussion](https://groups.google.com/d/topic/pystatsmodels/vOZCzqfliyg/discussion) about implementing some design of experiment.
There is an opened [PR](https://github.com/statsmod…
tupui updated
3 years ago
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Hi,
I see strange behaviour of recent pbrt versions build with gcc (in ubuntu):
- gcc-8.4 has stuck forever on ZSobolSampler.ValidIndices test
- gcc-9.3 passed all tests
- gcc-10.3 gives me th…
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Review all tests against reference implementation. Unchecked entries are pending validation. Checked entries show a match to the reference.
- [x] AppliedStatistics/ASA005
- [x] AppliedStatistics/A…
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## Motivation
The use of quasi-random low-discrepancy sequences in place of random sampling is known to perform better [1]. Sobol sequence is one of such sequences and is reported to perform well…
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# 🐛 Bug
Hi first off thanks a lot for this fantastic tool. Not sure if this is a bug or just misusage on my side…
I've observed an odd behaviour when I tried to use qNegIntegratedPosteriorVariance w…
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This failure is showing up all over the place for Azure Pipelines pre-release runs. I don't know if this is just a blip because of a bleeding edge dependency, but it seems like the test suite produces…
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I noticed that Sobol' sequence could be used in a wrong way by `sample.saltelli`:
https://github.com/SALib/SALib/blob/6765749fcbb1d63a45a1021ef8061701aa2dc33d/src/SALib/sample/saltelli.py#L43
Th…
tupui updated
3 years ago