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FriesischScott / UncertaintyQuantification.jl

Uncertainty Quantification in Julia
MIT License
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Randomized quasi Monte Carlo #122

Closed FriesischScott closed 6 months ago

FriesischScott commented 12 months ago

Since v0.3 QuasiMonteCarlo.jl includes various randomization methods for all its sampling methods. We should enable these as well, with sane defaults since some of the sequences should generally not be used unrandomized.

FriesischScott commented 10 months ago

It would be interesting to know which scrambles should be used as a default or if not all of them work for each QMC sequence.

If this contains a definite default we can use that otherwise leave it at not randomized as a default for now:

https://artowen.su.domains/mc/qmcstuff.pdf