If we compare a pseudo-Random Matlab generator with the sequence obtained using LP-tau sequences, we see that the discrepancy index is lower. This is particularly true considering a limited number of evaluations.
|
The best uniformity characteristics are demonstrated by LP-tau
sequences. For istance, considering a ten dimensional space we can
compute an index that measures the uniformity of our distribution.
This index is called "discrepancy". If we compare a pseudo-Random Matlab generator with the sequence obtained using LP-tau sequences, we see that the discrepancy index is lower. This is particularly true considering a limited number of evaluations.
|
|
