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BDoignies committed Jan 27, 2024
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3 changes: 2 additions & 1 deletion samplers/Sobol/index.html
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<div><h1 id="sampler-sobol-jk03-owe95">Sampler Sobol <a href="http://web.maths.unsw.edu.au/~fkuo/sobol/">[JK03]</a> <a href="https://statistics.stanford.edu/sites/default/files/EFS%20NSF%20464.pdf">[Owe95]</a></h1>
<h2 id="description">Description</h2>
<p>The Sobol sequence. Samples are generated from a binary product between the binary representation of their index and a matrix, generated from primitive polynomials. By default, uses Juo &amp; Kuo tables <a href="http://web.maths.unsw.edu.au/~fkuo/sobol/">[JK03]</a>.</p>
<p>The sequence is scrambled with Owen permutation <a href="https://statistics.stanford.edu/sites/default/files/EFS%20NSF%20464.pdf">[Owe95]</a>.</p>
<p>The sequence can be scrambled with Owen’s permutation <a href="https://statistics.stanford.edu/sites/default/files/EFS%20NSF%20464.pdf">[Owe95]</a>.</p>
<p>For a more precise description of this sampler and its performances in terms of aliasing and discrepancy, please refer to the following web bundle <a href="https://liris.cnrs.fr/ldbn/HTML_bundle/index.html">https://liris.cnrs.fr/ldbn/HTML_bundle/index.html</a>.</p>
<h2 id="files">Files</h2>
<div class="highlight"><pre><span></span><code>src/samplers/Sobol.cpp
Expand All @@ -1689,6 +1689,7 @@ <h2 id="usage">Usage</h2>
<span class="w"> </span>-o,--out<span class="w"> </span>TEXT<span class="w"> </span><span class="o">[</span>out.dat<span class="o">]</span><span class="w"> </span>Output<span class="w"> </span>file<span class="w"> </span><span class="o">(</span>format<span class="o">)</span>.<span class="w"> </span><span class="o">{</span>i<span class="o">}</span><span class="w"> </span>splits<span class="w"> </span>outputs<span class="w"> </span><span class="k">in</span><span class="w"> </span>multiple<span class="w"> </span>files<span class="w"> </span>and<span class="w"> </span>token<span class="w"> </span>is<span class="w"> </span>replaced<span class="w"> </span>by<span class="w"> </span>index.
<span class="w"> </span>--depth<span class="w"> </span>UINT<span class="w"> </span><span class="o">[</span><span class="m">0</span><span class="o">]</span><span class="w"> </span>Owen<span class="w"> </span>depth<span class="w"> </span><span class="o">(</span><span class="m">0</span>:<span class="w"> </span>no<span class="w"> </span>randomness,<span class="w"> </span><span class="m">32</span>:<span class="w"> </span>recommended<span class="o">)</span>.
<span class="w"> </span>--silent<span class="w"> </span>Silence<span class="w"> </span>UTK<span class="w"> </span>logs
<span class="w"> </span>--table<span class="w"> </span>TEXT<span class="w"> </span>Sobol<span class="w"> </span>init<span class="w"> </span>table<span class="w"> </span>file<span class="w"> </span><span class="o">(</span>Joe<span class="p">&amp;</span>Kuo<span class="w"> </span>format<span class="o">)</span>.<span class="w"> </span>If<span class="w"> </span>not<span class="w"> </span>specified<span class="w"> </span>the<span class="w"> </span><span class="o">[</span>JK03<span class="o">]</span><span class="w"> </span>table<span class="w"> </span>is<span class="w"> </span>used.
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