How to generate high dimensional sobol sequence?

2013 6 月 14
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I want to do some MC integration about random parameter matrix. It would be very useful to generate quasi random number such as sobol sequence. However my parameter dimension is exceed than 1111 which is the upper limit of sobolset. Then is there any other ways to do such a work?

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YoungMin Kim
YoungMin Kim
2013 年 6 月 14 日

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