Hi everyone,
First of all, thank you for everyone who helped with adding QMC (scipy.stats.qmc) :).
I wanted to give an overview of the current work in progress and some perspectives.
Waiting for reviews:
Work in progress:
Perspectives:
* Other scrambling methods (for Halton and Sobol’, but could also have more generic things like randomization of any QMC).
* Add other QMC methods: lattice rules, other low discrepancy sequences, adaptive LHS, etc.
* Add other uniformity criteria: L-inf, minimum spanning tree, discrepancy over sub-spaces, etc.
* General method to construct an optimal design based on a metric. (Similar to what I propose with LHS optimized).
* Your ideas.
Thanks in advance for your help.
Cheers,
Pamphile