3 ms·
This can be especially bad if one corner hides a catastrophe. Any automatic method is likely to have an exponential struggle to sample appropriately. At a certa
by blake1 6y ago
This can be especially bad if one corner hides a catastrophe. Any automatic method is likely to have an exponential struggle to sample appropriately. At a certain point, you just need to apply your own understanding of the problem you are trying to solve, and resort to an ad hoc method to do the “right” thing.
- pmiller2 6y agoThat's exactly the problem QMC methods solve. By choosing a sequence of sample points of low discrepancy, you make sure to sample the entire space as evenly as possible.
- deleted 6y ago[deleted]
- contravariant 6y agoIt does but if you've got 100s of dimensions then you have no hope of ever sampling anything close to the entire space. Even if you just pick 2 points per dimension you've got no way of trying every combination.