"""MC vs QMC in terms of space filling.""" from scipy.stats import qmc import numpy as np import matplotlib.pyplot as plt rng = np.random.default_rng() n_sample = 256 dim = 2 sample = {} # MC sample['MC'] = rng.random((n_sample, dim)) # Sobol' engine = qmc.Sobol(d=dim, seed=rng) sample["Sobol'"] = engine.random(n_sample) fig, axs = plt.subplots(1, 2, figsize=(8, 4)) for i, kind in enumerate(sample): axs[i].scatter(sample[kind][:, 0], sample[kind][:, 1]) axs[i].set_aspect('equal') axs[i].set_xlabel(r'$x_1$') axs[i].set_ylabel(r'$x_2$') axs[i].set_title(f'{kind}—$C^2 = ${qmc.discrepancy(sample[kind]):.2}') plt.tight_layout() plt.show()