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improved sobol docs
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claesenm committed May 16, 2015
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9 changes: 4 additions & 5 deletions docs/user/solvers/sobol.rst
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Expand Up @@ -10,20 +10,19 @@ sequences in up to 40 dimensions (e.g. 40 hyperparameters).
The figures below show the differences between a Sobol sequence and sampling uniformly at random.

.. figure:: sobol.png
:alt: 100 points sampled in 2D with a Sobol sequence.
:alt: 200 points sampled in 2D with a Sobol sequence.

100 points sampled in 2D with a Sobol sequence.
200 points sampled in 2D with a Sobol sequence.



.. figure:: random.png
:alt: 100 points sampled in 2D uniformly at random.
:alt: 200 points sampled in 2D uniformly at random.

100 points sampled in 2D uniformly at random.
200 points sampled in 2D uniformly at random.

The mathematical details on Sobol sequences are available in the following papers: [SOBOL]_, [SOBOL2]_, [ANTONOV]_, [BRATLEY]_, [FOX]_.


.. [SOBOL] Ilya Sobol, USSR Computational Mathematics and Mathematical Physics, Volume 16, pages 236-242, 1977.
.. [SOBOL2] Ilya Sobol, Levitan, The Production of Points Uniformly Distributed in a Multidimensional Cube (in Russian), Preprint IPM Akad. Nauk SSSR, Number 40, Moscow 1976.
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