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| 1 |
+
# LDData: Low-Discrepancy Generating Vectors and Matrices
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| 2 |
+
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| 3 |
+
A curated collection of **low-discrepancy point set parameters** including **lattice rules**, **digital nets**, **polynomial lattice rules**, **Sobol' nets**, and **RQMC randomizations**. This dataset enables reproducible research and high-performance Quasi–Monte Carlo (QMC) and Randomized QMC (RQMC) simulation.
|
| 4 |
+
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| 5 |
+
The [LDData repository](https://github.com/QMCSoftware/LDData) provides **standard text-based formats** for specifying structures used in QMC point generation across arbitrarily high dimensions.
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| 6 |
+
|
| 7 |
+
---
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| 8 |
+
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| 9 |
+
## Dataset Summary
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| 10 |
+
|
| 11 |
+
LDData is a dataset of structured parameter files defining:
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| 12 |
+
|
| 13 |
+
- Rank-1 **lattice rules**
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| 14 |
+
- Base-$b$ **digital nets**
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| 15 |
+
- **Polynomial lattice rules**
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| 16 |
+
- **Sobol' and Sobol–Joe-Kuo sequences**
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| 17 |
+
- Various **randomizations** (shift modulo 1, digital shifts, nested uniform
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| 18 |
+
scrambles, left matrix scrambles)
|
| 19 |
+
|
| 20 |
+
Each file type follows a simple textual standard to ensure:
|
| 21 |
+
- Human readability
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| 22 |
+
- Language-agnostic parsing
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| 23 |
+
- Long-term reproducibility
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| 24 |
+
- Extensibility to thousands of dimensions
|
| 25 |
+
|
| 26 |
+
The dataset is motivated by the need for **standardized, compact, transparent formats** in [our QMC research and software](https://github.com/QMCSoftware).
|
| 27 |
+
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| 28 |
+
---
|
| 29 |
+
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| 30 |
+
## Motivation
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| 31 |
+
|
| 32 |
+
Many QMC constructions appear across scattered software packages, papers, or custom formats. LDData brings these formats together into a **consistent, unified, machine-readable** repository for:
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| 33 |
+
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| 34 |
+
- Researchers developing new QMC methods
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| 35 |
+
- Practitioners needing high-dimensional low-discrepancy point sets
|
| 36 |
+
- Developers of simulation libraries such as SSJ, QMCPy, and LatNet Builder
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| 37 |
+
|
| 38 |
+
This dataset is linked to the research works described in the Citation section below. **For detailed technical specifications and implementation details**, see
|
| 39 |
+
[LD_DATA.md](LD_DATA.md)
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| 40 |
+
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| 41 |
+
---
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| 42 |
+
|
| 43 |
+
## Supported Tasks and Applications
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| 44 |
+
|
| 45 |
+
### ✔️ Quasi-Monte Carlo (QMC)
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| 46 |
+
Generate deterministic point sets with excellent equidistribution.
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| 47 |
+
|
| 48 |
+
### ✔️ Randomized QMC (RQMC)
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| 49 |
+
Use the included randomizations for variance estimation:
|
| 50 |
+
- Digital shifts
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| 51 |
+
- Nested uniform scrambles
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| 52 |
+
- Left-matrix scrambles
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| 53 |
+
|
| 54 |
+
### ✔️ High-dimensional Integration and Simulation
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| 55 |
+
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| 56 |
+
Used in:
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| 57 |
+
- Bayesian computation
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| 58 |
+
- Option pricing
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| 59 |
+
- High-dimensional PDE solvers
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| 60 |
+
- Uncertainty quantification
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| 61 |
+
- Graphics and rendering research
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| 62 |
+
- Machine learning sampling methods
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| 63 |
+
|
| 64 |
+
### ✔️ Benchmarking
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| 65 |
+
Standard formats help evaluate new constructions against established ones.
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| 66 |
+
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| 67 |
+
---
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| 68 |
+
|
| 69 |
+
## Features
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| 70 |
+
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| 71 |
+
- Simple `.txt` formats with **one line per dimension**
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| 72 |
+
- Optional human-readable comments starting with `#`
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| 73 |
+
- No binary encoding or word-size assumptions
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| 74 |
+
- Supports extremely high dimensions (10,000+)
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| 75 |
+
- Extensible constructions (e.g., Sobol or embedded nets)
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| 76 |
+
- All formats interoperable with QMC software (SSJ, QMCPy, LatNet Builder)
|
| 77 |
+
|
| 78 |
+
---
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| 79 |
+
|
| 80 |
+
## How to Use the Dataset
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| 81 |
+
|
| 82 |
+
### Load files directly from Hugging Face
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| 83 |
+
|
| 84 |
+
```python
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| 85 |
+
from datasets import load_dataset
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| 86 |
+
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| 87 |
+
ds = load_dataset("QMCSoftware/LDData")
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| 88 |
+
```
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| 89 |
+
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| 90 |
+
All data files are preserved in their directory structure and can be accessed
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| 91 |
+
using:
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| 92 |
+
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| 93 |
+
```python
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| 94 |
+
ds["train"] # or ds['default']
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| 95 |
+
```
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| 96 |
+
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| 97 |
+
### Typical workflow
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| 98 |
+
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| 99 |
+
1. Read a parameter file (e.g. `lattice_8d.txt`)
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| 100 |
+
2. Parse header (`# lattice`, dimensions, n, etc.)
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| 101 |
+
3. Parse one line per dimension for the generating vector or matrices
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| 102 |
+
4. Construct QMC point generator in your preferred library
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| 103 |
+
|
| 104 |
+
---
|
| 105 |
+
|
| 106 |
+
## Dataset Structure
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| 107 |
+
|
| 108 |
+
The dataset includes multiple categories of files:
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| 109 |
+
|
| 110 |
+
### 🔹 `lattice`
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| 111 |
+
Rank-1 lattice generating vectors:
|
| 112 |
+
- Header: `# lattice`
|
| 113 |
+
- Parameters:
|
| 114 |
+
- Number of dimensions `s`
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| 115 |
+
- Number of points `n`
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| 116 |
+
- `s` lines of generating vector coefficients
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| 117 |
+
|
| 118 |
+
---
|
| 119 |
+
|
| 120 |
+
### 🔹 `dnet`
|
| 121 |
+
General digital nets in base `b`:
|
| 122 |
+
- Header: `# dnet`
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| 123 |
+
- Parameters:
|
| 124 |
+
- Base `b`
|
| 125 |
+
- Dimensions `s`
|
| 126 |
+
- Columns `k`
|
| 127 |
+
- Rows `r`
|
| 128 |
+
- Then `s` lines representing generating matrices
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| 129 |
+
|
| 130 |
+
Efficient for high-dimensional digital nets.
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| 131 |
+
|
| 132 |
+
---
|
| 133 |
+
|
| 134 |
+
### 🔹 `plattice`
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| 135 |
+
Polynomial lattice rules:
|
| 136 |
+
- Compact format using integer-encoded polynomials
|
| 137 |
+
- Base `b`, dimension `s`, polynomial degree `k`, and generating polynomials
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| 138 |
+
|
| 139 |
+
---
|
| 140 |
+
|
| 141 |
+
### 🔹 `sobol` and `soboljk`
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| 142 |
+
Parameters for Sobol' sequences:
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| 143 |
+
- `soboljk`: Joe & Kuo format with primitive polynomials and direction numbers
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| 144 |
+
- `sobol`: Simplified direction-number only format
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| 145 |
+
|
| 146 |
+
Used widely in QMC applications.
|
| 147 |
+
|
| 148 |
+
---
|
| 149 |
+
|
| 150 |
+
### 🔹 Randomization formats
|
| 151 |
+
|
| 152 |
+
Includes:
|
| 153 |
+
|
| 154 |
+
- `shiftmod1`: Shift modulo 1
|
| 155 |
+
- `dshift`: Digital shift in base `b`
|
| 156 |
+
- `nuscramble`: Nested uniform scramble
|
| 157 |
+
- `lmscramble`: Left matrix scramble
|
| 158 |
+
|
| 159 |
+
All formats are text-based and reproducible.
|
| 160 |
+
|
| 161 |
+
---
|
| 162 |
+
|
| 163 |
+
## Example: Parsing a Lattice Rule File
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| 164 |
+
|
| 165 |
+
Example file:
|
| 166 |
+
|
| 167 |
+
```
|
| 168 |
+
# lattice
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| 169 |
+
8
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| 170 |
+
65536
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| 171 |
+
1
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| 172 |
+
19463
|
| 173 |
+
17213
|
| 174 |
+
5895
|
| 175 |
+
14865
|
| 176 |
+
31925
|
| 177 |
+
30921
|
| 178 |
+
26671
|
| 179 |
+
```
|
| 180 |
+
|
| 181 |
+
Python pseudo-code:
|
| 182 |
+
|
| 183 |
+
```python
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| 184 |
+
with open("lattice_8d.txt") as f:
|
| 185 |
+
lines = [l for l in f.readlines() if not l.startswith("#")]
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| 186 |
+
|
| 187 |
+
s = int(lines[0])
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| 188 |
+
n = int(lines[1])
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| 189 |
+
a = [int(x) for x in lines[2:2+s]]
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| 190 |
+
```
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| 191 |
+
|
| 192 |
+
---
|
| 193 |
+
|
| 194 |
+
## File Naming Recommendations
|
| 195 |
+
|
| 196 |
+
To support discoverability and consistent tooling:
|
| 197 |
+
|
| 198 |
+
- All files begin with their keyword (`lattice_`, `dnet_`, `sobol_`, etc.)
|
| 199 |
+
- Headers contain:
|
| 200 |
+
- Construction method
|
| 201 |
+
- Figure of merit (FOM)
|
| 202 |
+
- Weights
|
| 203 |
+
- Embedded range (if applicable)
|
| 204 |
+
- Comments allowed in headers only
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| 205 |
+
|
| 206 |
+
---
|
| 207 |
+
|
| 208 |
+
## References
|
| 209 |
+
|
| 210 |
+
This dataset incorporates formats and ideas from foundational work in QMC:
|
| 211 |
+
|
| 212 |
+
- Bratley & Fox (1988)
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| 213 |
+
- Joe & Kuo (2008)
|
| 214 |
+
- L’Ecuyer (2016)
|
| 215 |
+
- Goda & Dick (2015)
|
| 216 |
+
- Nuyens (2020)
|
| 217 |
+
- And others listed in the detailed specification [LD_DATA.md](LD_DATA.md).
|
| 218 |
+
|
| 219 |
+
---
|
| 220 |
+
|
| 221 |
+
## Citation
|
| 222 |
+
|
| 223 |
+
If you use LDData in academic work, please cite:
|
| 224 |
+
|
| 225 |
+
```
|
| 226 |
+
@article{sorokin.2025.ld_randomizations_ho_nets_fast_kernel_mats,
|
| 227 |
+
title = {{QMCPy}: a {P}ython software for randomized low-discrepancy sequences, quasi-{M}onte {C}arlo, and fast kernel methods},
|
| 228 |
+
author = {Aleksei G. Sorokin},
|
| 229 |
+
year = {2025},
|
| 230 |
+
journal = {ArXiv preprint},
|
| 231 |
+
volume = {abs/2502.14256},
|
| 232 |
+
url = {https://arxiv.org/abs/2502.14256},
|
| 233 |
+
}
|
| 234 |
+
|
| 235 |
+
|
| 236 |
+
@inproceedings{choi.QMC_software,
|
| 237 |
+
title = {Quasi-{M}onte {C}arlo software},
|
| 238 |
+
author = {Choi, Sou-Cheng T. and Hickernell, Fred J. and Rathinavel, Jagadeeswaran and McCourt, Michael J. and Sorokin, Aleksei G.},
|
| 239 |
+
year = {2022},
|
| 240 |
+
booktitle = {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods 2020},
|
| 241 |
+
publisher = {Springer International Publishing},
|
| 242 |
+
address = {Cham},
|
| 243 |
+
pages = {23--47},
|
| 244 |
+
isbn = {978-3-030-98319-2},
|
| 245 |
+
editor = {Keller, Alexander},
|
| 246 |
+
}
|
| 247 |
+
```
|
| 248 |
+
|
| 249 |
+
---
|
| 250 |
+
|
| 251 |
+
## License
|
| 252 |
+
|
| 253 |
+
Apache 2 License.
|
| 254 |
+
See [`LICENSE`](LICENSE.txt) file for details.
|
| 255 |
+
|
| 256 |
+
---
|
| 257 |
+
|
| 258 |
+
## Acknowledgements
|
| 259 |
+
|
| 260 |
+
This dataset is developed and maintained by:
|
| 261 |
+
|
| 262 |
+
- **QMCSoftware team**
|
| 263 |
+
- Contributors to QMCPy, SSJ, and LatNet Builder
|
| 264 |
+
- Community contributions from QMC & RQMC researchers
|
| 265 |
+
|
| 266 |
+
Special thanks to researchers providing widely used generating vectors and direction numbers used throughout the scientific computing community.
|