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f4bff27 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 | # LDData: Low-Discrepancy Generating Vectors and Matrices
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.
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.
---
## Dataset Summary
LDData is a dataset of structured parameter files defining:
- Rank-1 **lattice rules**
- Base-$b$ **digital nets**
- **Polynomial lattice rules**
- **Sobol' and Sobol–Joe-Kuo sequences**
- Various **randomizations** (shift modulo 1, digital shifts, nested uniform
scrambles, left matrix scrambles)
Each file type follows a simple textual standard to ensure:
- Human readability
- Language-agnostic parsing
- Long-term reproducibility
- Extensibility to thousands of dimensions
The dataset is motivated by the need for **standardized, compact, transparent formats** in [our QMC research and software](https://github.com/QMCSoftware).
---
## Motivation
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:
- Researchers developing new QMC methods
- Practitioners needing high-dimensional low-discrepancy point sets
- Developers of simulation libraries such as SSJ, QMCPy, and LatNet Builder
This dataset is linked to the research works described in the Citation section below. **For detailed technical specifications and implementation details**, see
[LD_DATA.md](LD_DATA.md)
---
## Supported Tasks and Applications
### ✔️ Quasi-Monte Carlo (QMC)
Generate deterministic point sets with excellent equidistribution.
### ✔️ Randomized QMC (RQMC)
Use the included randomizations for variance estimation:
- Digital shifts
- Nested uniform scrambles
- Left-matrix scrambles
### ✔️ High-dimensional Integration and Simulation
Used in:
- Bayesian computation
- Option pricing
- High-dimensional PDE solvers
- Uncertainty quantification
- Graphics and rendering research
- Machine learning sampling methods
### ✔️ Benchmarking
Standard formats help evaluate new constructions against established ones.
---
## Features
- Simple `.txt` formats with **one line per dimension**
- Optional human-readable comments starting with `#`
- No binary encoding or word-size assumptions
- Supports extremely high dimensions (10,000+)
- Extensible constructions (e.g., Sobol or embedded nets)
- All formats interoperable with QMC software (SSJ, QMCPy, LatNet Builder)
---
## How to Use the Dataset
### Load files directly from Hugging Face
```python
from datasets import load_dataset
ds = load_dataset("QMCSoftware/LDData")
```
All data files are preserved in their directory structure and can be accessed
using:
```python
ds["train"] # or ds['default']
```
### Typical workflow
1. Read a parameter file (e.g. `lattice_8d.txt`)
2. Parse header (`# lattice`, dimensions, n, etc.)
3. Parse one line per dimension for the generating vector or matrices
4. Construct QMC point generator in your preferred library
---
## Dataset Structure
The dataset includes multiple categories of files:
### 🔹 `lattice`
Rank-1 lattice generating vectors:
- Header: `# lattice`
- Parameters:
- Number of dimensions `s`
- Number of points `n`
- `s` lines of generating vector coefficients
---
### 🔹 `dnet`
General digital nets in base `b`:
- Header: `# dnet`
- Parameters:
- Base `b`
- Dimensions `s`
- Columns `k`
- Rows `r`
- Then `s` lines representing generating matrices
Efficient for high-dimensional digital nets.
---
### 🔹 `plattice`
Polynomial lattice rules:
- Compact format using integer-encoded polynomials
- Base `b`, dimension `s`, polynomial degree `k`, and generating polynomials
---
### 🔹 `sobol` and `soboljk`
Parameters for Sobol' sequences:
- `soboljk`: Joe & Kuo format with primitive polynomials and direction numbers
- `sobol`: Simplified direction-number only format
Used widely in QMC applications.
---
### 🔹 Randomization formats
Includes:
- `shiftmod1`: Shift modulo 1
- `dshift`: Digital shift in base `b`
- `nuscramble`: Nested uniform scramble
- `lmscramble`: Left matrix scramble
All formats are text-based and reproducible.
---
## Example: Parsing a Lattice Rule File
Example file:
```
# lattice
8
65536
1
19463
17213
5895
14865
31925
30921
26671
```
Python pseudo-code:
```python
with open("lattice_8d.txt") as f:
lines = [l for l in f.readlines() if not l.startswith("#")]
s = int(lines[0])
n = int(lines[1])
a = [int(x) for x in lines[2:2+s]]
```
---
## File Naming Recommendations
To support discoverability and consistent tooling:
- All files begin with their keyword (`lattice_`, `dnet_`, `sobol_`, etc.)
- Headers contain:
- Construction method
- Figure of merit (FOM)
- Weights
- Embedded range (if applicable)
- Comments allowed in headers only
---
## References
This dataset incorporates formats and ideas from foundational work in QMC:
- Bratley & Fox (1988)
- Joe & Kuo (2008)
- L’Ecuyer (2016)
- Goda & Dick (2015)
- Nuyens (2020)
- And others listed in the detailed specification [LD_DATA.md](LD_DATA.md).
---
## Citation
If you use LDData in academic work, please cite:
```
@article{sorokin.2025.ld_randomizations_ho_nets_fast_kernel_mats,
title = {{QMCPy}: a {P}ython software for randomized low-discrepancy sequences, quasi-{M}onte {C}arlo, and fast kernel methods},
author = {Aleksei G. Sorokin},
year = {2025},
journal = {ArXiv preprint},
volume = {abs/2502.14256},
url = {https://arxiv.org/abs/2502.14256},
}
@inproceedings{choi.QMC_software,
title = {Quasi-{M}onte {C}arlo software},
author = {Choi, Sou-Cheng T. and Hickernell, Fred J. and Rathinavel, Jagadeeswaran and McCourt, Michael J. and Sorokin, Aleksei G.},
year = {2022},
booktitle = {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods 2020},
publisher = {Springer International Publishing},
address = {Cham},
pages = {23--47},
isbn = {978-3-030-98319-2},
editor = {Keller, Alexander},
}
```
---
## License
Apache 2 License.
See [`LICENSE`](LICENSE.txt) file for details.
---
## Acknowledgements
This dataset is developed and maintained by:
- **QMCSoftware team**
- Contributors to QMCPy, SSJ, and LatNet Builder
- Community contributions from QMC & RQMC researchers
Special thanks to researchers providing widely used generating vectors and direction numbers used throughout the scientific computing community.
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