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by pmiller2 1908 days ago
That'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.
1 comments

It 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.