Randomized Halton sequences

From MaRDI portal
Publication:1591883

DOI10.1016/S0895-7177(00)00178-3zbMath0965.65005MaRDI QIDQ1591883

Fred J. Hickernell, Xiaoqun Wang

Publication date: 14 January 2001

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)




Related Items

Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy, Random sampling from low-discrepancy sequences: applications to option pricing, The acceptance-rejection method for low-discrepancy sequences, The price of pessimism for multidimensional quadrature, Steps Toward Derandomizing RRTs, Comparison of randomization techniques for low-discrepancy sequences in finance, Quasi-random ranked set sampling, On variable and random shape Gaussian interpolations, Dependence properties of scrambled Halton sequences, A modification of balanced acceptance sampling, From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules, On Sampling Methods for Costly Multi-Objective Black-Box Optimization, Alternative sampling methods for estimating multivariate normal probabilities, A low discrepancy sequence on graphs, On scrambled Halton sequences, Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations, Randomized quasi-Monte Carlo methods in pricing securities, Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM, Quasi-Monte Carlo methods with applications in finance, Error trends in quasi-Monte Carlo integration, Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences, A multivariate fast discrete Walsh transform with an application to function interpolation, Parameterization based on randomized quasi-Monte Carlo methods, BAS: Balanced Acceptance Sampling of Natural Resources, A genetic algorithm approach to estimate lower bounds of the star discrepancy, A random features-based method for interpolating digital terrain models with high efficiency, Coverage-guided test generation for continuous and hybrid systems, On the optimal Halton sequence, Spatially balanced sampling with local ranking, Calculation of Discrepancy Measures and Applications, The effective dimension and quasi-Monte Carlo integration


Uses Software


Cites Work