Implementation of irreducible Sobol' sequences in prime power bases

DOI10.1016/J.MATCOM.2018.08.015MaRDI QIDQ1997553zbMATH OpenOpenAlexWikidataFDO

Authors Henri Faure, Christiane Lemieux

Publication date 2 March 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.04084

zbMATH Keywords

Sobol' sequencesirreducible polynomialsdirection numbersNiederreiter sequences

Mathematics Subject Classification ID

Numerical approximation and computational geometry (primarily algorithms) (65Dxx) Probabilistic theory: distribution modulo (1); metric theory of algorithms (11Kxx)

Recommendations

• Irreducible Sobol' sequences in prime power bases
• Algorithm 659
• New perspectives on \((0,s)\)-sequences
• Remark on algorithm 659
• scientific article; zbMATH DE number 1969616

Cites work

• scientific article; zbMATH DE number 5797591 (Why is no real title available?)
• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Implementation and tests of low-discrepancy sequences
• Irreducible Sobol' sequences in prime power bases
• Low-discrepancy and low-dispersion sequences
• Monte Carlo and quasi-Monte Carlo sampling
• On the distribution of points in a cube and the approximate evaluation of integrals

Cited in

(3)

• Implementation of irreducible Sobol sequences in prime power bases
• On the dependence structure and quality of scrambled \((t,m,s)\)-nets
• Comparison of Sobol' sequences in financial applications

Describes a project that uses

Uses Software

• sobol.cc

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