Implementation of irreducible Sobol' sequences in prime power bases

DOI10.1016/J.MATCOM.2018.08.015OpenAlexW2911445003WikidataQ128494296 ScholiaQ128494296MaRDI QIDQ1997553FDOQ1997553

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)

Cites Work

• Title not available (Why is that?)
• Constructing Sobol Sequences with Better Two-Dimensional Projections
• On the distribution of points in a cube and the approximate evaluation of integrals
• Monte Carlo and quasi-Monte Carlo sampling
• Low-discrepancy and low-dispersion sequences
• Implementation and tests of low-discrepancy sequences
• Irreducible Sobol' sequences in prime power bases

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

Uses Software

• sobol.cc

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