Deterministic sampling from uniform distributions with Sierpiński space-filling curves

DOI10.1007/S00180-021-01128-WMaRDI QIDQ2135876zbMATH OpenOpenAlexFDO

Authors H. A. Oliveira

Publication date 10 May 2022

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.20944/preprints202011.0436.v1

zbMATH Keywords

ergodic theoryspace-filling curvesuniform random number generation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Random number generation in numerical analysis (65C10) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

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• Extensible Grids: Uniform Sampling on a Space Filling Curve
• Uniform distribution on fractals
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• Space-Filling Curves
• Small sample uniformity in random number generation

Cites work

• Computational ergodic theory
• Evolutionary global optimization, manifolds and applications
• Global optimization with space-filling curves.
• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 1070540 (Why is no real title available?)
• scientific article; zbMATH DE number 1789350 (Why is no real title available?)
• Implementing a random number package with splitting facilities
• Introduction to global optimization exploiting space-filling curves
• Lipschitz and Hölder global optimization using space-filling curves
• Measure, topology, and fractal geometry
• Space-filling curves
• Statistical Inference
• Stochastic global optimization and its applications with fuzzy adaptive simulated annealing

Cited in

(2)

• Sampling of closely-spaced ordered set of uniformly distributed random variables
• Extensible Grids: Uniform Sampling on a Space Filling Curve

Describes a project that uses

Uses Software

• Ziggurat
• rnorrexp

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