On the optimal Halton sequence

DOI10.1016/j.matcom.2005.03.004zbMath1119.65301OpenAlexW2038568271MaRDI QIDQ2573888

Hongmei Chi, Michael Mascagni, Tony Warnock

Publication date: 25 November 2005

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

Full work available at URL: https://doi.org/10.1016/j.matcom.2005.03.004

zbMATH Keywords

correlationalgorithmnumerical exampleslow-discrepancy sequencesquasi-Monte Carlo methodscramblingoptimal Halton sequencequasirandom numbers

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38)

Related Items

Optimal Halton Sequence via Inversive Scrambling, Dependence properties of scrambled Halton sequences, Computational investigations of scrambled Faure sequences, Numerical experiments on the condition number of the interpolation matrices for radial basis functions, A Monte Carlo Thermal Radiative Transfer Solver with Nonlinear Elimination, TRANSFORM-ANN for online optimization of complex industrial processes: casting process as case study, Quasi-Monte Carlo method in population genetics parameter estimation, Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences, Linearization of McCormick relaxations and hybridization with the auxiliary variable method, A computational investigation of the optimal Halton sequence in QMC applications, New Modified Scrambled Faure Sequences, Data-driven modelling based on artificial neural networks for predicting energy and effluent quality indices and wastewater treatment plant optimization, Calculation of Discrepancy Measures and Applications

Uses Software

• Algorithm 647

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• An improved low-discrepancy sequence for multidimensional quasi-Monte Carlo integration
• On the \(L_2\)-discrepancy for anchored boxes
• Optimal multipliers for linear congruential pseudo-random number generators with prime moduli: Parallel computation and properties
• Randomized Halton sequences
• The effective dimension and quasi-Monte Carlo integration
• Quasi-Monte Carlo methods and pseudo-random numbers
• Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples
• Quasi-Random Sequences and Their Discrepancies
• Computational investigations of low-discrepancy sequences
• On the Scrambled Halton Sequence
• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators