Generalized Halton sequences in 2008: a comparative study

DOI10.1145/1596519.1596520MaRDI QIDQ4914944zbMATH OpenOpenAlexFDO

Authors Henri Faure, Christiane Lemieux

Publication date 15 April 2013

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1596519.1596520

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Pseudo-random numbers; Monte Carlo methods (11K45) Special sequences (11K31)

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• Recycling primes in Halton sequences: an optimization perspective
• New modified scrambled Faure sequences
• Quasi-random numbers for copula models
• A computational investigation of the optimal Halton sequence in QMC applications
• Improved Halton sequences and discrepancy bounds
• From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules
• Discrepancy-based inference for intractable generative models using quasi-Monte Carlo
• Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples
• The generalized and modified Halton sequences in Cantor bases
• A neural network-based policy iteration algorithm with global \(H^2\)-superlinear convergence for stochastic games on domains
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• Random and deterministic digit permutations of the Halton sequence
• Weak multipliers for generalized van der Corput sequences
• Dependence properties of scrambled Halton sequences
• Calculation of discrepancy measures and applications
• Uniformly distributed sequences in the orthogonal group and on the Grassmannian manifold
• Optimal Halton Sequence via Inversive Scrambling
• Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences
• On Atanassov's methods for discrepancy bounds of low-discrepancy sequences
• Extensions of Atanassov’s Methods for Halton Sequences
• Variance-based adaptive sequential sampling for polynomial chaos expansion

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