Generalized Halton sequences in 2008: a comparative study

DOI10.1145/1596519.1596520zbMATH Open1288.65003OpenAlexW2103255584MaRDI QIDQ4914944FDOQ4914944

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

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Mathematics Subject Classification ID

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

Cited In (21)

• New modified scrambled Faure sequences
• Recycling primes in Halton sequences: an optimization perspective
• 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
• Title not available (Why is that?)
• Random and deterministic digit permutations of the Halton sequence
• Calculation of discrepancy measures and applications
• Weak multipliers for generalized van der Corput sequences
• Dependence properties of scrambled Halton sequences
• Optimal Halton Sequence via Inversive Scrambling
• Uniformly distributed sequences in the orthogonal group and on the Grassmannian manifold
• 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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