Optimal Halton Sequence via Inversive Scrambling

DOI10.1080/03610918.2011.650255zbMath1266.65005MaRDI QIDQ5299836

Asghar Eskandari Chechaglou, Behrouz Fathi-Vajargah

Publication date: 21 June 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.650255

zbMATH Keywords

Halton sequence; nonlinear scrambling; two-dimensional projections; inversive scrambling

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65C10: Random number generation in numerical analysis

11K38: Irregularities of distribution, discrepancy

Related Items

New Modified Scrambled Faure Sequences, Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher, The new scramble for Faure sequence based on irrational numbers, A computational investigation of the optimal Halton sequence in QMC applications

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