On scrambled Halton sequences
From MaRDI portal
Publication:947740
DOI10.1016/J.APNUM.2007.09.001zbMATH Open1152.65010OpenAlexW2028166798MaRDI QIDQ947740FDOQ947740
Authors: Christoph Schlier
Publication date: 7 October 2008
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2007.09.001
Recommendations
Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Well-distributed sequences and other variations (11K36)
Cites Work
- Algorithm 823
- Title not available (Why is that?)
- An improved low-discrepancy sequence for multidimensional quasi-Monte Carlo integration
- Randomized Halton sequences
- Title not available (Why is that?)
- Quasi-Random Sequences and Their Discrepancies
- On the distribution of points in a cube and the approximate evaluation of integrals
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- Monte Carlo Variance of Scrambled Net Quadrature
- Low-discrepancy and low-dispersion sequences
- Masking identification of discrete choice models under simulation methods
- Quasi-Monte Carlo integration
- Error trends in quasi-Monte Carlo integration
- Scrambling Sobol' and Niederreiter-Xing points
- Implementation and tests of low-discrepancy sequences
- Some applications of multidimensional integration by parts
- Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically
- Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy
- Monte Carlo integration with quasi-random numbers: Some experience
- Discrepancy behaviour in the non-asymptotic regime
- A Retrospective and Prospective Survey of the Monte Carlo Method
- Title not available (Why is that?)
- Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
- Fast, portable, and reliable algorithm for the calculation of Halton numbers
- Title not available (Why is that?)
- On the use of low discrepancy sequences in Monte Carlo methods
Cited In (18)
- On the optimal Halton sequence
- Title not available (Why is that?)
- Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy
- The scrambles of Halton sequence and their weaknesses
- Title not available (Why is that?)
- The Mean Square Discrepancy of Scrambled (t,s)-Sequences
- Algorithm 823
- Computational investigations of scrambled Faure sequences
- Random and deterministic digit permutations of the Halton sequence
- A Finite-Row Scrambling of Niederreiter Sequences
- Posterior manifolds over prior parameter regions: beyond pointwise sensitivity assessments for posterior statistics from MCMC inference
- Optimal Halton Sequence via Inversive Scrambling
- On the Scrambled Halton Sequence
- Title not available (Why is that?)
- Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences
- Selection criteria for (random) generation of digital \((0,s)\)-sequences
- BAS: balanced acceptance sampling of natural resources
- Extensions of Atanassov’s Methods for Halton Sequences
Uses Software
This page was built for publication: On scrambled Halton sequences
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q947740)