Good permutations for deterministic scrambled Halton sequences in terms of L2-discrepancy
By Bart Vandewoestyne, Ronald Cools. 2006
78 citations recorded by the source corpus.
One of the best known low-discrepancy sequences, used by many practitioners, is the Halton sequence. Unfortunately, there seems to exist quite some correlation between the points from the higher dimensions. A possible solution to this problem is the so-called scrambling. In this paper, we give an overview of known scrambling methods, and we propose a new way of scrambling which gives good results compared to the others in terms of L"2-discrepancy. On top of that, our new scrambling method is very easy to implement.
Subfields: Algebra and Number Theory, Information Systems, Numerical Analysis
View Paper: https://www.semanticscholar.org/paper/23fe4576336fa29be2bb1499ac6821275945894b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Algebra and Number Theory
In Information Systems
In Numerical Analysis
- Christiane Lemieux
- Csaba Szepesvari
- Zhonghua Han
- Stefan Görtz
- Josef Dick
- Friedrich Pillichshammer
- Erich Novak
- Henryk Wozniakowski
Citations in the corpus
- Monte Carlo and Quasi-Monte Carlo Sampling (2009, background): “The generalized Halton sequences described in [56, 283, 414] are also of this type.”