Randomized Halton sequences
By Xiaoqun Wang, Fred J. Hickernell. 2000
212 citations recorded by the source corpus.
Subfields: Computational Mechanics, Numerical Analysis, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/32aaff38c106171569f23ca48e895bc94f38dc06
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Mechanics
- John W. Polak
- Zsolt Sándor
- Christiane Lemieux
- Stephane Hess
- Chandra R. Bhat
- Bart Vandewoestyne
- Péter András
- Ronald Cools
In Numerical Analysis
- Kenneth Train
- Stephane Hess
- Zsolt Sándor
- Péter András
- John W. Polak
- Christiane Lemieux
- Chandra R. Bhat
- Bart Vandewoestyne
In Statistics and Probability
- Kenneth Train
- Stephane Hess
- Zsolt Sándor
- Péter András
- John W. Polak
- Christiane Lemieux
- Chandra R. Bhat
- Bart Vandewoestyne
Citations in the corpus
- Alternative sampling methods for estimating multivariate normal probabilities (2003, methodology): “Wang and Hickernell (2000) show that the elements of a randomized Halton sequence with a uniform random starting point are uniform.”
- Monte Carlo and Quasi-Monte Carlo Sampling (2009, methodology): “This can also be used for randomizing Halton sequences, but in this case each coordinate is defined with a different base bj [19, 464] (see App.”
- Simulation estimation of mixed discrete choice models using randomized and scrambled Halton sequences (2003, methodology): “Second, the method used here to randomize a QMC sequence is based on Tuffin (1996), but other methods have also been proposed (see Owen, 1997; Wang and Hickernell, 2000).”
- On the use of a Modified Latin Hypercube Sampling (MLHS) method in the estimation of a Mixed Logit Model for vehicle choice (2006, methodology): “Another procedure, suggested by Wang and Hickernell (2000), is to eliminate the first G elements of the sequence, where G is chosen randomly.”
- Good permutations for deterministic scrambled Halton sequences in terms of L2-discrepancy (2006, methodology): “Wang and Hickernell’s technique is denoted by ‘Randomized’, Morokoff and Caflish’s technique by ‘Shuffled’ and Cranley and Patterson’s technique by ‘HaltonCP ’.”