Optimal Halton Sequence via Inversive Scrambling

DOI10.1080/03610918.2011.650255zbMath1266.65005OpenAlexW2067494688MaRDI 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 sequencenonlinear scramblingtwo-dimensional projectionsinversive scrambling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Irregularities of distribution, discrepancy (11K38)

Related Items (4)

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 ⋮ New Modified Scrambled Faure Sequences

Cites Work

• Computational investigations of scrambled Faure sequences
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy
• Marsaglia's lattice test and non-linear congruential pseudo-random number generators
• On Marsaglia's lattice test for pseudorandom numbers
• On the \(L_2\)-discrepancy for anchored boxes
• On the optimal Halton sequence
• Quasi-Random Sequences and Their Discrepancies
• Implementation and tests of low-discrepancy sequences
• Generalized Halton sequences in 2008

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