Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy
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Publication:818189
DOI10.1016/j.cam.2005.05.022zbMath1086.65003OpenAlexW2003784703WikidataQ57778923 ScholiaQ57778923MaRDI QIDQ818189
Bart Vandewoestyne, Ronald Cools
Publication date: 24 March 2006
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2005.05.022
numerical integrationnumerical exampleslow-discrepancy sequencesHalton sequencescrambling(quasi)-Monte Carlo method
Related Items (13)
Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions ⋮ Optimal Halton Sequence via Inversive Scrambling ⋮ Physics-informed distribution transformers via molecular dynamics and deep neural networks ⋮ Dependence properties of scrambled Halton sequences ⋮ Computational investigations of scrambled Faure sequences ⋮ High-performance financial simulation using randomized quasi-Monte Carlo methods ⋮ On scrambled Halton sequences ⋮ Ectropy of diversity measures for populations in Euclidean space ⋮ Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences ⋮ Improved Halton sequences and discrepancy bounds ⋮ A genetic algorithm approach to estimate lower bounds of the star discrepancy ⋮ A computational investigation of the optimal Halton sequence in QMC applications ⋮ Calculation of Discrepancy Measures and Applications
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