Title of article :
Good permutations for deterministic scrambled Halton sequences in terms of -discrepancy
Author/Authors :
Bart Vandewoestyne، نويسنده , , Bart and Cools، نويسنده , , Ronald، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Abstract :
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.
s 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.
Keywords :
Halton sequence , Numerical Integration , Scrambling , (quasi)-Monte Carlo , Low-discrepancy sequences
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics