Constructing Sobol Sequences with Better Two-Dimensional Projections
نویسندگان
چکیده
منابع مشابه
Constructing Sobol Sequences with Better Two-Dimensional Projections
Direction numbers for generating Sobol′ sequences that satisfy the so-called Property A in up to 1111 dimensions have previously been given in Joe and Kuo [ACM Trans. Math. Software, 29 (2003), pp. 49–57]. However, these Sobol′ sequences may have poor two-dimensional projections. Here we provide a new set of direction numbers alleviating this problem. These are obtained by treating Sobol′ seque...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2008
ISSN: 1064-8275,1095-7197
DOI: 10.1137/070709359