Halton-type sequences from global function fields
نویسندگان
چکیده
منابع مشابه
Randomized Halton Sequences
The Halton sequence is a well-known multi-dimensional low discrepancy sequence. In this paper, we propose a new method for randomizing the Halton sequence: we randomize the start point of each component of the sequence. This method combines the potential accuracy advantage of Halton sequence in multi-dimensional integration with the practical error estimation advantage of Monte Carlo methods. T...
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1. Introduction. The idea of using global function fields for the construction of s-dimensional low-discrepancy sequences was first sketched by Niederreiter [9, Section 5], [10, Section 5], and the details were worked out in an improved form by Niederreiter and Xing [11]. In the method of [11] one chooses a suitable global function field which contains s elements satisfying special properties. ...
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Halton’s low discrepancy sequence is still very popular in spite of its shortcomings with respect to the correlation between points of two-dimensional projections for large dimensions. As a remedy, several types of scrambling and/or randomizations for this sequence have been proposed. We examine empirically some of these by calculating their L4and L2-discrepancies (D* resp. T*), and by performi...
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ژورنال
عنوان ژورنال: Science China Mathematics
سال: 2013
ISSN: 1674-7283,1869-1862
DOI: 10.1007/s11425-013-4623-z