Generalized von Neumann–Kakutani transformation and random-start scrambled Halton sequences
نویسندگان
چکیده
منابع مشابه
A note on scrambled Halton sequences
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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Recently, the analysis of quasi-Monte Carlo (QMC) sampling of integrands with singularities gained considerable interest. In this setting error bounds for QMC integration, in addition to discrepancy, include a measure how well the singularities are avoided by the utilized sequences. The article aims to generalize results for the corner avoidance of the classical Halton sequence to Halton sequen...
متن کاملOn Corner Avoidance Properties of Random-Start Halton Sequences
Recently, the analysis of quasi-Monte Carlo (QMC) sampling of integrands with singularities gained considerable interest. In this setting error bounds for QMC integration, in addition to discrepancy, include a measure how well the singularities are avoided by the utilized sequences. The article aims to generalize results for the corner avoidance of the classical Halton sequence to Halton sequen...
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The use of simulation techniques has been increasing in recent years in the transportation and related fields to accommodate flexible and behaviorally realistic structures for analysis of decision processes. This paper proposes a randomized and scrambled version of the Halton sequence for use in simulation estimation of discrete choice models. The scrambling of the Halton sequence is motivated ...
متن کاملGood permutations for scrambled Halton sequences in terms of L2-discrepancy
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. In this paper, we give an overview of known scrambling methods, and we propose a new way of scrambling which gives good resul...
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ژورنال
عنوان ژورنال: Journal of Complexity
سال: 2009
ISSN: 0885-064X
DOI: 10.1016/j.jco.2008.11.003