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...
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...
متن کاملSimulation Estimation of Mixed Discrete Choice Models Using Randomized and Scrambled Halton Sequences
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 کاملRandomized 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...
متن کاملHalton Sequences Avoid the Origin
The n’th point of the Halton sequence in [0, 1]d is shown to have components whose product is larger than Cn−1 where C > 0 depends on d. This property makes the Halton sequence very well suited to quasi-Monte Carlo integration of some singular functions that become unbounded as the argument approaches the origin. The Halton sequence avoids a similarly shaped (though differently sized) region ar...
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2012
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x1201200103