Constructing Sobol Sequences with Better Two-Dimensional Projections
نویسندگان
چکیده
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′ sequences in d dimensions as (t, d)-sequences and then optimizing the t-values of the two-dimensional projections. Our target dimension is 21201.
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ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 30 شماره
صفحات -
تاریخ انتشار 2008