کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4646004 | 1342075 | 2008 | 12 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: On scrambled Halton sequences On scrambled Halton sequences](/preview/png/4646004.png)
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 randomization for this sequence have been proposed. We examine empirically some of these by calculating their L∞- and L2-discrepancies (D∗ resp. T∗), and by performing integration tests.Most investigated sequence types give practically equivalent results for D∗, T∗, and the integration error, with two exceptions: random shift sequences are in some cases less efficient, and the shuffled Halton sequence is no more efficient than a pseudo-random one. However, the correlation mentioned above can only be broken with digit-scrambling methods, even though the average correlation of many randomized sequences tends to zero.
Journal: Applied Numerical Mathematics - Volume 58, Issue 10, October 2008, Pages 1467-1478