Dependence properties of scrambled Halton sequences
Author
Abstract
Suggested Citation
DOI: 10.1016/j.matcom.2022.04.016
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Chi, H. & Mascagni, M. & Warnock, T., 2005. "On the optimal Halton sequence," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 70(1), pages 9-21.
- Christiane Lemieux, 2018. "Negative Dependence, Scrambled Nets, and Variance Bounds," Mathematics of Operations Research, INFORMS, vol. 43(1), pages 228-251, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Chi Hongmei, 2013. "Generation of parallel modified Kronecker sequences," Monte Carlo Methods and Applications, De Gruyter, vol. 19(4), pages 261-271, December.
- Jaromił Najman & Dominik Bongartz & Alexander Mitsos, 2021. "Linearization of McCormick relaxations and hybridization with the auxiliary variable method," Journal of Global Optimization, Springer, vol. 80(4), pages 731-756, August.
- Chi, Hongmei & Beerli, Peter, 2014. "Quasi-Monte Carlo method in population genetics parameter estimation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 103(C), pages 33-38.
- Miriyala, Srinivas Soumitri & Subramanian, Venkat & Mitra, Kishalay, 2018. "TRANSFORM-ANN for online optimization of complex industrial processes: Casting process as case study," European Journal of Operational Research, Elsevier, vol. 264(1), pages 294-309.
- Bayousef Manal & Mascagni Michael, 2019. "A computational investigation of the optimal Halton sequence in QMC applications," Monte Carlo Methods and Applications, De Gruyter, vol. 25(3), pages 187-207, September.
- Wiart Jaspar & Lemieux Christiane & Dong Gracia Y., 2021. "On the dependence structure and quality of scrambled (t, m, s)-nets," Monte Carlo Methods and Applications, De Gruyter, vol. 27(1), pages 1-26, March.
- Vandewoestyne, Bart & Chi, Hongmei & Cools, Ronald, 2010. "Computational investigations of scrambled Faure sequences," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(3), pages 522-535.
More about this item
Keywords
Negative dependence; Halton sequence; Quasi-Monte Carlo;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:200:y:2022:i:c:p:240-262. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.