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Implementation of irreducible Sobol’ sequences in prime power bases

Author

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  • Faure, Henri
  • Lemieux, Christiane

Abstract

We present different implementations for the irreducible Sobol’ (IS) sequences introduced in Faure and Lemieux (2016). For this purpose we retain two strategies: first we use the connection between IS and Niederreiter sequences to provide a very simple implementation requiring no computer search; then we use criteria measuring the equidistribution to search for good parameters. Numerical results comparing these IS sequences to known implementations show promise for the proposed approaches.

Suggested Citation

  • Faure, Henri & Lemieux, Christiane, 2019. "Implementation of irreducible Sobol’ sequences in prime power bases," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 161(C), pages 13-22.
    • Handle: RePEc:eee:matcom:v:161:y:2019:i:c:p:13-22
    DOI: 10.1016/j.matcom.2018.08.015
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    Cited by:

    1. 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.
    2. Tian, Zhirui & Wang, Jiyang, 2022. "Variable frequency wind speed trend prediction system based on combined neural network and improved multi-objective optimization algorithm," Energy, Elsevier, vol. 254(PA).

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