IDEAS home Printed from https://ideas.repec.org/a/bpj/mcmeap/v22y2016i4p349-357n7.html
   My bibliography  Save this article

A search for extensible low-WAFOM point sets

Author

Listed:
  • Harase Shin

    (College of Science and Engineering, Ritsumeikan University, 1-1-1 Nojihigashi, Kusatsu, Shiga, 525-8577, Japan)

Abstract

Matsumoto, Saito and Matoba recently proposed the Walsh figure of merit (WAFOM), which is a computable criterion for quasi-Monte Carlo point sets using digital nets. Several algorithms have been proposed for finding low-WAFOM point sets. In the existing algorithms, the number of points is fixed in advance, but extensible point sets are preferred in some applications. In this paper, we propose a random search algorithm for extensible low-WAFOM point sets. For this, we introduce a method that uses lookup tables to compute WAFOM faster. Numerical results show that our extensible low-WAFOM point sets are comparable with Niederreiter–Xing sequences for some low-dimensional and smooth test functions.

Suggested Citation

  • Harase Shin, 2016. "A search for extensible low-WAFOM point sets," Monte Carlo Methods and Applications, De Gruyter, vol. 22(4), pages 349-357, December.
    • Handle: RePEc:bpj:mcmeap:v:22:y:2016:i:4:p:349-357:n:7
    DOI: 10.1515/mcma-2016-0119
    as

    Download full text from publisher

    File URL: https://doi.org/10.1515/mcma-2016-0119
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.
    File URL: https://libkey.io/10.1515/mcma-2016-0119?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    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:bpj:mcmeap:v:22:y:2016:i:4:p:349-357:n:7. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.