Implementation of irreducible Sobol’ sequences in prime power bases

Author:

Faure Henri,Lemieux ChristianeORCID

Funder

NSERC

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference9 articles.

1. Implementation and tests of low-discrepancy sequences;Bratley;ACM Trans. Model. Comput. Simul.,1992

2. Digital Nets and Sequences: Discrepancy Theory and Quasi-Monte Carlo Integration;Dick,2010

3. Irreducible Sobol’ sequences in prime power bases;Faure;Acta Arith.,2016

4. Constructing Sobol’ sequences with better two-dimensional projections;Joe;SIAM J. Sci. Comput.,2008

5. Monte Carlo and Quasi-Monte Carlo sampling;Lemieux,2009

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