文章基本信息

标题：Optimal Faure sequence via mix Faure with the best scrambling schemes
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作者：Behrouz Fathi-Vajargah ; Elham Radmoghadam
期刊名称：Advances in Computer Science and its Applications
印刷版ISSN：2166-2924
出版年度：2012
卷号：2
期号：1
页码：306-313
语种：English
出版社：World Science Publisher
摘要：The Faure sequence is one of the most well-known quasi-random sequences used in quasi-Monte Carlo applications. In its original and most basic form, the Faure sequence suffers from correlate different dimensions but when differences of sample size and dimension is high, the Faur sequence operates better than randomly scrambled version. In this paper we analyze various scrambling methods and propose a new method by mixing Faure sequence with the best available scrambled version. We demonstrate the usefulness of our method by integration problems.
关键词：Faure sequence;Low-discrepancy sequences;(quasi)-Monte Carlo;Linear scrambling;Nonlinear scrambling