Title: Good permutations for scrambled Halton sequences in terms of L₂-discrepancy
Authors: Vandewoestyne, Bart
Cools, Ronald
Issue Date: Sep-2004
Publisher: K.U.Leuven, Department of Computer Science
Series Title: TW Reports vol:TW406
Abstract: One of the best known low-discrepancy sequences, used by many practitioners, is the Halton sequence. Unfortunately, there seems to exist quite some correlation between the points from the higher dimensions. A possible solution to this problem is the so-called scrambling.

In this paper, we give an overview of known scrambling methods, and we propose a new way of scrambling which gives good results compared to the others in terms of L₂-discrepancy. On top of that, our new scrambling method is very easy to generate.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:NUMA, Numerical Analysis and Applied Mathematics Section

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