Prime numbers and computer methods for factorization
Prime numbers and computer methods for factorization
Implementation of quasi-random generators and their use in discrete event simulation
WSC '89 Proceedings of the 21st conference on Winter simulation
Algorithm 659: Implementing Sobol's quasirandom sequence generator
ACM Transactions on Mathematical Software (TOMS)
Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
ACM Transactions on Mathematical Software (TOMS)
Polynomial arithmetic analogue of Halton sequences
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Programs to generate Niederreiter's low-discrepancy sequences
ACM Transactions on Mathematical Software (TOMS)
Recent advances in simulation for security pricing
WSC '95 Proceedings of the 27th conference on Winter simulation
Computational investigations of low-discrepancy sequences
ACM Transactions on Mathematical Software (TOMS)
Latin supercube sampling for very high-dimensional simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
Efficiency improvement by lattice rules for pricing Asian options
Proceedings of the 30th conference on Winter simulation
Quasi-Monte Carlo methods in cash flow testing simulations
Proceedings of the 32nd conference on Winter simulation
Quasi-Random Sampling for Condensation
ECCV '00 Proceedings of the 6th European Conference on Computer Vision-Part II
Solving Systems of Linear Algebraic Equations Using Quasirandom Numbers
LSSC '01 Proceedings of the Third International Conference on Large-Scale Scientific Computing-Revised Papers
Neural Network Learning Using Low-Discrepancy Sequence
AI '99 Proceedings of the 12th Australian Joint Conference on Artificial Intelligence: Advanced Topics in Artificial Intelligence
Strong tractability of multivariate integration using quasi-Monte Carlo algorithms
Mathematics of Computation
Simulation methods in ruin models with non-linear dividend barriers
Mathematics and Computers in Simulation - Special issue: 3rd IMACS seminar on Monte Carlo methods - MCM 2001
Algorithm 823: Implementing scrambled digital sequences
ACM Transactions on Mathematical Software (TOMS)
Sourcebook of parallel computing
Derivatives and credit risk: enhanced quasi-monte carlo methods with dimension reduction
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Application of Deterministic Low-Discrepancy Sequences in Global Optimization
Computational Optimization and Applications
On initial populations of a genetic algorithm for continuous optimization problems
Journal of Global Optimization
A novel population initialization method for accelerating evolutionary algorithms
Computers & Mathematics with Applications
Recent advances in simulation for security pricing (1995)
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Applied Numerical Mathematics
Adaptive Random Testing: The ART of test case diversity
Journal of Systems and Software
Quasi-random initial population for genetic algorithms
Computers & Mathematics with Applications
Dispersion-based population initialization
GECCO'03 Proceedings of the 2003 international conference on Genetic and evolutionary computation: PartI
Parameterization based on randomized quasi-Monte Carlo methods
Parallel Computing
Statistical static timing analysis using Markov chain Monte Carlo
Proceedings of the Conference on Design, Automation and Test in Europe
Computational investigations of scrambled Faure sequences
Mathematics and Computers in Simulation
UAI'00 Proceedings of the Sixteenth conference on Uncertainty in artificial intelligence
A scalable low discrepancy point generator for parallel computing
ISPA'04 Proceedings of the Second international conference on Parallel and Distributed Processing and Applications
3POr: parallel projection based parameterized order reduction for multi-dimensional linear models
Proceedings of the International Conference on Computer-Aided Design
Random search for hyper-parameter optimization
The Journal of Machine Learning Research
Random sampling from low-discrepancy sequences: applications to option pricing
Mathematical and Computer Modelling: An International Journal
Error reduction techniques in quasi-monte carlo integration
Mathematical and Computer Modelling: An International Journal
Smoothness and dimension reduction in Quasi-Monte Carlo methods
Mathematical and Computer Modelling: An International Journal
Quasi-Monte-Carlo methods and the dispersion of point sequences
Mathematical and Computer Modelling: An International Journal
Low-Discrepancy Sequences and Global Function Fields with Many Rational Places
Finite Fields and Their Applications
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Low-discrepancy sequences are used for numerical integration, in simulation, and in related applications. Techniques for producing such sequences have been proposed by, among others, Halton, Sobol´, Faure, and Niederreiter. Niederreiter's sequences have the best theoretical asymptotic properties. The paper describes two ways to implement the latter sequences on a computer and discusses the results obtained in various practical tests on particular integrals.