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Enumerating Quasi-Monte Carlo Point Sequences in Elementary Intervals

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Monte Carlo and Quasi-Monte Carlo Methods 2010

Abstract

Low discrepancy sequences, which are based on radical inversion, expose an intrinsic stratification. New algorithms are presented to efficiently enumerate the points of the Halton and (t, s)-sequences per stratum. This allows for consistent and adaptive integro-approximation as for example in image synthesis.

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Correspondence to Leonhard Grünschloß .

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Grünschloß, L., Raab, M., Keller, A. (2012). Enumerating Quasi-Monte Carlo Point Sequences in Elementary Intervals. In: Plaskota, L., Woźniakowski, H. (eds) Monte Carlo and Quasi-Monte Carlo Methods 2010. Springer Proceedings in Mathematics & Statistics, vol 23. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-27440-4_21

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