A negative dependence framework to assess different forms of scrambling
Computation
2022-09-07 v1
Abstract
We use the framework of dependence to assess the benefits of scrambling randomly versus deterministically for Faure and Halton sequences. We attempt to answer the following questions: when a deterministic sequence has known defects for small sample sizes, should we address these defects by applying random scrambling or should we find a "good" deterministic scrambling yielding a sequence that can then be randomized using a less computer-intensive randomization method such as a digital shift? And in the latter case, how do we choose a deterministic scrambling and how do we assess whether it is good or not?
Cite
@article{arxiv.2209.02013,
title = {A negative dependence framework to assess different forms of scrambling},
author = {Henri Faure and Gracia Y. Dong and Christiane Lemieux},
journal= {arXiv preprint arXiv:2209.02013},
year = {2022}
}
Comments
25 pages