R package: Low WAFOM Sequences based on Sobol Sequences
Low WAFOM Sequences based on Sobol sequences are searched using an algorithm described in Shinsuke Mori's Master's thesis.
Caution
Currently, this project is very experimental.
Link
Reference
- Shinsuke Mori, "Suuchi Sekibun no tameno QMC Ten Shuugou no Sekkei, Tansaku, oyobi sono Yuukousei", Master's Thesis, 2017.
- Ryuichi Ohori, "Efficient Quasi Monte Carlo Integration by Adjusting the Derivation-sensitivity Parameter of Walsh Figure of Merit", Master's Thesis, 2015.
- S. Harase and R. Ohori, "A search for extensible low-WAFOM point sets", arXiv preprint, arXiv:1309.7828, (2013), https://arxiv.org/abs/1309.7828.
- M. Matsumoto and R. Ohori, "Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC", Springer International Publishing, Cham, 2016, pp. 143-160.
- M. Matsumoto, M. Saito, and K. Matoba, "A computable figure of merit for quasi-Monte Carlo point sets", Mathematics of Computation, 83 (2014), pp. 1233-1250.
- S. Joe and F. Y. Kuo, "Constructing Sobol sequences with better two-dimensional projections", SIAM J. Sci. Comput. 30, 2635-2654 (2008).
