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|Title:||On the exact t-value of Niederreiter and Sobol' sequences|
Quasi-Monte Carlo method
|Source:||Dick, J., Niederreiter, H. (2008-10). On the exact t-value of Niederreiter and Sobol' sequences. Journal of Complexity 24 (5-6) : 572-581. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jco.2008.05.004|
|Abstract:||This paper studies several well-known families of (t, s)-sequences. First we determine the exact t-value of Niederreiter sequences. Then we analyze the exact t-value of generalized Niederreiter sequences and we show that, for a range of dimensions of practical interest, Niederreiter-Xing sequences are demonstrably better than Sobol' sequences in terms of the exact t-value. Previously, such a conclusion was not possible since only upper bounds on the exact t-value of these sequences and a general lower bound for all (t, s)-sequences were available. © 2008 Elsevier Inc. All rights reserved.|
|Source Title:||Journal of Complexity|
|Appears in Collections:||Staff Publications|
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