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Constructing Sobol Sequences with Better Two-Dimensional Projections
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History
Submitted: 26 November 2007
Accepted: 28 April 2008
Published online: 01 August 2008
Publication Data
ISSN (print): 1064-8275
ISSN (online): 1095-7197
CODEN: sjoce3
Direction numbers for generating Sobol$'$ sequences that satisfy the so-called Property A in up to 1111 dimensions have previously been given in Joe and Kuo [ACM Trans. Math. Software, 29 (2003), pp. 49–57]. However, these Sobol$'$ sequences may have poor two-dimensional projections. Here we provide a new set of direction numbers alleviating this problem. These are obtained by treating Sobol$'$ sequences in d dimensions as $(t,d)$-sequences and then optimizing the t-values of the two-dimensional projections. Our target dimension is 21201.
Copyright © 2008 Society for Industrial and Applied Mathematics
Permalink: https://doi.org/10.1137/070709359
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