Monte Carlo w/quasirandom pts

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1 total messages Started by Bradley Moskowitz Tue, 26 Jan 1993 21:52

#1115

Author: Bradley Moskowitz
Date: Tue, 26 Jan 1993 21:52

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I'm curious as to how many people are using so-called quasirandom
sequences of points (such as Halton, Sobol, or Niederreiter) instead
of more traditional pseudorandom points for their Monte Carlo
computations. If anyone is using quasirandom sequences, I'd be interested in
hearing which variety you use, what applications you use it for, and
any comments about their usefulness. Also if anyone has tried to use them
or thought about using them, but decided not to, I'd be interested in why
you decided against them. 
   You can email me any responses, and I will summarize the results that
I get. 
   Also if anyone is curious about quasirandom Monte Carlo methods
I could email you a list of some good references. 

-- Bradley Moskowitz
   UCLA Dept. of Mathematics
   mosko@math.ucla.edu

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