Halton sequence
Builds on Low-discrepancy sequencePrime numberQuasi-Monte Carlo method
Description
Let be an integer. Each integer has a unique base- expansion with digits , almost all zero. The radical inverse in base is It mirrors the digits of at the radix point. The sequence is the van der Corput sequence in base . Let and let be pairwise coprime integers. The Halton sequence in these bases is the sequence of points The usual choice is the first prime numbers.
Remarks
In bases and , the points for are , , , . For example in base , so . For pairwise coprime bases, the star discrepancy of the first points is , with a constant depending on and the bases. So the Halton sequence is a low-discrepancy sequence, and it is a standard point set for quasi-Monte Carlo methods. The coprimality condition matters: with , all points lie on the diagonal of the unit square, which they do not fill. In high dimension the coordinates with large bases are correlated for moderate , and scrambled variants are used in practice.
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- no evidence level
- Low-discrepancy sequence concept
- Prime number concept
- Quasi-Monte Carlo method concept
- Halton sequence object
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About this page
| Tag | 54MY2XHVGB |
|---|---|
| URI | m2://54MY2XHVGB |
| Kind | object |
| Writing | W0 stub |
| MSC | 11K38, 11K45, 65C05 |
| Instance of | Low-discrepancy sequence |
| Uses | Low-discrepancy sequence, Prime number, Quasi-Monte Carlo method |
| Same as |
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