Implementation of irreducible Sobol sequences in prime power bases

Abstract

We present different implementations for the irreducible Sobol (IS) sequences introduced in [3]. For this purpose we retain two strategies: first we use the connection between IS and Niederreiter sequences to provide a very simple implementation requiring no computer search; then we use criteria measuring the equidistribution to search for good parameters. Numerical results comparing these IS sequences to known implementations show promise for the proposed approaches.

Cited by in corpus (1)

• A search for short-period Tausworthe generators over ${\mathbb{F}}_b$ with application to Markov chain quasi-Monte Carlo