3 papers
stat.CO2023
A search for short-period Tausworthe generators over with application to Markov chain quasi-Monte Carlo
Shin Harase
A one-dimensional sequence is said to be completely uniformly distributed (CUD) if overlapping -blocks , $…
stat.CO2020
A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo
Shin Harase
We consider the problem of estimating expectations by using Markov chain Monte Carlo methods and improving the accuracy by replacing IID uniform random points with quasi-Monte Carl…
math.NA2018
Comparison of Sobol' sequences in financial applications
Shin Harase
Sobol' sequences are widely used for quasi-Monte Carlo methods that arise in financial applications. Sobol' sequences have parameter values called direction numbers, which are free…