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Enumerating Quasi-Monte Carlo Point Sequences in Elementary Intervals

with M. Raab and A. Keller.

In H. Wozniakowski and L. Plaskota (eds.), Monte Carlo and Quasi-Monte Carlo Methods 2010, Springer-Verlag, Berlin, 2012.

Abstract: Low discrepancy sequences, which are based on radical inversion, expose an intrinsic stratification. New algorithms are presented to efficiently enumerate the points of the Halton and (t,s)-sequences per stratum. This allows for consistent and adaptive integro-approximation as for example in image synthesis.

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