A negative dependence framework to assess different forms of scrambling
| Autor: | Faure, Henri, Dong, Gracia Y., Lemieux, Christiane |
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| Rok vydání: | 2022 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | We use the framework of dependence to assess the benefits of scrambling randomly versus deterministically for Faure and Halton sequences. We attempt to answer the following questions: when a deterministic sequence has known defects for small sample sizes, should we address these defects by applying random scrambling or should we find a "good" deterministic scrambling yielding a sequence that can then be randomized using a less computer-intensive randomization method such as a digital shift? And in the latter case, how do we choose a deterministic scrambling and how do we assess whether it is good or not? Comment: 25 pages |
| Databáze: | arXiv |
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