Halton Sequence
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Halton Sequence
In statistics, Halton sequences are sequences used to generate points in space for numerical methods such as Monte Carlo simulations. Although these sequences are deterministic, they are of low discrepancy, that is, appear to be random for many purposes. They were first introduced in 1960 and are an example of a quasi-random number sequence. They generalize the one-dimensional van der Corput sequences. Example of Halton sequence used to generate points in (0, 1) × (0, 1) in R2 The Halton sequence is constructed according to a deterministic method that uses coprime numbers as its bases. As a simple example, let's take one dimension of the Halton sequence to be based on 2 and the other on 3. To generate the sequence for 2, we start by dividing the interval (0,1) in half, then in fourths, eighths, etc., which generates : , : , , : , , , , : , ,... Equivalently, the nth number of this sequence is the number n written in binary representation, inverted, ...
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Statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of statistical survey, surveys and experimental design, experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey sample (statistics), samples. Representative sampling as ...
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Linear Correlation
In statistics, correlation or dependence is any statistical relationship, whether causal or not, between two random variables or bivariate data. Although in the broadest sense, "correlation" may indicate any type of association, in statistics it usually refers to the degree to which a pair of variables are ''linearly'' related. Familiar examples of dependent phenomena include the correlation between the height of parents and their offspring, and the correlation between the price of a good and the quantity the consumers are willing to purchase, as it is depicted in the so-called demand curve. Correlations are useful because they can indicate a predictive relationship that can be exploited in practice. For example, an electrical utility may produce less power on a mild day based on the correlation between electricity demand and weather. In this example, there is a causal relationship, because extreme weather causes people to use more electricity for heating or cooling. However ...
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Low-discrepancy Sequences
In mathematics, a low-discrepancy sequence is a sequence with the property that for all values of ''N'', its subsequence ''x''1, ..., ''x''''N'' has a low discrepancy of a sequence, discrepancy. Roughly speaking, the discrepancy of a sequence is low if the proportion of points in the sequence falling into an arbitrary set ''B'' is close to proportional to the Measure (mathematics), measure of ''B'', as would happen on average (but not for particular samples) in the case of an equidistributed sequence. Specific definitions of discrepancy differ regarding the choice of ''B'' (hyperspheres, Hypercube, hypercubes, etc.) and how the discrepancy for every B is computed (usually normalized) and combined (usually by taking the worst value). Low-discrepancy sequences are also called quasirandom sequences, due to their common use as a replacement of uniformly distributed random sequence, random numbers. The "quasi" modifier is used to denote more clearly that the values of a low-discrepancy s ...
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Society For Industrial And Applied Mathematics
Society for Industrial and Applied Mathematics (SIAM) is a professional society dedicated to applied mathematics, computational science, and data science through research, publications, and community. SIAM is the world's largest scientific society devoted to applied mathematics, and roughly two-thirds of its membership resides within the United States. Founded in 1951, the organization began holding annual national meetings in 1954, and now hosts conferences, publishes books and scholarly journals, and engages in advocacy in issues of interest to its membership. Members include engineers, scientists, and mathematicians, both those employed in academia and those working in industry. The society supports educational institutions promoting applied mathematics. SIAM is one of the four member organizations of the Joint Policy Board for Mathematics. Membership Membership is open to both individuals and organizations. By the end of its first full year of operation, SIAM had 130 memb ...
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Dover Publications
Dover Publications, also known as Dover Books, is an American book publisher founded in 1941 by Hayward and Blanche Cirker. It primarily reissues books that are out of print from their original publishers. These are often, but not always, books in the public domain. The original published editions may be scarce or historically significant. Dover republishes these books, making them available at a significantly reduced cost. Classic reprints Dover reprints classic works of literature, classical sheet music, and public-domain images from the 18th and 19th centuries. Dover also publishes an extensive collection of mathematical, scientific, and engineering texts. It often targets its reprints at a niche market, such as woodworking. Starting in 2015, the company branched out into graphic novel reprints, overseen by Dover acquisitions editor and former comics writer and editor Drew Ford. Most Dover reprints are photo facsimiles of the originals, retaining the original pagination and ...
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Constructions Of Low-discrepancy Sequences
In mathematics, a low-discrepancy sequence is a sequence with the property that for all values of ''N'', its subsequence ''x''1, ..., ''x''''N'' has a low discrepancy. Roughly speaking, the discrepancy of a sequence is low if the proportion of points in the sequence falling into an arbitrary set ''B'' is close to proportional to the measure of ''B'', as would happen on average (but not for particular samples) in the case of an equidistributed sequence. Specific definitions of discrepancy differ regarding the choice of ''B'' ( hyperspheres, hypercubes, etc.) and how the discrepancy for every B is computed (usually normalized) and combined (usually by taking the worst value). Low-discrepancy sequences are also called quasirandom sequences, due to their common use as a replacement of uniformly distributed random numbers. The "quasi" modifier is used to denote more clearly that the values of a low-discrepancy sequence are neither random nor pseudorandom, but such sequences share some ...
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Python (programming Language)
Python is a high-level, general-purpose programming language. Its design philosophy emphasizes code readability with the use of significant indentation. Python is dynamically-typed and garbage-collected. It supports multiple programming paradigms, including structured (particularly procedural), object-oriented and functional programming. It is often described as a "batteries included" language due to its comprehensive standard library. Guido van Rossum began working on Python in the late 1980s as a successor to the ABC programming language and first released it in 1991 as Python 0.9.0. Python 2.0 was released in 2000 and introduced new features such as list comprehensions, cycle-detecting garbage collection, reference counting, and Unicode support. Python 3.0, released in 2008, was a major revision that is not completely backward-compatible with earlier versions. Python 2 was discontinued with version 2.7.18 in 2020. Python consistently ranks as ...
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Generator (computer Programming)
In computer science, a generator is a routine that can be used to control the iteration behaviour of a loop. All generators are also iterators. A generator is very similar to a function that returns an array, in that a generator has parameters, can be called, and generates a sequence of values. However, instead of building an array containing all the values and returning them all at once, a generator yields the values one at a time, which requires less memory and allows the caller to get started processing the first few values immediately. In short, a generator ''looks like'' a function but ''behaves like'' an iterator. Generators can be implemented in terms of more expressive control flow constructs, such as coroutines or first-class continuations. Generators, also known as semicoroutines, are a special case of (and weaker than) coroutines, in that they always yield control back to the caller (when passing a value back), rather than specifying a coroutine to jump to; see comp ...
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Coprime Integers
In mathematics, two integers and are coprime, relatively prime or mutually prime if the only positive integer that is a divisor of both of them is 1. Consequently, any prime number that divides does not divide , and vice versa. This is equivalent to their greatest common divisor (GCD) being 1. One says also '' is prime to '' or '' is coprime with ''. The numbers 8 and 9 are coprime, despite the fact that neither considered individually is a prime number, since 1 is their only common divisor. On the other hand, 6 and 9 are not coprime, because they are both divisible by 3. The numerator and denominator of a reduced fraction are coprime, by definition. Notation and testing Standard notations for relatively prime integers and are: and . In their 1989 textbook ''Concrete Mathematics'', Ronald Graham, Donald Knuth, and Oren Patashnik proposed that the notation a\perp b be used to indicate that and are relatively prime and that the term "prime" be used instead of coprime (as ...
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Sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is called the ''length'' of the sequence. Unlike a set, the same elements can appear multiple times at different positions in a sequence, and unlike a set, the order does matter. Formally, a sequence can be defined as a function from natural numbers (the positions of elements in the sequence) to the elements at each position. The notion of a sequence can be generalized to an indexed family, defined as a function from an ''arbitrary'' index set. For example, (M, A, R, Y) is a sequence of letters with the letter 'M' first and 'Y' last. This sequence differs from (A, R, M, Y). Also, the sequence (1, 1, 2, 3, 5, 8), which contains the number 1 at two different positions, is a valid sequence. Sequences can be ''finite'', as in these examples, or ''infi ...
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Halton Sequence 2 3
Halton may refer to: Places United Kingdom * Borough of Halton, Cheshire **Halton (UK Parliament constituency) **Halton, Runcorn * Halton, Buckinghamshire ** RAF Halton * Halton, Lancashire * Halton, Leeds * Halton, Northumberland * Halton East, North Yorkshire * Halton Gill, North Yorkshire * Halton Holegate, Lincolnshire * Halton Lea Gate, Northumberland * Halton West, North Yorkshire Canada * Halton (electoral district) * Halton (provincial electoral district) * Halton County, Ontario * Halton Regional Municipality, Ontario Other uses * Halton (barony) * Halton (surname) * Halton Arp (1927–2013), American astronomer * Halton sequence, a sequence of nearly uniformly distributed numbers that appear to be random * Handley Page Halton, civil version of the Halifax bomber aircraft See also * Halton Castle (other) * Halton railway station (other) * * Hal (other) * Hall (other) * Halle (other) * Halltown (other) Halltown ...
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Van Der Corput Sequence
A van der Corput sequence is an example of the simplest one-dimensional low-discrepancy sequence over the unit interval; it was first described in 1935 by the Dutch mathematician J. G. van der Corput. It is constructed by reversing the base-''n'' representation of the sequence of natural numbers (1, 2, 3, …). The b-ary representation of the positive integer n \geq 1 is n ~=~ \sum_^ d_k(n) b^k ~=~ d_0(n) b^0 + \cdots + d_(n) b^, where b is the base in which the number n is represented, and 0 \leq d_k(n) , there exists a subsequence of the van der Corput sequence that converges to that number. They are also equidistributed over the unit interval. C implementation double corput(int n, int base) See also * * * , a natural generalization of the van der Corput sequence to higher dimensions References * * {{citation , last1=Kuipers , first1=L. , last2= Niederreiter , first2=H. , author2-link = Harald Niederreiter , title = Uniform distribution of sequences , pu ...
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