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arXiv · 2209.02013

A negative dependence framework to assess different forms of scrambling

Henri Faure·Gracia Y. Dong·Christiane Lemieux
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Abstract

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?

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Henri Faure, Gracia Y. Dong, Christiane Lemieux. 2022-09-05. A negative dependence framework to assess different forms of scrambling. https://arxiv.org/abs/2209.02013

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