论文标题
一个短期tausworthe tausworthe tausthe的发电机的表
A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo
论文作者
论文摘要
我们考虑通过使用马尔可夫链蒙特卡洛方法来估计期望的问题，并通过用准蒙特卡洛（QMC）点代替IID均匀随机点来提高准确性。最近，已经表明，当驾驶序列完全均匀分布时，马尔可夫链QMC保持一致（CUD）。但是，CUD序列的定义不是建设性的，因此提出了近似于CUD序列的短期tausworthe Generator（即线性反馈移位寄存器生成器）的实现方法。在本文中，我们就$ t $ value进行了详尽的搜索Markov Chain QMC的短期tausworthe发电机，这是QMC方法研究中广泛使用的均匀性标准。我们提供了一个tausworthe Generator的参数表，并使用Gibbs采样显示了数值示例的有效性。
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 Carlo (QMC) points. Recently, it has been shown that Markov chain QMC remains consistent when the driving sequences are completely uniformly distributed (CUD). However, the definition of CUD sequences is not constructive, so an implementation method using short-period Tausworthe generators (i.e., linear feedback shift register generators over the two-element field) that approximate CUD sequences has been proposed. In this paper, we conduct an exhaustive search of short-period Tausworthe generators for Markov chain QMC in terms of the $t$-value, which is a criterion of uniformity widely used in the study of QMC methods. We provide a parameter table of Tausworthe generators and show the effectiveness in numerical examples using Gibbs sampling.
