Department Seminar by Gracia Dong

Wednesday, February 3, 2021 4:00 pm - 4:00 pm EST (GMT -05:00)

Please Note: This seminar will be given online.

Student Seminar Series

Gracia Dong, PhD student in Statistics
University of Waterloo

Link to join seminar: Hosted on Microsoft Teams.

Halton sequences and negative dependence

The (generalized) Halton sequence is a kind of low discrepancy sequence used for numerical integration instead of the pseudo-random points of the Monte Carlo method. In this talk, we address how to find a joint PDF for pairs of points from the generalized Halton sequence. We also discuss how to find good permutations to generalize the Halton sequence, using the concept of negative dependence, and compare these permutations with other randomization methods to answer the question: "Is it worth it to search for good permutations for generalizing the Halton sequence, or should we just randomize on the fly?"