Published May 29, 2018
| Version v4
Software
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Python Code for CUD constructions
Description
The code features two Python implementations of CUD number sequences, one introduced in "Construction of weakly CUD sequences for MCMC sampling" by Tribble and Owen (2008) based on a linear congruential generator, and the other in "New inputs and methods for Markov chain quasi-Monte Carlo" by Chen, Matsumoto, Nishimura and Owen (2012) based on a linear feedback shift register.
Files
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(11.8 kB)
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md5:d51d794cb1b307f933cee644705f1d6f
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md5:7828923699ee109d4ad9898a9fb81722
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Additional details
References
- "Construction of weakly CUD sequences for MCMC sampling" by Tribble and Owen (2008)
- "New inputs and methods for Markov chain quasi-Monte Carlo" by Chen, Matsumoto, Nishimura and Owen (2012)