Algorithm 247: Radical-inverse quasi-random point sequence

Halton, John H.

doi:10.1145/355588.365104

Cited by 474 publications

(249 citation statements)

References 0 publications

Supporting

Mentioning

247

Contrasting

Unclassified

Order By: Relevance

“…Several sampling methods were tested, i.e., regular grid, random, and Halton sequence (Halton 1964). We discarded the regular grid method because some parameters (for instance, τ o ) can have evenly spaced values that fit the data.…”

Section: Fitting Proceduresmentioning

confidence: 99%

The Counterjet of Hh 30: New Light on Its Binary Driving Source

Estalella

López

Anglada

et al. 2012

The Astronomical Journal

View full text Add to dashboard Cite

We present new [S ii] images of the Herbig-Haro (HH) 30 jet and counterjet observed in 2006, 2007, and 2010 that, combined with previous data, allowed us to measure with improved accuracy the positions and proper motions of the jet and counterjet knots. Our results show that the motion of the knots is essentially ballistic, with the exception of the farthest knots, which trace the large-scale "C"-shape bending of the jet. The observed bending of the jet can be produced by a relative motion of the HH 30 star with respect to its surrounding environment, caused either by a possible proper motion of the HH 30 star, or by the entrainment of environment gas by the red lobe of the nearby L1551-IRS5 outflow. Alternatively, the bending can be produced by the stellar wind from a nearby classical T Tauri star, identified in the Two Micron All Sky Survey catalog as J04314418+181047. The proper motion velocities of the knots of the counterjet show more variations than those of the jet. In particular, we identify two knots of the counterjet that have the same kinematic age but whose velocities differ by almost a factor of two. Thus, it appears from our observations that counterjet knots launched simultaneously can be ejected with very different velocities. We confirm that the observed wiggling of the jet and counterjet arises from the orbital motion of the jet source in a binary system. Precession, if present at all, is of secondary importance in shaping the jet. We derive an orbital period of τ o = 114 ± 2 yr and a mass function of mμ 3 c = 0.014 ± 0.006 M . For a mass of the system of m = 0.45 ± 0.04 M (the value inferred from observations of the CO kinematics of the disk), we obtain a mass of m j = 0.31 ± 0.04 M for the jet source, a mass of m c = 0.14 ± 0.03 M for the companion, and a binary separation of a = 18.0 ± 0.6 AU. This binary separation coincides with the value required to account for the size of the inner hole observed in the disk, which has been attributed to tidal truncation in a binary system.

show abstract

Section: Fitting Proceduresmentioning

confidence: 99%

The Counterjet of Hh 30: New Light on Its Binary Driving Source

Estalella

López

Anglada

et al. 2012

The Astronomical Journal

View full text Add to dashboard Cite

show abstract

“…In this work we use 65536 particles to approximate posteriors. We also use Halton sequences (Halton, 1964) to generate prior (predictive) distributions. They are typical quasirandom number sequences.…”

Section: General State Space Modelmentioning

confidence: 99%

Adaptive Parameter Estimation of Person Recognition Model in a Stochastic Human Tracking Process

Nakanishi

Fuse

Ishikawa

2015

Int. Arch. Photogramm. Remote Sens. Spatial Inf. Sci.

View full text Add to dashboard Cite

ABSTRACT:This paper aims at an estimation of parameters of person recognition models using a sequential Bayesian filtering method. In many human tracking method, any parameters of models used for recognize the same person in successive frames are usually set in advance of human tracking process. In real situation these parameters may change according to situation of observation and difficulty level of human position prediction. Thus in this paper we formulate an adaptive parameter estimation using general state space model. Firstly we explain the way to formulate human tracking in general state space model with their components. Then referring to previous researches, we use Bhattacharyya coefficient to formulate observation model of general state space model, which is corresponding to person recognition model. The observation model in this paper is a function of Bhattacharyya coefficient with one unknown parameter. At last we sequentially estimate this parameter in real dataset with some settings. Results showed that sequential parameter estimation was succeeded and were consistent with observation situations such as occlusions.

show abstract

“…준 난수의 종류에는 Halton 수열 (Halton, 1964), Faure 수열 (Faure, 1982), Sobol 수열 (Sobol, 1967), 임의의 Sobol로 알려진 Owen 혼합법 (Owen, 1995), Faure-Tezuka 혼합법 (Faure와 Tezuka, 2002), Owen-Faure-Tezuka 혼합법 (Hong과 Hickernell, 2003)이 있다. 본 연구에서는 여러 가지 준난 수 방법들에 따라 만기에 권리행사가 가능한 유러피안 다중자산 옵션 (multi-asset option) 가격의 추정 에 대한 비교를 위하여 자산의 수와 가격, 그리고 표준편차의 여러 조합에 대하여 시뮬레이션을 실시하 고 그 결과들을 살펴보았다.…”

Section: 서론unclassified

Application of quasi-Monte Carlo methods in multi-asset option pricing

Mo¹,

Park²

2013

Journal of the Korean Data and Information Science Society

View full text Add to dashboard Cite

Quasi-Monte Carlo method is known to have lower convergence rate than the standard Monte Carlo method. Quasi-Monte Carlo methods are using low discrepancy sequences as quasi-random numbers. They include Halton sequence, Faure sequence, and Sobol sequence. In this article, we compared standard Monte Carlo method, quasiMonte Carlo methods and three scrambling methods of Owen, Faure-Tezuka, OwenFaure-Tezuka in valuation of multi-asset European call option through simulations. Moro inversion method is used in generating random numbers from normal distribution. It has been shown that three scrambling methods are superior in estimating option prices regardless of the number of assets, volatility, and correlations between assets. However, there are no big differences between them.

show abstract

Algorithm 247: Radical-inverse quasi-random point sequence

Cited by 474 publications

References 0 publications

The Counterjet of Hh 30: New Light on Its Binary Driving Source

The Counterjet of Hh 30: New Light on Its Binary Driving Source

Adaptive Parameter Estimation of Person Recognition Model in a Stochastic Human Tracking Process

Application of quasi-Monte Carlo methods in multi-asset option pricing

Contact Info

Product

Resources

About