A negative dependence framework to assess different forms of scrambling
arXiv (Cornell University)(2022)
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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Key words
negative dependence framework
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