S. Harase, "A search for short-period Tausworthe generators over Fb with application to Markov chain quasi-Monte Carlo",
Journal of Statistical Computation and Simulation, Volume 94 (June 2024), Issue 9, Pages 2040-2062. [doi][arXiv][GitHub]
S. Harase, "A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo",
Journal of Computational and Applied Mathematics, Volume 384, 1 March 2021, 113136, 12 Pages.
Online access. arXiv. GitHub.
S. Harase, "Conversion of Mersenne Twister to double-precision floating-point numbers", Mathematics and Computers in Simulation, Volume 161, July 2019, Pages 76-83. Online access. arXiv.
S. Harase, "Comparison of Sobol' sequences in financial applications", Monte Carlo Methods and Applications, Volume 25, Issue 1 (March 2019), Pages 61-74. Online access. arXiv. GitHub.
S. Harase and T. Kimoto, "Implementing 64-bit maximally equidistributed F2-linear generators with Mersenne prime period", ACM Transactions on Mathematical Software, Volume 44, Issue 3, April 2018, Article No. 30, 11 Pages (Online Appendix 4 Pages). Online access.arXiv. An appendix.The code in C.発表スライド.
S. Harase, "A search for extensible low-WAFOM point sets", Monte Carlo Methods and Applications, Volume 22, Issue 4 (December 2016), Pages 349-357. Online access.arXiv.
S. Harase, "Quasi-Monte Carlo point sets with small t-values and WAFOM", Applied Mathematics and Computation, Volume 254, 1 March 2015, Pages 318-326. Online access.arXiv.
S. Harase, "On the F2-linear relations of Mersenne Twister pseudorandom number generators",
Mathematics and Computers in Simulation, Volume 100, June 2014, Pages 103-113. Online access.arXiv.
The code in C.
S. Harase, "An efficient lattice reduction method for F2-linear
pseudorandom number generators using Mulders and Storjohann algorithm",
Journal of Computational and Applied Mathematics, Volume 236, Issue 2, Pages 141-149 (15 August 2011). Online access.
S. Harase, M. Matsumoto, and M. Saito, "Fast lattice reduction for F2-linear pseudorandom number generators", Mathematics of Computation, Volume 80, Number 273, January 2011, Pages 395-407. Online access.
S. Harase, "Maximally equidistributed pseudorandom number
generators via linear output transformations",
Mathematics and Computers in Simulation, Volume 79, Issue 5, January 2009, Pages 1512-1519. Online access.The code in C.
プレプリント
口頭発表(国際会議)
Markov chain quasi-Monte Carlo simulation using linear feedback shift register generators, Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2024), University of Waterloo, Canada, August 22, 2024.
Recent developments on low-discrepancy point sets for Markov chain quasi-Monte Carlo, 10th International Council for Industrial and Applied Mathematics (ICIAM 2023 Tokyo),
Waseda University, Tokyom Japan, August, 2023.
A Construction of Short-Period Tausworthe Generators with Low Discrepancies over Fb,
13th International Conference on Monte Carlo Methods and Applications, Universitat Mannheim, Germany, August, 2021 (Oneline).
Implementing short-period Tausworthe generators for Markov chain quasi-Monte Carlo, 14th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2020), University of Oxford, UK, August 10-14, 2020 (Online).
An Implementation of Short-Period Tausworthe Generators for Markov Chain Quasi-Monte Carlo Methods, 13th International Conference in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2018), University of Rennes 1, Rennes, France, July, 2018.
On the concatenation of Mersenne Twisters, 11th International Conference on Monte Carlo Methods and Applications (MCM 2017), Universite de Montreal, Canada, July, 2017.
A comparison study of Sobol' sequences in financial derivatives, 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2016), Stanford University, USA, August, 2016.
Implementing 64-bit maximally equidistributed Mersenne Twisters, Tenth IMACS Seminar on Monte Carlo Methods (MCM 2015), Johannes Kepler University and Radon Institute for Computational and Applied Mathematics, Linz, Austria, July 2015.
Low-WAFOM point sets with small t-values, Monte Carlo and Quasi-Monte Carlo Methods (MCQMC2014),
KU Leuven, Belgium, April 2014.
On the F2-linear relations of
Mersenne Twister, Monte Carlo and Quasi-Monte Carlo Methods (MCQMC2012),
The University of New South Wales, Sydney, Australia, February 2012.
An efficient lattice reduction method for F2-linear
pseudorandom number generators using Mulders and Storjohann algorithm,
Monte Carlo and Quasi-Monte Carlo Methods (MCQMC2010), The University of
Warsaw, Warsaw, Poland, August 2010.
Fast lattice reductions for F2-linear
pseudorandom number generators, Seventh IMACS Seminar on Monte Carlo Methods (MCM 2009),
Universit\'e Libre de Bruxelles, Brussels, Belgium, September 2009.
Maximally equidistributed pseudorandom number generators via linear
output transformations, Monte Carlo and Quasi-Monte Carlo Methods
(MCQMC2008), Universit\'e de Montr\'eal, Montreal, Canada, July 2008.
口頭発表(国内)
Markov chain quasi-Monte Carlo via linear feedback shift register generators, The Second Workshop of JMCQMC, 東京大学本郷キャンパス, 2024年9月17日.
メルセンヌツイスタ擬似乱数発生法と格子の最短ベクトル, ワークショップ "Intersection of Pure Mathematics and Applied Mathematics III", 九州大学, 2013年11月21日.
Digital construction schemeに基づくWAFOMの小さな点集合の構成, 日本数学会2013年度秋季総合分科会, 愛媛大学, 2013年9月24日.
Digital construction schemeに基づくWAFOMの小さな点集合の構成, 日本応用数理学会2013年度年会, アクロス福岡, 2013年9月9日.
An efficient lattice reduction method for F2-linear
pseudorandom number generators using Mulders and Storjohann algorithm,
科研費シンポジウム 情報化ネットワーク社会に向けた高度な専門的数理技術ライブラリの研究と開発, 東京工業大学, 2012年11月28日.
An efficient lattice reduction method for F2-linear
pseudorandom number generators using Mulders and Storjohann algorithm,
Workshop for Quasi-Monte Carlo and Pseudo Random Number Generation
(Workshop for QMC and PRNG), 東京大学, 2012年6月13日.
An efficient lattice reduction method for F2-linear pseudorandom number generators using Mulders and Storjohann algorithm, 日本数学会2010年度秋季総合分科会, 名古屋大学, 2010年9月23日.
