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Halton Sequence

Generates deterministic low-discrepancy points from radical inverses in prime bases.

Quick Facts

Compact metadata for implementation and discovery.

Category
Randomness & Sampling
Difficulty
Intermediate
Family
Low-Discrepancy Sequence
Tier
Core
Status
Verified
Review
Source Checked
Sources
2
Formulas
1
Relationships
5
Code example
Ready
Visualization
Ready

Overview

A Halton sequence maps an integer index through radical-inverse functions in different prime bases. The resulting points cover low-dimensional unit domains more evenly than many pseudorandom samples.

Core Concepts

radical inverseprime baselow discrepancydeterministic sampling

Quick facts

Complexity

Runtime and memory behavior at a glance.

Best

O(dimensions log n)

Average

O(samples * dimensions log n)

Worst

O(samples * dimensions log n)

Space

O(1)

When to Use

  • Use when deterministic coverage of a low-dimensional unit domain is useful.
  • Use when reproducibility matters more than independent random draws.

When Not to Use

  • Avoid in high dimensions without scrambling or careful base choices.
  • Avoid when independent random samples are required by the analysis.

What It Does

  • Converts sample indices through radical-inverse functions
  • Uses different prime bases per dimension
  • Produces deterministic low-discrepancy sample points

Use Cases

  • Quasi-Monte Carlo integration
  • Deterministic sampling in low-dimensional domains
  • Repeatable design-of-experiment point sets

Inputs

  • Random source
  • Distribution or weights
  • Sample count

Outputs

  • Samples
  • Estimated statistic
  • Randomized selection

Key Formulas (1)

Radical inverse

xi = radicalinverse base b(i)
x_i = radical_inverse_base_b(i)

Maps an integer index to a low-discrepancy sample coordinate.

Pseudocode

  1. 1.Choose one prime base for each dimension
  2. 2.For each sample index
  3. 3.Compute the radical inverse of the index in each base
  4. 4.Combine those values into one point
  5. 5.Repeat until the requested sample count is reached

Canonical Example

Input
indices 1, 2, 3 in bases 2 and 3
Output
2D points such as (0.5, 1/3), (0.25, 2/3), (0.75, 1/9)
Explanation
Each coordinate is the radical inverse of the same index in a different prime base.

Implementation Notes

  • Implement radical inverse separately and test it in a single base.
  • Use the first few prime bases consistently across dimensions.
  • Consider scrambling when artifacts matter.

Common Pitfalls

  • High-dimensional Halton sequences can show correlation artifacts.
  • Starting at index zero or one must be consistent across implementations.
  • Treating deterministic low-discrepancy points as independent random samples can invalidate uncertainty estimates.

Interactive Mechanism Walkthrough

Iterative Convergence & State Trajectory

Plot generated samples against the target distribution or domain.

Halton Sequence mechanism walkthrough step 1 of 5x₀x₁x₂x*
Step 1 of 5: Choose one prime base for each dimension
randomness-sampling-mechanism

Notes

Halton sequences are deterministic; randomized error estimates need additional scrambling or sampling strategy.

Sources (2)

What each reference supports for this entry.

Random Number Generation and Quasi-Monte Carlo Methods

Book

Quasi-Monte Carlo reference for Halton Sequence's low-discrepancy construction and integration use case.

On the Optimal Halton Sequence

Paper

Specific reference for Halton low-discrepancy sequences, radical-inverse construction, and correlation issues.

Open source

Explore Next

Good next jumps from the relationship graph, ranked for useful discovery.

Conceptual neighborHammersley Sequence

Hammersley sequences also use radical inverse coordinates.

Alternative toSobol Sequence

Halton and Sobol sequences are both low-discrepancy sampling methods.

Tags

Randomness & SamplingLow-DiscrepancyQuasi Monte CarloSampling