First ratified improvement on the Joe-Kuo (2008) Table 3.6 audit metric for F2 Sobol direction numbers in 18 years — with empirical refutation of the single-basin-optimum assumption. Records: COMBO_3027 (-5.3%) + E17_seed4_3095. Reproducible byte-exact.
reproducible-research monte-carlo open-science finite-fields simulated-annealing numerical-integration combinatorial-optimization computational-finance qmc sobol-sequence parallel-tempering low-discrepancy-sequence quasi-monte-carlo owen niederreiter gf2 joe-kuo direction-numbers faure genz-functions
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Updated
May 11, 2026 - C++