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Extreme bunching of random values from runif with Mersenne-Twister seed

Duncan, Daniel,

Thanks and indeed we intend to take the advice that Radford and Lukas have
provided in this thread.

I do want to re-iterate that the generating system itself cannot have any
conception of the use of form IDs as seeds for a PRNG *and* the system
itself only generates a sequence of form IDs, which are then filtered & are
passed to our API depending on basic rules on user inputs in that form.
Either in our production system a truly remarkable probability event has
happened or that the Mersenne-Twister is very susceptible to the first draw
in the sequence to be correlated across closely related seeds. Both of
these require understanding the Mersenne-Twister better.

The solution here as has been suggested is to use a different RNG with
adequate burn-in (in which case even MT would work) or to look more
carefully at our problem and understand if we just need a hash function.

In either case, we will cease to question R's implementation of
Mersenne-Twister (for the time being). :)

T



On Sun, Nov 5, 2017 at 7:47 PM, Duncan Murdoch <murdoch.duncan at gmail.com>
wrote:

  
  

Thread (16 messages)

Tirthankar Chakravarty Extreme bunching of random values from runif with Mersenne-Twister seed Nov 3 Martin Maechler Extreme bunching of random values from runif with Mersenne-Twister seed Nov 3 Lukas Stadler Extreme bunching of random values from runif with Mersenne-Twister seed Nov 3 Tirthankar Chakravarty Extreme bunching of random values from runif with Mersenne-Twister seed Nov 3 Serguei Sokol Extreme bunching of random values from runif with Mersenne-Twister seed Nov 3 William Dunlap Extreme bunching of random values from runif with Mersenne-Twister seed Nov 3 Tirthankar Chakravarty Extreme bunching of random values from runif with Mersenne-Twister seed Nov 3 William Dunlap Extreme bunching of random values from runif with Mersenne-Twister seed Nov 3 Tirthankar Chakravarty Extreme bunching of random values from runif with Mersenne-Twister seed Nov 3 Daniel Nordlund Extreme bunching of random values from runif with Mersenne-Twister seed Nov 4 Duncan Murdoch Extreme bunching of random values from runif with Mersenne-Twister seed Nov 5 Tirthankar Chakravarty Extreme bunching of random values from runif with Mersenne-Twister seed Nov 5 Peter Dalgaard Extreme bunching of random values from runif with Mersenne-Twister seed Nov 5 Paul Gilbert Extreme bunching of random values from runif with Mersenne-Twister seed Nov 5 Serguei Sokol Extreme bunching of random values from runif with Mersenne-Twister seed Nov 6 Duncan Murdoch Extreme bunching of random values from runif with Mersenne-Twister seed Nov 6