Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples
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Publication:2240873
DOI10.1214/20-AAP1638zbMath1473.11150arXiv2102.04451OpenAlexW3200626344MaRDI QIDQ2240873
Nils Hebbinghaus, Michael Gnewuch
Publication date: 4 November 2021
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.04451
Latin hypercube samplingstar discrepancynegatively dependent random variablesquasi-Monte Carlo samplingpadding by Monte Carlopre-asymptotic bounds
Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Combinatorial probability (60C05) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38)
Related Items (7)
Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions ⋮ A sharp discrepancy bound for jittered sampling ⋮ The curse of dimensionality for the \(L_p\)-discrepancy with finite \(p\) ⋮ An elementary proof of a lower bound for the inverse of the star discrepancy ⋮ On the Distribution of Scrambled $$(0,m,s)-$$Nets Over Unanchored Boxes ⋮ Consistency of randomized integration methods ⋮ Probabilistic Lower Bounds for the Discrepancy of Latin Hypercube Samples
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