Probabilistic discrepancy bound for Monte Carlo point sets
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Publication:5401705
DOI10.1090/S0025-5718-2013-02773-1zbMath1285.65002arXiv1211.1058MaRDI QIDQ5401705
Markus Hofer, Christoph Aistleitner
Publication date: 12 March 2014
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.1058
Related Items (12)
Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions ⋮ A sharp discrepancy bound for jittered sampling ⋮ The Inverse of the Star-Discrepancy Problem and the Generation of Pseudo-Random Numbers ⋮ Some Results on the Complexity of Numerical Integration ⋮ Expected integration approximation under general equal measure partition ⋮ Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples ⋮ Tractability properties of the discrepancy in Orlicz norms ⋮ Tractability results for the weighted star-discrepancy ⋮ Secure pseudorandom bit generators and point sets with low star-discrepancy ⋮ A generalized Faulhaber inequality, improved bracketing covers, and applications to discrepancy ⋮ Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets ⋮ Digital inversive vectors can achieve polynomial tractability for the weighted star discrepancy and for multivariate integration
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- The inverse of the star-discrepancy depends linearly on the dimension
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