On the expected L2-discrepancy of jittered sampling
Probability
2022-09-13 v2 Number Theory
Abstract
For , a jittered sample of points can be constructed by partitioning into axis-aligned equivolume boxes and placing one point independently and uniformly at random inside each box. We utilise a formula for the expected discrepancy of stratified samples stemming from general equivolume partitions of which recently appeared, to derive a closed form expression for the expected discrepancy of a jittered point set for any . As a second main result we derive a similar formula for the expected Hickernell discrepancy of a jittered point set which also takes all projections of the point set to lower dimensional faces of the unit cube into account.
Cite
@article{arxiv.2208.08924,
title = {On the expected L2-discrepancy of jittered sampling},
author = {Nathan Kirk and Florian Pausinger},
journal= {arXiv preprint arXiv:2208.08924},
year = {2022}
}
Comments
11 pages, 2 figures. Added the result about Hickernell discrepancy