Optimal Jittered Sampling for two Points in the Unit Square
Abstract
Jittered Sampling is a refinement of the classical Monte Carlo sampling method. Instead of picking points randomly from , one partitions the unit square into regions of equal measure and then chooses a point randomly from each partition. Currently, no good rules for how to partition the space are available. In this paper, we present a solution for the special case of subdividing the unit square by a decreasing function into two regions so as to minimize the expected squared discrepancy. The optimal partitions are given by a \textit{highly} nonlinear integral equation for which we determine an approximate solution. In particular, there is a break of symmetry and the optimal partition is not into two sets of equal measure. We hope this stimulates further interest in the construction of good partitions.
Cite
@article{arxiv.1704.05535,
title = {Optimal Jittered Sampling for two Points in the Unit Square},
author = {Florian Pausinger and Manas Rachh and Stefan Steinerberger},
journal= {arXiv preprint arXiv:1704.05535},
year = {2017}
}