Super-polynomial accuracy of one dimensional randomized nets using the median-of-means
Computation
2022-07-11 v3 Numerical Analysis
Numerical Analysis
Statistics Theory
Statistics Theory
Abstract
Let be analytic on with for some constant and . We show that the median estimate of under random linear scrambling with points converges at the rate for any . We also get a super-polynomial convergence rate for the sample median of random linearly scrambled estimates, when . When has a 'th derivative that satisfies a -H\"older condition then the median-of-means has error for any , if as .
Keywords
Cite
@article{arxiv.2111.12676,
title = {Super-polynomial accuracy of one dimensional randomized nets using the median-of-means},
author = {Zexin Pan and Art B. Owen},
journal= {arXiv preprint arXiv:2111.12676},
year = {2022}
}