中文

拉丁超立方样本星偏差的概率下界

数值分析 2021-09-21 v1

摘要

我们给出了拉丁超立方样本星偏差的概率下界。这些界限是紧致的,因为它们与文献 [M.~Gnewuch, N.~Hebbinghaus. "Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples". Preprint 2016.] 中证明的拉丁超立方样本星偏差的近期概率上界相匹配。该结果与我们的工作共同表明,拉丁超立方样本的偏差与均匀采样点集的偏差至多相差常数因子。

关键词

引用

@article{arxiv.1707.08481,
  title  = {Probabilistic Lower Bounds for the Discrepancy of Latin Hypercube Samples},
  author = {Benjamin Doerr and Carola Doerr and Michael Gnewuch},
  journal= {arXiv preprint arXiv:1707.08481},
  year   = {2021}
}