相关论文: A Sharp Discrepancy Bound for Jittered Sampling
The star discrepancy $D_N^*(\mathcal{P})$ is a quantitative measure for the irregularity of distribution of a finite point set $\mathcal{P}$ in the multi-dimensional unit cube which is intimately related to the integration error of…
We derive limiting distributions of symmetrized estimators of scatter, where instead of all $n(n-1)/2$ pairs of the $n$ observations we only consider $nd$ suitably chosen pairs, $1 \le d < \lfloor n/2\rfloor$. It turns out that the…
Geometric properties of $N$ random points distributed independently and uniformly on the unit sphere $\mathbb{S}^{d}\subset\mathbb{R}^{d+1}$ with respect to surface area measure are obtained and several related conjectures are posed. In…
Let $(X,\S)$ be a set system on an $n$-point set $X$. The \emph{discrepancy} of $\S$ is defined as the minimum of the largest deviation from an even split, over all subsets of $S \in \S$ and two-colorings $\chi$ on $X$. We consider the…
We study the extreme and the periodic $L_p$ discrepancy of point sets in the $d$-dimensional unit cube. The extreme discrepancy uses arbitrary sub-intervals of the unit cube as test sets, whereas the periodic discrepancy is based on…
In 2004 the second author of the present paper proved that a point set in $[0,1]^d$ which has star-discrepancy at most $\varepsilon$ must necessarily consist of at least $c_{abs} d \varepsilon^{-1}$ points. Equivalently, every set of $n$…
We establish the existence of $N$-point sets in dimension $d$ whose star-discrepancy is bounded above by $2.4631832 \sqrt{\frac{d}{N}}$, where the numerical constant improves upon all previously known bounds. This improvement is obtained by…
In the present paper we prove several results concerning the existence of low-discrepancy point sets with respect to an arbitrary non-uniform measure $\mu$ on the $d$-dimensional unit cube. We improve a theorem of Beck, by showing that for…
The dispersion of a point set in $[0,1]^d$ is the volume of the largest axis parallel box inside the unit cube that does not intersect with the point set. We study the expected dispersion with respect to a random set of $n$ points…
We present a new algorithm for estimating the star discrepancy of arbitrary point sets. Similar to the algorithm for discrepancy approximation of Winker and Fang [SIAM J. Numer. Anal. 34 (1997), 2028--2042] it is based on the optimization…
Consider a population of $N$ individuals, each having $d\geq 1$ different traits, and an additive measure, called dispersion, which rewards large pairwise separations between traits. The goal is to select $M\leq N$ individuals such that…
With the aim of generalizing histogram statistics to higher dimensional cases, density estimation via discrepancy based sequential partition (DSP) has been proposed to learn an adaptive piecewise constant approximation defined on a binary…
We establish sharp non-asymptotic probabilistic bounds for the star discrepancy of double-infinite random matrices -- a canonical model for sequences of random point sets in high dimensions. By integrating the recently proved…
Cut and project sets are obtained by taking an irrational slice of a lattice and projecting it to a lower dimensional subspace, and are fully characterised by the shape of the slice (window) and the choice of the lattice. In this context we…
The discrepancy between two independent samples \(X_1,\dots,X_n\) and \(Y_1,\dots,Y_n\) drawn from the same distribution on $\mathbb{R}^d$ typically has order \(O(\sqrt{n})\) even in one dimension. We give a simple online algorithm that…
For all $s \geq 1$ and $N \geq 1$ there exist sequences $(z_1,\ldots,z_N)$ in $[0,1]^s$ such that the star-discrepancy of these points can be bounded by $$D_N^*(z_1,\ldots,z_N) \leq c \frac{\sqrt{s}}{\sqrt{N}}.$$ The best known value for…
We provide probabilistic lower bounds for the star discrepancy of Latin hypercube samples. These bounds are sharp in the sense that they match the recent probabilistic upper bounds for the star discrepancy of Latin hypercube samples proved…
Minimum mean squared error (MMSE) estimators of signals from samples corrupted by jitter (timing noise) and additive noise are nonlinear, even when the signal prior and additive noise have normal distributions. This paper develops a…
We study the $L^{\infty}$ discrepancy of point sets generated by determinantal point processes on all compact, connected two-point homogeneous spaces, namely spheres and projective spaces. Using concentration inequalities and variance…
By a profound result of Heinrich, Novak, Wasilkowski, and Wo{\'z}niakowski the inverse of the star-discrepancy $n^*(s,\ve)$ satisfies the upper bound $n^*(s,\ve) \leq c_{\mathrm{abs}} s \ve^{-2}$. This is equivalent to the fact that for any…