中文
相关论文

相关论文: A Sharp Discrepancy Bound for Jittered Sampling

200 篇论文

We introduce a class of $\gamma$-negatively dependent random samples. We prove that this class includes, apart from Monte Carlo samples, in particular Latin hypercube samples and Latin hypercube samples padded by Monte Carlo. For a…

统计理论 · 数学 2021-09-21 Michael Gnewuch , Nils Hebbinghaus

In 2001 Heinrich, Novak, Wasilkowski and Wo\'zniakowski proved that the inverse of the star discrepancy satisfies $n(d,\varepsilon)\leq c_{\abs}d \varepsilon^{-2}$ by showing that there exists a set of points in $[0,1)^d$ whose…

概率论 · 数学 2014-08-12 Thomas Löbbe

The $L_{\infty}$ star discrepancy is a very well-studied measure used to quantify the uniformity of a point set distribution. Constructing optimal point sets for this measure is seen as a very hard problem in the discrepancy community.…

计算几何 · 计算机科学 2024-02-28 François Clément , Carola Doerr , Kathrin Klamroth , Luís Paquete

We consider a linear ill-posed equation in the Hilbert space setting. Multiple independent unbiased measurements of the right hand side are available. A natural approach is to take the average of the measurements as an approximation of the…

数值分析 · 数学 2021-09-01 Tim Jahn

The star discrepancy is a quantitative measure of the uniformity of a point set in the unit cube. A central quantity of interest is the inverse of the star discrepancy, $N(\varepsilon, s)$, defined as the minimum number of points required…

数值分析 · 数学 2026-03-06 Josef Dick , Friedrich Pillichshammer

Let $N_\lambda$ and $U$ be two independent random variables respectively distributed as a Poisson distribution with parameter $\lambda >0$ and a uniform distribution on $(0,1)$. This paper establishes that the median, say $M$, of…

统计理论 · 数学 2019-01-17 Jean-François Coeurjolly , Joëlle Rousseau-Trépanier

Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…

统计理论 · 数学 2015-04-02 Clément Levrard

We show that the isotropic discrepancy of a lattice point set can be bounded from below and from above in terms of the spectral test of the corresponding integration lattice. From this we deduce that the isotropic discrepancy of any…

数论 · 数学 2022-09-16 Friedrich Pillichshammer , Mathias Sonnleitner

In this paper we propose an acceptance-rejection sampler using stratified inputs as diver sequence. We estimate the discrepancy of the points generated by this algorithm. First we show an upper bound on the star discrepancy of order…

统计计算 · 统计学 2014-08-11 Houying Zhu , Josef Dick

In this paper, we study the expected value of the pair correlation statistics of randomized point configurations on the sphere, with the emphasis on point configurations generated by determinantal point processes. We study the cases of the…

概率论 · 数学 2026-04-22 Maryna Manskova

Diffusion models generate samples by iteratively querying learned score estimates. A rapidly growing literature focuses on accelerating sampling by minimizing the number of score evaluations, yet the information-theoretic limits of such…

机器学习 · 计算机科学 2026-04-14 Zhiyang Xun , Eric Price

We study one of the key tools in data approximation and optimization: low-discrepancy colorings. Formally, given a finite set system $(X,\mathcal S)$, the \emph{discrepancy} of a two-coloring $\chi:X\to\{-1,1\}$ is defined as $\max_{S \in…

数据结构与算法 · 计算机科学 2022-09-05 Mónika Csikós , Nabil H. Mustafa

The focus of this paper is on trend estimation for a general state-space model $Y_t=\mu_t+\varepsilon_t$, where the $d$th difference of the trend $\{\mu_t\}$ is assumed to be i.i.d., and the error sequence $\{\varepsilon_t\}$ is assumed to…

统计理论 · 数学 2009-11-19 Prabir Burman , Robert H. Shumway

Points in the unit cube with low discrepancy can be constructed using algebra or, more recently, by direct computational optimization of a criterion. The usual $L_\infty$ star discrepancy is a poor criterion for this because it is…

数值分析 · 数学 2025-08-08 François Clément , Nathan Kirk , Art B. Owen , T. Konstantin Rusch

We performed a rigorous theoretical convergence analysis of the discrete dipole approximation (DDA). We prove that errors in any measured quantity are bounded by a sum of a linear and quadratic term in the size of a dipole d, when the…

光学 · 物理学 2022-03-31 Maxim A. Yurkin , Valeri P. Maltsev , Alfons G. Hoekstra

We give sufficient conditions for the number rigidity of a translation invariant or periodic point process on $\mathbb{R}^d$, where $d=1,2$. That is, the probability distribution of the number of particles in a bounded domain $\Lambda…

概率论 · 数学 2016-11-23 Subhro Ghosh , Joel Lebowitz

We introduce a class of convex equivolume partitions. Expected $L_2-$discrepancy are discussed under these partitions. There are two main results. First, under this kind of partitions, we generate random point sets with smaller expected…

统计理论 · 数学 2022-04-20 Jun Xian , Xiaoda Xu

We study some notions of negative dependence of a sampling scheme that can be used to derive variance bounds for the corresponding estimator or discrepancy bounds for the underlying random point set that are at least as good as the…

数值分析 · 数学 2021-02-10 Michael Gnewuch , Marcin Wnuk , Nils Hebbinghaus

Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. Previous known results show that for any $N$-dimensional subspace of the space of continuous functions it is…

泛函分析 · 数学 2024-05-08 E. D. Kosov , V. N. Temlyakov

Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…

统计计算 · 统计学 2018-06-14 Simon Wessing