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arXiv 1707.08481math.NAcs.NA
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拉丁超立方采样的星差分的概率下界

Probabilistic Lower Bounds for the Discrepancy of Latin Hypercube Samples

École Polytechnique(巴黎综合理工学院);Sorbonne Universités, UPMC Univ Paris 06(索邦大学,巴黎第六大学);Christian-Albrechts-Universität Kiel(基尔大学)

Benjamin Doerr, Carola Doerr, Michael Gnewuch

AI总结:

本文研究拉丁超立方采样的星差分的概率下界,并证明这些下界与最近的上界相匹配,表明拉丁超立方采样的差分与均匀采样点集的差分相差至多常数因子。

摘要:

我们为拉丁超立方采样的星差分提供了概率下界。这些下界在意义上是尖锐的,即它们与最近在[M.~Gnewuch, N.~Hebbinghaus.

英文摘要:

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 in [M.~Gnewuch, N.~Hebbinghaus. "Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples". Preprint 2016.]. Together, this result and our work implies that the discrepancy of Latin hypercube samples differs at most by constant factors from the discrepancy of uniformly sampled point sets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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