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arXiv 2203.01288math.STstat.TH
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新分层随机抽样的星差Ⅰ:最优期望星差

Star discrepancy for new stratified random sampling I: optimal expected star discrepancy

Jun Xian, Xiaoda Xu, Xinkai Zhou

摘要:

引入了一类凸等体积分拆。比较这些分区下分层样本(包括简单随机样本)的预期星形差异结果。我们的结果主要有四个部分。首先,在这些新设计的分区中,有一个分区使期望的星差最小化,因此我们部分回答了[F. Pausinger,S. Steinerberger,J. Complex. 2016年]。第二,存在无限数量的此类划分,其产生的点集具有比大采样数的经典抖动采样更小的期望差异,导致[M. Kiderlen,F.波辛格,莫纳什。#20201;解。第三,我们证明了一个强划分原理,并将这些划分模型下的期望星偏差从$L_2-$偏差推广到星偏差,从而解决了[M. Kiderlen,F. Pausinger,J. Complex. #20201;回答。最后给出了这类划分下的最优期望星差上界,优于抖动采样。

英文摘要:

We introduce a class of convex equivolume partitions. Expected star discrepancy results are compared for stratified samples under these partitions, including simple random samples. There are four main parts of our results. First, among these newly designed partitions, there is one that minimizes the expected star discrepancy, thus we partly answer an open question in [F. Pausinger, S. Steinerberger, J. Complex. 2016]. Second, there are an infinite number of such class of partitions, which generate point sets with smaller expected discrepancy than classical jittered sampling for large sampling number, leading to an open question in [M. Kiderlen, F. Pausinger, Monatsh. Math. 2021] being solved. Third, we prove a strong partition principle and generalize the expected star discrepancy under these partition models from $L_2-$discrepancy to star discrepancy, hence an open question in [M. Kiderlen, F. Pausinger, J. Complex. 2021] is answered. In the end, optimal expected star discrepancy upper bound under this class of partitions is given, which is better than using jittered sampling.

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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