arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2203.17010math.NAcs.NA
收藏

随机积分方法的一致性

Consistency of randomized integration methods

Julian Hofstadler, Daniel Rudolf

摘要:

我们证明了一类随机积分方法,包括平均值的基础上$(t,d)$ -序列,拉丁超立方体采样,Frolov点以及Cranley-Patterson旋转,一致估计期望的可积函数。这里的一致性指的是估计量的平均值收敛和/或概率依概率收敛。此外,我们还提出了中值修正方法,并证明了$L^p$中的被积函数在几乎必然收敛方面具有$p>1$相容性

英文摘要:

We prove that a class of randomized integration methods, including averages based on $(t,d)$-sequences, Latin hypercube sampling, Frolov points as well as Cranley-Patterson rotations, consistently estimates expectations of integrable functions. Consistency here refers to convergence in mean and/or convergence in probability of the estimator to the integral of interest. Moreover, we suggest median modified methods and show for integrands in $L^p$ with $p>1$ consistency in terms of almost sure convergence

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。

↑