Probabilistic Lower Bounds for the Discrepancy of Latin Hypercube Samples View Full Text


Ontology type: schema:Chapter      Open Access: True


Chapter Info

DATE

2018

AUTHORS

Benjamin Doerr , Carola Doerr , Michael Gnewuch

ABSTRACT

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 Gnewuch and 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. More... »

PAGES

339-350

Book

TITLE

Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan

ISBN

978-3-319-72455-3
978-3-319-72456-0

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-319-72456-0_16

DOI

http://dx.doi.org/10.1007/978-3-319-72456-0_16

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1104145930


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