The Partition Principle Revisited: Non-Equal Volume Designs Achieve Minimal Expected Star Discrepancy
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Abstract (arXiv)
We study the expected star discrepancy under a newly designed class of non-equal volume partitions. The main contributions are twofold. First, we establish a strong partition principle for the star discrepancy, showing that our newly designed non-equal volume partitions yield stratified sampling point sets with lower expected star discrepancy than classical jittered sampling. Specifically, we prove that mathbbE(D*N(Z)) < mathbbE(D*N(Y)), where Y and Z represent jittered sampling and our non-equal volume partition sampling, respectively. Second, we derive explicit upper bounds for the expected star discrepancy under our non-equal volume partition models, which improve upon existing bounds for jittered sampling. Our results provide a theoretical foundation for using non-equal volume partitions in high-dimensional numerical integration.
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- 2021A Sharp Discrepancy Bound for Jittered Samplingcited by 1
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