3. On negatively dependent sampling schemes, variance reduction, and probabilistic upper discrepancy bounds

DOI10.1515/9783110652581-003OpenAlexW2941437204MaRDI QIDQ3299955

Nils Hebbinghaus, Michael Gnewuch, M. Wnuk

Publication date: 27 July 2020

Published in: Discrepancy Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.10796

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (8)

A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions ⋮ A sharp discrepancy bound for jittered sampling ⋮ Note on pairwise negative dependence of randomly shifted and jittered rank-1 lattices ⋮ On the Distribution of Scrambled $$(0,m,s)-$$Nets Over Unanchored Boxes ⋮ On negative dependence properties of Latin hypercube samples and scrambled nets ⋮ Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples ⋮ On the dependence structure and quality of scrambled \((t,m,s)\)-nets ⋮ A generalized Faulhaber inequality, improved bracketing covers, and applications to discrepancy

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