Discrepancy of stratified samples from partitions of the unit cube (Q2031030)

Jittered sampling is a classical variance reduction method in Monte Carlo simulation. Rather than sampling a certain number of random elements from the whole space, the space is first partitioned into as many parts as the desired number of sampling points, and then one point is randomly picked from each of these parts. The classical setting for this is random sampling from the \(d\)-dimensional unit cube, with the partition coming from a regular grid. In the present paper, the author study general jittered sampling, where the sets in the partition are not assumed to satisfy any structural properties, or only weak properties such as convexity (rather than being all congruent boxes, as in classical jittered sampling). They compare the quality of different systems of partitions, which they quantify in terms of the expected \(L^p\) discrepancy of the jittered sampling points, and give a partial answer to the problem which partition minimizes this expected discrepancy (for a given cardinality of the point set).