Optimal jittered sampling for two points in the unit square

DOI10.1016/J.SPL.2017.09.010zbMATH Open1386.11088OpenAlexW2963278841MaRDI QIDQ1686366FDOQ1686366

Authors Florian Pausinger, Manas Rachh, Stefan Steinerberger 

Publication date 22 December 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.05535

zbMATH Keywords

numerical integrationcalculus of variationsjittered samplingquasirandom point sets

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38)

Abstract: Jittered Sampling is a refinement of the classical Monte Carlo sampling method. Instead of picking $n$ points randomly from $[0,1{]}^2$, one partitions the unit square into $n$ regions of equal measure and then chooses a point randomly from each partition. Currently, no good rules for how to partition the space are available. In this paper, we present a solution for the special case of subdividing the unit square by a decreasing function into two regions so as to minimize the expected squared $mathcal{L}_2-$discrepancy. The optimal partitions are given by a extit{highly} nonlinear integral equation for which we determine an approximate solution. In particular, there is a break of symmetry and the optimal partition is not into two sets of equal measure. We hope this stimulates further interest in the construction of good partitions.

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• On a partition with a lower expected \(\mathcal{L}_2\)-discrepancy than classical jittered sampling
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Cites Work

• scientific article; zbMATH DE number 1528185 (Why is no real title available?)
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• Area Estimation by Point-Counting Techniques
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• On the discrepancy of jittered sampling
• The asymptotic behavior of the average \(L^p\)-discrepancies and a randomized discrepancy
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Cited In (6)

• On a partition with a lower expected \(\mathcal{L}_2\)-discrepancy than classical jittered sampling
• Discrepancy of stratified samples from partitions of the unit cube
• On the discrepancy of jittered sampling
• Asymptotic Analysis of Multidimensional Jittered Sampling
• A sharp discrepancy bound for jittered sampling
• On the expected \(\mathcal{L}_2\)-discrepancy of jittered sampling

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