Optimal jittered sampling for two points in the unit square

DOI10.1016/J.SPL.2017.09.010zbMATH Open1386.11088arXiv1704.05535OpenAlexW2963278841MaRDI QIDQ1686366FDOQ1686366

Authors: Florian Pausinger, Manas Rachh, Stefan Steinerberger 

Publication date: 22 December 2017

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

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.

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

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zbMATH Keywords

numerical integrationcalculus of variationsjittered samplingquasirandom point sets

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38)

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Cited In (5)

• 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

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