On Negatively Dependent Sampling Schemes, Variance Reduction, and Probabilistic Upper Discrepancy Bounds
From MaRDI portal
Publication:6317697
DOI10.1515/9783110652581-003arXiv1904.10796MaRDI QIDQ6317697FDOQ6317697
Nils Hebbinghaus, Michael Gnewuch, M. Wnuk
Publication date: 24 April 2019
Abstract: We study some notions of negative dependence of a sampling scheme that can be used to derive variance bounds for the corresponding estimator or discrepancy bounds for the underlying random point set that are at least as good as the corresponding bounds for plain Monte Carlo sampling. We provide new pre-asymptotic bounds with explicit constants for the star discrepancy and the weighted star discrepancy of sampling schemes that satisfy suitable negative dependence properties. Furthermore, we compare the different notions of negative dependence and give several examples of negatively dependent sampling schemes.
This page was built for publication: On Negatively Dependent Sampling Schemes, Variance Reduction, and Probabilistic Upper Discrepancy Bounds
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6317697)
