Abstract
We provide probabilistic lower bounds for the star discrepancy of Latin hypercube samples. These bounds are sharp in the sense that they match the recent probabilistic upper bounds for the star discrepancy of Latin hypercube samples proved in Gnewuch and Hebbinghaus (Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples. Preprint 2016). Together, this result and our work implies that the discrepancy of Latin hypercube samples differs at most by constant factors from the discrepancy of uniformly sampled point sets.
| Original language | English |
|---|---|
| Title of host publication | Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan |
| Publisher | Springer International Publishing |
| Pages | 339-350 |
| Number of pages | 12 |
| ISBN (Electronic) | 9783319724560 |
| ISBN (Print) | 9783319724553 |
| DOIs | |
| Publication status | Published - 23 May 2018 |
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