Probabilistic lower bounds for the discrepancy of latin hypercube samples

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

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 languageEnglish
Title of host publicationContemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan
PublisherSpringer International Publishing
Pages339-350
Number of pages12
ISBN (Electronic)9783319724560
ISBN (Print)9783319724553
DOIs
Publication statusPublished - 23 May 2018

Fingerprint

Dive into the research topics of 'Probabilistic lower bounds for the discrepancy of latin hypercube samples'. Together they form a unique fingerprint.

Cite this