Passer à la navigation principale Passer à la recherche Passer au contenu principal

Component-by-component construction of low-discrepancy point sets of small size

  • Benjamin Doerr
  • , Michael Gnewuch
  • , Peter Kritzer
  • , Friedrich Pillichshammer
  • Max-Planck-Institut fur Informatik
  • Department of Computer Science
  • Christian-Albrechts-University Kiel
  • Department of Mathematics
  • University of Salzburg
  • School of Mathematics and Statistics
  • University of New South Wales
  • Institut für Finanzmathematik
  • Johannes Kepler University Linz

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

25 Citations (Scopus)

Résumé

We investigate the problem of constructing small point sets with low star discrepancy in the s-dimensional unit cube. The size of the point set shall always be polynomial in the dimension s. Our particular focus is on extending the dimension of a given low-discrepancy point set. This results in a deterministic algorithm that constructs N-point sets with small discrepancy in a component-by-component fashion. The algorithm also provides the exact star discrepancy of the output set. Its run-time considerably improves on the run-times of the currently known deterministic algorithms that generate low-discrepancy point sets of comparable quality. We also study infinite sequences of points with infinitely many components such that all initial subsegments projected down to all finite dimensions have low discrepancy. To this end, we introduce the inverse of the star discrepancy of such a sequence, and derive upper bounds for it as well as for the star discrepancy of the projections of finite subsequences with explicitly given constants. In particular, we establish the existence of sequences whose inverse of the star discrepancy depends linearly on the dimension.

langue originaleAnglais
Pages (de - à)129-149
Nombre de pages21
journalMonte Carlo Methods and Applications
Volume14
Numéro de publication2
Les DOIs
étatPublié - 1 juil. 2008
Modification externeOui

Empreinte digitale

Examiner les sujets de recherche de « Component-by-component construction of low-discrepancy point sets of small size ». Ensemble, ils forment une empreinte digitale unique.

Contient cette citation