On negative dependence properties of Latin hypercube samples and scrambled nets
DC Element | Wert | Sprache |
---|---|---|
dc.contributor.author | Doerr, Benjamin | |
dc.contributor.author | Gnewuch, Michael | |
dc.date.accessioned | 2021-12-23T16:13:26Z | - |
dc.date.available | 2021-12-23T16:13:26Z | - |
dc.date.issued | 2021 | |
dc.identifier.issn | 0885064X | |
dc.identifier.uri | https://osnascholar.ub.uni-osnabrueck.de/handle/unios/10572 | - |
dc.description.abstract | We study the notion of gamma-negative dependence of random variables. This notion is a relaxation of the notion of negative orthant dependence (which corresponds to 1-negative dependence), but nevertheless it still ensures concentration of measure and allows to use large deviation bounds of Chernoff-Hoeffding-or Bernstein type. We study random variables based on random points P. These random variables appear naturally in the analysis of the discrepancy of P or, equivalently, of a suitable worst-case integration error of the quasi-Monte Carlo cubature that uses the points in P as integration nodes. We introduce the correlation number, which is the smallest possible value of gamma that ensures gamma-negative dependence. We prove that the random variables of interest based on Latin hypercube sampling or on (t, m, d)-nets do, in general, not have a correlation number of 1, i.e., they are not negative orthant dependent. (C) 2021 Elsevier Inc. All rights reserved. | |
dc.language.iso | en | |
dc.publisher | ACADEMIC PRESS INC ELSEVIER SCIENCE | |
dc.relation.ispartof | JOURNAL OF COMPLEXITY | |
dc.subject | (t, m, s)-nets | |
dc.subject | Computer Science | |
dc.subject | Computer Science, Theory & Methods | |
dc.subject | Correlation number | |
dc.subject | DISCREPANCY | |
dc.subject | Latin hypercube sampling | |
dc.subject | Mathematics | |
dc.subject | Mathematics, Applied | |
dc.subject | Negative dependence | |
dc.subject | Random scrambling | |
dc.subject | SEQUENCES | |
dc.subject | Star discrepancy | |
dc.subject | VARIANCE | |
dc.title | On negative dependence properties of Latin hypercube samples and scrambled nets | |
dc.type | journal article | |
dc.identifier.doi | 10.1016/j.jco.2021.101589 | |
dc.identifier.isi | ISI:000696992100006 | |
dc.description.volume | 67 | |
dc.identifier.eissn | 10902708 | |
dc.publisher.place | 525 B ST, STE 1900, SAN DIEGO, CA 92101-4495 USA | |
dcterms.isPartOf.abbreviation | J. Complex. | |
dcterms.oaStatus | Green Submitted | |
crisitem.author.dept | FB 06 - Mathematik/Informatik | - |
crisitem.author.deptid | fb06 | - |
crisitem.author.parentorg | Universität Osnabrück | - |
crisitem.author.netid | GnMi297 | - |
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geprüft am 28.05.2024