论文标题
关于炒$(0,m,s)$的分布 - 未锚定盒子的网
On the distribution of scrambled $(0,m,s)$-nets over unanchored boxes
论文作者
论文摘要
我们引入了一种新的质量措施,以评估有限尺寸$ n $的随机低分配点集。我们称之为“成对采样依赖指数”的新质量度量是基于负依赖性的概念。该索引的负值意味着相应的点集集成了与蒙特卡洛方法相比,任何具有较小差异的未经常规框的指标函数。我们表明,争夺的$(0,m,s) - $ nets具有负面采样依赖性指数。我们还通过一个示例来说明,通过数字移动而不是争夺的随机化可能会产生正面采样依赖性指数。
We introduce a new quality measure to assess randomized low-discrepancy point sets of finite size $n$. This new quality measure, which we call "pairwise sampling dependence index", is based on the concept of negative dependence. A negative value for this index implies that the corresponding point set integrates the indicator function of any unanchored box with smaller variance than the Monte Carlo method. We show that scrambled $(0,m,s)-$nets have a negative pairwise sampling dependence index. We also illustrate through an example that randomizing via a digital shift instead of scrambling may yield a positive pairwise sampling dependence index.