کد مقاله کد نشریه سال انتشار مقاله انگلیسی ترجمه فارسی نسخه تمام متن
5129631 1378639 2018 7 صفحه PDF ندارد دانلود رایگان
عنوان انگلیسی مقاله
Optimal Jittered Sampling for two points in the unit square
ترجمه فارسی عنوان
نمونه برداری نامنظم اتفاقی برای دو نقطه در مربع واحد
کلمات کلیدی
نمونه برداری نامنظم اتفاقی؛ محاسبه تغییرات؛ یکپارچه سازی عددی؛ مجموعه نقطه شبه تصادفی؛
primary; 65C05; secondary; 93E20; Jittered Sampling; Calculus of variations; Numerical integration; Quasirandom point sets;
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی

Jittered Sampling is a refinement of the classical Monte Carlo sampling method. Instead of picking n points randomly from [0,1]2, one partitions the unit square into n regions of equal measure and then chooses a point randomly from each partition. Currently, no good rules for how to partition the space are available. In this paper, we present a solution for the special case of subdividing the unit square by a decreasing function into two regions so as to minimize the expected squared L2-discrepancy. The optimal partitions are given by a highly nonlinear integral equation for which we determine an approximate solution. In particular, there is a break of symmetry and the optimal partition is not into two sets of equal measure. We hope this stimulates further interest in the construction of good partitions.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 132, January 2018, Pages 55-61
نویسندگان
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