Article ID Journal Published Year Pages File Type
7548881 Statistics & Probability Letters 2016 14 Pages PDF
Abstract
The discrepancies have played an important role in quasi-Monte Carlo Methods. There are various discrepancies for measuring the uniformity of a set of points on unit hypercube and simplex. However, there is no discrepancy with explicit expressions on hyperspheres in the literature. In this paper, we propose a new measure of uniformity, called spherical discrepancy (SD), for designs on the unit hypersphere. Different with the pseudo F-discrepancy, the SD is directly defined on the unit hypersphere in terms of spherical coordinates. A computational formula of the new discrepancy is also given by the functional method. The properties of SD and some illustrative examples are also shown.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
, ,