On the expected L2-discrepancy of jittered sampling

  • Nathan Kirk
  • , Florian Pausinger*
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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Abstract

For m, d ∈ N, a jittered sample of N = md points can be constructed by partitioning [0, 1]d into md axis-aligned equivolume boxes and placing one point independently and uniformly at random inside each box. We utilise a formula for the expected L2−discrepancy of stratified samples stemming from general equivolume partitions of [0, 1]d which recently appeared, to derive a closed form expression for the expected L2−discrepancy of a jittered point set for any m, d ∈ N. As a second main result we derive a similar formula for the expected Hickernell L2−discrepancy of a jittered point set which also takes all projections of the point set to lower dimensional faces of the unit cube into account.

Original languageEnglish
Pages (from-to)65-82
JournalUniform Distribution Theory
Volume18
Issue number1
DOIs
Publication statusPublished - 10 Aug 2023

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