A genetic algorithm approach to estimate lower bounds of the star discrepancy

被引:7
|
作者
Shah, Manan [1 ]
机构
[1] Gaming Labs Int, 600 Airport Dr, Lakewood, NJ 08701 USA
来源
MONTE CARLO METHODS AND APPLICATIONS | 2010年 / 16卷 / 3-4期
基金
美国国家科学基金会;
关键词
Star discrepancy; genetic algorithm; Thiemard; Halton; Faure;
D O I
10.1515/MCMA.2010.014
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a new method using genetic algorithms to obtain lower bounds for the star discrepancy for any number of points in [0, 1]s. We compute lower bounds for the star discrepancy of samples of a number of sequences in several dimensions and successfully compare with existing results from the literature. Despite statements in the quasiMonte Carlo literature stating that computing the star discrepancy is either intractable or requires a lot of computational work for s >= 3, we show that it is possible to compute the star discrepancy exactly or at the very least obtain reasonable lower bounds without a huge computational burden. Our method is fast and consistent and can be easily extended to estimate lower bounds of other discrepancy measures. Our method can be used by researchers to measure the uniformity quality of point sets as given by the star discrepancy rather than having to rely on the L-2 discrepancy, which is easy to compute, but is flawed (and it is well known that the L-2 discrepancy is flawed).
引用
收藏
页码:379 / 398
页数:20
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