Partitions for stratified sampling

被引:1
|
作者
Clement, Francois [2 ]
Kirk, Nathan [1 ]
Pausinger, Florian [1 ]
机构
[1] Queens Univ Belfast, Belfast, North Ireland
[2] Sorbonne Univ, CNRS, LIP6, Paris, France
来源
MONTE CARLO METHODS AND APPLICATIONS | 2024年 / 30卷 / 02期
关键词
Jittered sampling; stratified sampling; L-p-discrepancy; VOLUME;
D O I
10.1515/mcma-2023-2025
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
Classical jittered sampling partitions [ 0 , 1 ](d) into m(d) cubes for a positive integer m and randomly places a point inside each of them, providing a point set of size N = m(d) with small discrepancy. The aim of this note is to provide a construction of partitions that works for arbitrary N and improves straight-forward constructions. We show how to construct equivolume partitions of the d-dimensional unit cube with hyperplanes that are orthogonal to the main diagonal of the cube. We investigate the discrepancy of such point sets and optimise the expected discrepancy numerically by relaxing the equivolume constraint using different black-box optimisation techniques.
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页码:163 / 181
页数:19
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