Expected discrepancy bound for a class of new stratified sampling
models
Abstract
We introduce a class of convex equivolume partitions. Expected discrepancy are discussed under these partitions. There are two main results. First, under this kind of partitions, we generate random point sets with smaller expected discrepancy than classical jittered sampling for the same sampling number. Second, an explicit expected discrepancy upper bound under this kind of partitions is also given. Further, among these new partitions, there is optimal expected discrepancy upper bound.
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