...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Journal of complexity >On negative dependence properties of Latin hypercube samples and scrambled nets
【24h】

On negative dependence properties of Latin hypercube samples and scrambled nets

机译：On negative dependence properties of Latin hypercube samples and scrambled nets

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相关主题

摘要

We study the notion of gamma-negative dependence of random variables. This notion is a relaxation of the notion of negative orthant dependence (which corresponds to 1-negative dependence), but nevertheless it still ensures concentration of measure and allows to use large deviation bounds of Chernoff-Hoeffding-or Bernstein type. We study random variables based on random points P. These random variables appear naturally in the analysis of the discrepancy of P or, equivalently, of a suitable worst-case integration error of the quasi-Monte Carlo cubature that uses the points in P as integration nodes. We introduce the correlation number, which is the smallest possible value of gamma that ensures gamma-negative dependence. We prove that the random variables of interest based on Latin hypercube sampling or on (t, m, d)-nets do, in general, not have a correlation number of 1, i.e., they are not negative orthant dependent. (C) 2021 Elsevier Inc. All rights reserved.

著录项

获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号