Is a Transformed Low Discrepancy Design Also Low Discrepancy

  title={Is a Transformed Low Discrepancy Design Also Low Discrepancy},
  author={Yiou Li and Lulu Kang and F. J. Hickernell},
  journal={arXiv: Computation},
Experimental designs intended to match arbitrary target distributions are typically constructed via a variable transformation of a uniform experimental design. The inverse distribution function is one such transformation. The discrepancy is a measure of how well the empirical distribution of any design matches its target distribution. This chapter addresses the question of whether a variable transformation of a low discrepancy uniform design yields a low discrepancy design for the desired… Expand
1 Citations

Figures and Tables from this paper

On Efficient Design of Pilot Experiment for Generalized Linear Models
  • Yiou Li, Xinwei Deng
  • Mathematics
  • 2021
  • PDF


Wrap-Around L2-Discrepancy of Random Sampling, Latin Hypercube and Uniform Designs
  • 48
Bayesian Design of Experiments Using Approximate Coordinate Exchange
  • 52
  • PDF
Lower bounds for centered and wrap-around L2-discrepancies and construction of uniform designs by threshold accepting
  • 90
  • PDF
High-dimensional integration: The quasi-Monte Carlo way*†
  • 416
  • PDF
The Trio Identity for Quasi-Monte Carlo Error
  • 3
  • PDF
High dimensional integration
  • E. Novak
  • Mathematics, Computer Science
  • Adv. Comput. Math.
  • 2000
  • 12
  • PDF
Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points
  • 134
  • PDF
A generalized discrepancy and quadrature error bound
  • 602
  • PDF