Zobrazeno 1 - 10
of 143
pro vyhledávání: '"Lemieux, Christiane"'
Discrepancy is a well-known measure for the irregularity of the distribution of a point set. Point sets with small discrepancy are called low-discrepancy and are known to efficiently fill the space in a uniform manner. Low-discrepancy points play a c
Externí odkaz:
http://arxiv.org/abs/2405.15059
Autor:
Kirk, Nathan, Lemieux, Christiane
Despite possessing the low-discrepancy property, the classical d dimensional Halton sequence is known to exhibit poorly distributed projections when d becomes even moderately large. This, in turn, often implies bad performance when implemented in qua
Externí odkaz:
http://arxiv.org/abs/2405.15799
In this paper we introduce and study nets and sequences constructed in an irrational base, focusing on the case of a base given by the golden ratio $\phi$. We provide a complete framework to study equidistribution properties of nets in base $\phi$, w
Externí odkaz:
http://arxiv.org/abs/2312.11696
We use the framework of dependence to assess the benefits of scrambling randomly versus deterministically for Faure and Halton sequences. We attempt to answer the following questions: when a deterministic sequence has known defects for small sample s
Externí odkaz:
http://arxiv.org/abs/2209.02013
In many stochastic problems, the output of interest depends on an input random vector mainly through a single random variable (or index) via an appropriate univariate transformation of the input. We exploit this feature by proposing an importance sam
Externí odkaz:
http://arxiv.org/abs/2111.07542
Normal variance mixtures are a class of multivariate distributions that generalize the multivariate normal by randomizing (or mixing) the covariance matrix via multiplication by a non-negative random variable W. The multivariate t distribution is an
Externí odkaz:
http://arxiv.org/abs/1911.03017
In this paper we develop a framework to study the dependence structure of scrambled $(t,m,s)$-nets. It relies on values denoted by $C_b(\mathbf{k};P_n)$, which are related to how many distinct pairs of points from $P_n$ lie in the same elementary $\m
Externí odkaz:
http://arxiv.org/abs/1903.09877
Autor:
Dong, Gracia Y., Lemieux, Christiane
Publikováno v:
In Mathematics and Computers in Simulation October 2022 200:240-262
