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Improved Discrepancy Bounds and Estimates Pasing, Hendrik
Description
Error estimation in Monte-Carlo integration is related to the star discrepancy of random point sets. We will present latest results for (probabilistic) upper bounds of the star discrepancy which are based on major improvements on bounds of bracketing numbers. Additionally we introduce upper bounds for the expected value of the star discrepancy. This is joint work with Michael Gnewuch and Christian Weià .
Item Metadata
Title |
Improved Discrepancy Bounds and Estimates
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Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2020-09-30T09:44
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Description |
Error estimation in Monte-Carlo integration is related to the star discrepancy of random point sets. We will present latest results for (probabilistic) upper bounds of the star discrepancy which are based on major improvements on bounds of bracketing numbers. Additionally we introduce upper bounds for the expected value of the star discrepancy. This is joint work with Michael Gnewuch and Christian Weià .
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Extent |
17.0 minutes
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Subject | |
Type | |
File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: Ruhr West University of Applied Sciences
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Series | |
Date Available |
2021-03-30
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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DOI |
10.14288/1.0396417
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Other
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Rights URI | |
Aggregated Source Repository |
DSpace
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Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International