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arXiv · 2310.13927

On the expected L2-discrepancy of stratified samples from parallel lines

Florian Pausinger
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Abstract

We study the expected $\mathcal{L}_2$-discrepancy of stratified samples generated from special equi-volume partitions of the unit square. The partitions are defined via parallel lines that are all orthogonal to the diagonal of the square. It is shown that the expected discrepancy of stratified samples derived from these partitions is a factor 2 smaller than the expected discrepancy of the same number of i.i.d uniformly distributed random points in the unit square. We conjecture that this is best possible among all partitions generated from parallel lines.

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Florian Pausinger. 2024-01-01. On the expected L2-discrepancy of stratified samples from parallel lines. https://arxiv.org/abs/2310.13927

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