Tag: discrepancy
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The Partition Principle Revisited: Non-Equal Volume Designs Achieve Minimal Expected Star Discrepancy
The Partition Principle Revisited: Non-Equal Volume Designs Achieve Minimal Expected Star Discrepancy arXiv:2603.00202v1 Announce Type: new Abstract: We study the expected star discrepancy under a newly designed class of non-equal volume partitions. The main contributions are twofold. First, we establish a strong partition principle for the star discrepancy, showing that our newly designed non-equal volume…
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Density estimation via mixture discrepancy and moments
Density estimation via mixture discrepancy and moments arXiv:2504.01570v1 Announce Type: new Abstract: With the aim of generalizing histogram statistics to higher dimensional cases, density estimation via discrepancy based sequential partition (DSP) has been proposed [D. Li, K. Yang, W. Wong, Advances in Neural Information Processing Systems (2016) 1099-1107] to learn an adaptive piecewise constant approximation…
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The Polynomial Stein Discrepancy for Assessing Moment Convergence
The Polynomial Stein Discrepancy for Assessing Moment Convergence arXiv:2412.05135v1 Announce Type: new Abstract: We propose a novel method for measuring the discrepancy between a set of samples and a desired posterior distribution for Bayesian inference. Classical methods for assessing sample quality like the effective sample size are not appropriate for scalable Bayesian sampling algorithms, such…