Optimizing Kernel Discrepancies via Subset Selection
Deyao Chen and François Clément and Carola Doerr and Nathan Kirk
内核差异是分析准蒙特卡洛(QMC)方法中最坏情况错误的有力工具。 基于优化此类差异措施的最新进展,我们将子集选择问题扩展到内核差异的设置,从大小为 n≫ m 的庞大种群中选择一个 m 元素子集。 我们引入了一种适用于一般内核差异的新型子集选择算法,通过采用内核差异,从单元超立方体上的均匀分布,传统设置的经典QMC以及使用内核Stein差异的已知密度函数的更通用分布F中有效地生成低差异样本。 我们还探讨了经典L_2星差异与其L_∞对应物之间的关系。
Kernel discrepancies are a powerful tool for analyzing worst-case errors in quasi-Monte Carlo (QMC) methods. Building on recent advances in optimizing such discrepancy measures, we extend the subset selection problem to the setting of kernel discrepancies, selecting an m-element subset from a large population of size n ≫ m. We introduce a novel subset selection algorithm applicable to general kernel discrepancies to efficiently generate low-discrepancy samples from both the uniform distribution ...