On negative dependence properties of Latin hypercube samples and scrambled nets
نویسندگان
چکیده
We study the notion of γ-negative dependence random variables. This is a relaxation negative orthant (which corresponds to 1-negative dependence), but nevertheless it still ensures concentration measure and allows use large deviation bounds Chernoff-Hoeffding- or Bernstein-type. variables based on points P. These appear naturally in analysis discrepancy P or, equivalently, suitable worst-case integration error quasi-Monte Carlo cubature that uses as nodes. introduce correlation number, which smallest possible value γ dependence. prove interest Latin hypercube sampling (t,m,d)-nets do, general, not have number 1, i.e., they are dependent.
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ژورنال
عنوان ژورنال: Journal of Complexity
سال: 2021
ISSN: ['1090-2708', '0885-064X']
DOI: https://doi.org/10.1016/j.jco.2021.101589