General
On the optimization of discrepancy measures
arXiv cs.NA0 views
arXiv:2508.04926v3 Announce Type: replace Abstract: Numerical optimizations can find point sets with lower discrepancies than prior methods based on algebra, and $L_2$ discrepancies are computationally attractive for this. The $L_2$ star discrepancy unreasonably emphasizes the origin and Matou\v{s}ek pointed to a serious drawback. He showed that the $L_2$ star discrepancy of $n$ points at $(1,\dots,1)\in[0,1]^d$ is less than the root mean squared $L_2$ star discrepancy of $n$ random points until $n>(3/2)^d-1$. We introduce the \emph{average squared discrepancy} (ASD) which averages $2^d$ versions of the squared $L_2$ star discrepancy, one for each vertex of $[0,1]^d$. We show that it can be computed in $O(dn^2)$ work and that it does not suffer from Matou\v{s}ek's repeated-point pathology. We inspect several $L_2$ discrepancies that do not favor the origin over other vertices. Only two of them avoid the repeated-point pathology: a symmetric discrepancy and a periodic discrepancy. The symmetric discrepancy has a twin-point pathology where point sets with only $2$ distinct points can be better than random points until $n\ge 3^d$. We also study weighted $L_2$ discrepancies introduced by Hickernell that use some product weights. Weighting lower dimensional projections reduces but does not eliminate the repeated-point pathologies. A range of numerical experiments showcase recent progress in the construction of sets with low $L_2$ discrepancies for many different measures. In our examples, optimizing the ASD also gives good results for \emph{the other} discrepancies we consider, especially in lower dimensions. This version corrects some of the threshold sample sizes n at which random points become better than n repeated points for some discrepancy measures. In particular, the periodic L_2 discrepancy has no repeated point pathology.
Source:https://arxiv.org/abs/2508.04926PreviousAn unconditionally convergent discontinuous Galerkin neural network method activated by plane waves for Helmholtz equation and Maxwell's equationsNextAccelerated decomposition of bistochastic kernel matrices by low rank approximation
Related posts
Adventurer returns home to Hull after 28-year walk from South America
0Hacker News New
Vending machine has terms and conditions you must accept before using [video]
0Hacker News New
Tomorrow Corporation Tech Demo [video]
0Hacker News New
Does Social Status Run in Families?
0Hacker News New
Show HN: Svoxx – A multilingual freelance marketplace with social features
0Hacker News New
433MHz TUI scanner: using a FT232H connected to a CC1101
0Hacker News New