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arxiv: 1311.3830 · v1 · pith:LIBGKAVJnew · submitted 2013-11-15 · 🧮 math.NA · math.NT· stat.CO

Applications of geometric discrepancy in numerical analysis and statistics

classification 🧮 math.NA math.NTstat.CO
keywords discrepancyanalysisapplicationsconvexgeometricnumericalsetsstatistics
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In this paper we discuss various connections between geometric discrepancy measures, such as discrepancy with respect to convex sets (and convex sets with smooth boundary in particular), and applications to numerical analysis and statistics, like point distributions on the sphere, the acceptance-rejection algorithm and certain Markov chain Monte Carlo algorithms.

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