Geometric discrepancies are standard measures to quantify the irregularity of distributions. They are an important notion in numerical integration. One of the most important discrepancy notions is the so-called star discrepancy. Roughly speaking, a point set of low star discrepancy value allows for a small approximation error in quasi-Monte Carlo integration. It is thus the most studied discrepancy notion. In this work we present a new algorithm to compute point sets of low star discrepancy. The two components of the algorithm (for the optimization and the evaluation, respectively) are based on evolutionary principles. Our algorithm clearly outperforms existing approaches. To the best of our knowledge, it is also the first algorithm which can be adapted easily to optimize inverse star discrepancies.
Evaluating the star discrepancy of a given point set @math is known to be NP-hard @cite_3 . In fact, it is even W[1]-hard in @math @cite_12 , implying that, under standard complexity assumptions, there is no algorithm to evaluate the star discrepancy of @math points in @math dimension in a running time @math . The best known exact algorithm for evaluating discrepancies, the DEM-algorithm, has a running time of @math @cite_27 . For most relevant settings this is too slow to be applicable. This is true in particular for our setting, where many candidate point sets need to be evaluated. In fact, the complexity of star discrepancy evaluation is the main reason why only few algorithmic approaches are known for the explicit construction of low star discrepancy point sets, cf. also the comment in [page 3] DeRainville2012 .
@cite_27 @cite_12 @cite_3
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Patterns used for supersampling in graphics have been analyzed from statistical and signal-processing viewpoints. We present an analysis based on a type of isotropic discrepancy—how good patterns are at estimating the area in a region of defined type. We present algorithms for computing discrepancy relative to regions that are defined by rectangles, halfplanes, and higher-dimensional figures. Experimental evidence shows that popular supersampling patterns have discrepancies with better asymptotic behavior than random sampling, which is not inconsistent with theoretical bounds on discrepancy. Discrepancy measures how uniformly distributed a point set is with respect to a given set of ranges. Depending on the ranges, several variants arise, including star discrepancy, box discrepancy, and discrepancy of halfspaces. These problems are solvable in time n^O^(^d^), where d is the dimension of the underlying space. As such a dependency on d becomes intractable for high-dimensional data, we ask whether it can be moderated. We answer this question negatively by proving that the canonical decision problems are W[1]-hard with respect to the dimension, implying that no f(d)@?n^O^(^1^)-time algorithm is possible for any function f(d) unless FPT=W[1]. We also discover the W[1]-hardness of other well known problems, such as determining the largest empty box that contains the origin and is inside the unit cube. This is shown to be hard even to approximate within a factor of 2^n. The well-known star discrepancy is a common measure for the uniformity of point distributions. It is used, e.g., in multivariate integration, pseudo random number generation, experimental design, statistics, or computer graphics. We study here the complexity of calculating the star discrepancy of point sets in the d-dimensional unit cube and show that this is an NP-hard problem. To establish this complexity result, we first prove NP-hardness of the following related problems in computational geometry: Given n points in the d-dimensional unit cube, find a subinterval of minimum or maximum volume that contains k of the n points. Our results for the complexity of the subinterval problems settle a conjecture of E. Thiemard [E. Thiemard, Optimal volume subintervals with k points and star discrepancy via integer programming, Math. Meth. Oper. Res. 54 (2001) 21-45].