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Transformable Deterministic Sampling

Frisch, Daniel ORCID iD icon 1
1 Institut für Anthropomatik und Robotik (IAR), Karlsruher Institut für Technologie (KIT)

Abstract:

New methods for drawing samples from non-uniform multivariate densities. Instead of common (pseudo-)random particles, we compute visually appealing, carefully placed points, aiming for high local homogeneity of the nodes (or the gaps between them), i.e., low dispersion. This yields faster convergence of calculations (e.g. in quadrature/cubature), more consistent fulfillment of requirements (e.g. in optimization), or better space use (e.g. in packing). We obtain Kronecker sequences and rank-1 lattices of lowest worst-case integration error.

One key example: For more than hundred years, people have wondered about the Fibonacci spirals ubiquitous in nature (especially striking in the sunflower) and their relation to the golden ratio and Fibonacci numbers. This work contributes some little-known and some novel puzzle pieces to this fascinating topic.

Zugehörige Institution(en) am KIT Institut für Anthropomatik und Robotik (IAR)
Publikationstyp Hochschulschrift
Publikationsdatum 17.03.2025
Sprache Englisch
Identifikator KITopen-ID: 1000179985
Verlag Karlsruher Institut für Technologie (KIT)
Umfang x, 301 S.
Art der Arbeit Dissertation
Fakultät Fakultät für Informatik (INFORMATIK)
Institut Institut für Anthropomatik und Robotik (IAR)
Prüfungsdatum 19.02.2024
Schlagwörter numerical integration, worst-case integration error, low-discrepancy sequence, Fibonacci lattice, inverse transform sampling, Kronecker sequence, deterministic sampling, cubature, quadrature, Gaussian integrals, variance reduction, low-dispersion, golden sequence,
Relationen in KITopen
Referent/Betreuer Hanebeck, Uwe D.
Maskell, Simon

Volltext §
DOI: 10.5445/IR/1000179985
Veröffentlicht am 17.03.2025
Seitenaufrufe: 46
seit 17.03.2025
Downloads: 30
seit 17.03.2025
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