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Roy, PT (2021)

Newcomb-Benford's law as a fast ersatz of discrepancy measures

Preprint arXiv:2103.08705 [stat.ME]; last accessed March 29, 2021.

ISSN/ISBN: Not available at this time. DOI: Not available at this time.

Abstract: Thanks to the increasing availability in computing power, high-dimensional engineering problems seem to be at reach. But the curse of dimensionality will always prevent us to try out extensively all the hypotheses. There is a vast literature on efficient methods to construct a Design of Experiments (DoE) such as low discrepancy sequences and optimized designs. Classically, the performance of these methods is assessed using a discrepancy metric. Having a fast discrepancy measure is of prime importance if ones want to optimize a design. This work proposes a new methodology to assess the quality of a random sampling by using a flavor of Newcomb-Benford's law. The performance of the new metric is compared to classical discrepancy measures and showed to offer similar information at a fraction of the computational cost of traditional discrepancy measures.

@misc{, title={Newcomb-Benford's law as a fast ersatz of discrepancy measures}, author={Pamphile T. Roy}, year={2021}, eprint={2103.08705}, archivePrefix={arXiv}, primaryClass={stat.ME}, url = {}, }

Reference Type: Preprint

Subject Area(s): Statistics