Calculation of Discrepancy Measures and Applications

Abstract: In this book chapter we survey known approaches and algorithms to compute discrepancy measures of point sets. After providing an introduction which puts the calculation of discrepancy measures in a more general context, we focus on the geometric discrepancy measures for which computation algorithms have been designed. In particular, we explain methods to determine $L_2$-discrepancies and approaches to tackle the inherently difficult problem to calculate the star discrepancy of given sample sets. We also discuss in more detail three applications of algorithms to approximate discrepancies.