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

03/15/2021

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by   Pamphile T. Roy, et al.

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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.