Hiroshima Mathematical Journal

A lower bound on WAFOM

Takehito Yoshiki

Full-text: Open access

Abstract

We give a lower bound on the Walsh figure of merit (WAFOM), which estimates the integration error for quasi-Monte Carlo (QMC) integration by a point set called a digital net. The logarithm of this lower bound is optimal up to a constant multiple, because the existence of point sets attaining the order was proved in K. Suzuki, "An explicit construction of point sets with large minimum Dick weight," to appear in J. Complexity.

Article information

Source
Hiroshima Math. J., Volume 44, Number 3 (2014), 261-266.

Dates
First available in Project Euclid: 26 December 2014

Permanent link to this document
https://projecteuclid.org/euclid.hmj/1419619746

Digital Object Identifier
doi:10.32917/hmj/1419619746

Mathematical Reviews number (MathSciNet)
MR3296075

Zentralblatt MATH identifier
1317.65023

Subjects
Primary: 65C05: Monte Carlo methods

Keywords
Quasi-Monte Carlo (QMC) integration Walsh figure of merit digital net

Citation

Yoshiki, Takehito. A lower bound on WAFOM. Hiroshima Math. J. 44 (2014), no. 3, 261--266. doi:10.32917/hmj/1419619746. https://projecteuclid.org/euclid.hmj/1419619746


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