A Lower Bound on WAFOM
Numerical Analysis
2014-12-16 v1
Abstract
We give a lower bound on Walsh figure of merit (WAFOM), which is a parameter to estimate the integration error for quasi-Monte Carlo (QMC) integration by a point set called a digital net. This lower bound is optimal 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, Journal of Complexity 30, (2014), 347-354].
Cite
@article{arxiv.1412.4221,
title = {A Lower Bound on WAFOM},
author = {Takehito Yoshiki},
journal= {arXiv preprint arXiv:1412.4221},
year = {2014}
}
Comments
5 pages