English

An algorithm to compute the $t$-value of a digital net and of its projections

Computation 2020-01-08 v2 Numerical Analysis Numerical Analysis

Abstract

Digital nets are among the most successful methods to construct low-discrepancy point sets for quasi-Monte Carlo integration. Their quality is traditionally assessed by a measure called the tt-value. A refinement computes the tt-value of the projections over subsets of coordinates and takes a weighted average (or some other function) of these values. It is also of interest to compute the tt-values of embedded nets obtained by taking subsets of the points. In this paper, we propose an efficient algorithm to compute such measures and we compare our approach with previously proposed methods both empirically and in terms of computational complexity.

Keywords

Cite

@article{arxiv.1910.02277,
  title  = {An algorithm to compute the $t$-value of a digital net and of its projections},
  author = {Pierre Marion and Maxime Godin and Pierre L'Ecuyer},
  journal= {arXiv preprint arXiv:1910.02277},
  year   = {2020}
}

Comments

24 pages, 2 figures, 1 table