English

Dimension-independent convergence rates of randomized nets using median-of-means

Computation 2026-02-03 v4 Numerical Analysis Numerical Analysis

Abstract

Recent advances in quasi-Monte Carlo integration demonstrate that the median of linearly scrambled digital net estimators achieves near-optimal convergence rates for high-dimensional integrals without requiring a priori knowledge of the integrand's smoothness. Building on this framework, we prove that the median estimator attains dimension-independent convergence, a property known as strong tractability in complexity theory, under tractability conditions characterized by low effective dimensionality. Using a probabilistic, integrand-specific error criterion, our analysis establishes both faster and dimension-independent convergence under weaker assumptions than previously possible in the worst-case setting.

Keywords

Cite

@article{arxiv.2505.13815,
  title  = {Dimension-independent convergence rates of randomized nets using median-of-means},
  author = {Zexin Pan},
  journal= {arXiv preprint arXiv:2505.13815},
  year   = {2026}
}