A lower bound on WAFOM (Q2258628)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lower bound on WAFOM |
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A lower bound on WAFOM (English)
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26 February 2015
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The Walsh figure of merit (WAFOM) is a quality measure of point sets in the unit cube used in quasi-Monte Carlo integration algorithms. In this paper, a lower bound for WAFOM of a digital net \(P\) over the two-element field is obtained of the form \[ \mathrm{WAFOM}(P)\geq 2^{-Cm^2/s}, \] where \(s\) is the cube dimension, \(m\) is the dimension of a subspace which generates the digital net \(P\). This bound is optimal up to the constant \(C\).
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quasi-Monte Carlo integration
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Walsh figure of merit
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digital net
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Koksma-Hlawka inequality
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