WAFOM on abelian groups for quasi-Monte Carlo point sets

Abstract

In this paper, we study quasi-Monte Carlo (QMC) rules for numerical integration. J. Dick proved a Koksma-Hlawka type inequality for $\alpha$-smooth integrands and gave an explicit construction of QMC rules achieving the optimal rate of convergence in that function class. From this inequality, Matsumoto et al. introduced Walsh figure of merit (WAFOM) $\mathrm{WAFOM}(P)$ for an ${\mathbb{F}}_2$-digital net $P$ as a quickly computable quality criterion for $P$ as a QMC point set. The key ingredient for obtaining WAFOM is the Dick weight, a generalization of the Hamming weight and the Niederreiter-Rosenbloom-Tsfasman (NRT) weight. We extend the notions of the Dick weight and WAFOM for digital nets over a general finite abelian group $G$, and show that this version of WAFOM satisfies Koksma-Hlawka type inequality when $G$ is cyclic. We give a MacWilliams-type identity on the weight enumerator polynomials for the Dick weight, by which we can compute the minimum Dick weight as well as WAFOM. We give a lower bound of WAFOM of order $N^{-C_G^{\prime }(\log N)/s}$ and an upper bound of lowest WAFOM of order $N^{-C_G(\log N)/s}$ for given $(G,N,s)$ if $(\log N)/s$ is sufficiently large, where $N$ is the cardinality of the point set $P$, $P$ is a quadrature rule in $[0,1{)}^s$, and $C_G^{\prime }$ and $C_G$ are constants depending only on the cardinality of $G$. These bounds generalize the bounds given by Yoshiki and others given for $G={\mathbb{F}}_2$.

25pages

Cited by in corpus (7)

• Super-polynomial convergence and tractability of multivariate integration for infinitely times differentiable functions
• A universal median quasi-Monte Carlo integration
• Quasi-Monte Carlo point sets with small $t$-values and WAFOM
• The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets
• Construction of interlaced polynomial lattice rules for infinitely differentiable functions
• Super-polynomial accuracy of one dimensional randomized nets using the median-of-means
• Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC