Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC

Makoto Matsumoto, Ryuichi Ohori

Fix an integer $s$. Let $f:[0,1{)}^s\to \mathbb{R}$ be an integrable function. Let $P\subset [0,1{]}^s$ be a finite point set. Quasi-Monte Carlo integration of $f$ by $P$ is the averag…