A Computable Figure of Merit for Quasi-Monte Carlo Point Sets

Makoto Matsumoto, Mutsuo Saito, Kyle Matoba

Let $\mathcal{P}\subset [0,1{)}^S$ be a finite point set of cardinality $N$ in an $S$-dimensional cube, and let $f:[0,1{)}^S\to \mathbb{R}$ be an integrable function. A QMC integrati…