摘要

We give a lower bound on the Walsh figure of merit (WAFOM), which estimates the integration error for quasi-Monte Carlo (QMC) integration by a point set called a digital net. The logarithm of this lower bound is optimal up to a constant multiple, because the existence of point sets attaining the order was proved in [K. Suzuki, An explicit construction of point sets with large minimum Dick weight, to appear in J. Complexity].

  • 出版日期2014-11