On Selection Criteria for Lattice Rules and Other Quasi-Monte Carlo Point Sets
نویسنده
چکیده
We deene new selection criteria for lattice rules for quasi-Monte Carlo integration. The criteria examine the projections of the lattice over subspaces of small or successive dimensions. Their computation exploits the dimension-stationarity of certain lattice rules, and of other low-discrepancy point sets sharing this property. Numerical results illustrate the usefulness of these new gures of merit. We want to estimate the integral of a function f over the s-dimensional unit hypercube 0; 1) s , namely = Z 0;1) s f(u)du (1) by the average value of f over the point set P n = fu 0
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