A lower bound on WAFOM

Takehito Yoshiki

doi:10.32917/hmj/1419619746

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Home > Journals > Hiroshima Math. J. > Volume 44 > Issue 3 > Article

November 2014 A lower bound on WAFOM

Takehito Yoshiki

Hiroshima Math. J. 44(3): 261-266 (November 2014). DOI: 10.32917/hmj/1419619746

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Abstract

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.