On a projection-corrected component-by-component construction
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Publication:895985
Abstract: The component-by-component construction is the standard method of finding good lattice rules or polynomial lattice rules for numerical integration. Several authors have reported that in numerical experiments the generating vector sometimes has repeated components. We study a variation of the classical component-by-component algorithm for the construction of lattice or polynomial lattice point sets where the components are forced to differ from each other. This avoids the problem of having projections where all quadrature points lie on the main diagonal. Since the previous results on the worst-case error do not apply to this modified algorithm, we prove such an error bound here. We also discuss further restrictions on the choice of components in the component-by-component algorithm.
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Cited in
(6)- On combined component-by-component constructions of lattice point sets
- Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
- A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions
- Fast QMC matrix-vector multiplication
- Component-by-component construction of good lattice rules
- Computational higher order quasi-Monte Carlo integration
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