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arXiv · 1811.05676

Worst-case error for unshifted lattice rules without randomisation

Yoshihito Kazashi·Frances Y. Kuo·Ian H. Sloan
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Abstract

An existence result is presented for the worst-case error of lattice rules for high dimensional integration over the unit cube, in an unanchored weighted space of functions with square-integrable mixed first derivatives. Existing studies rely on random shifting of the lattice to simplify the analysis, whereas in this paper neither shifting nor any other form of randomisation is considered. Given that a certain number-theoretic conjecture holds, it is shown that there exists an $N$-point rank-one lattice rule which gives a worst-case error of order $1/\sqrt{N}$ up to a (dimension-independent) logarithmic factor. Numerical results suggest that the conjecture is plausible.

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Yoshihito Kazashi, Frances Y. Kuo, Ian H. Sloan. 2018-11-14. Worst-case error for unshifted lattice rules without randomisation. https://arxiv.org/abs/1811.05676

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