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A reduced fast component-by-component construction of lattice point sets with small weighted star discrepancy
[article]
2015
arXiv
pre-print
Preserved Fulltext
The weighted star discrepancy of point sets appears in the weighted Koksma-Hlawka inequality and thus is a measure for the quality of point sets with respect to their performance in quasi-Monte Carlo algorithms. A special choice of point sets are lattice point sets whose generating vector can be obtained one component at a time such that the resulting lattice point set has a small weighted star discrepancy. In this paper we consider a reduced fast component-by-component algorithm which
arXiv:1501.07073v1
fatcat:pb364zbgkrgcpoco3dtlpndtsm