• Corpus ID: 246240716

Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights

  title={Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights},
  author={Takashi Goda and Pierre L’Ecuyer},
. We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we study a new construction-free median QMC rule which can exploit the smoothness and the weights of function spaces adaptively. For weighted Korobov spaces, we draw a sample of r independent generating vectors of rank-1 lattice rules, compute the integral estimate for each, and approximate the true integral by the median of these r estimates… 
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