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An open question about powers of log(n) in quasi-Monte Carlo

Abstract

The commonly quoted error rate for QMC integration with an infinite low discrepancy sequence is O(n1log(n)d)O(n^{-1}\log(n)^d). This holds uniformly over dd dimensional integrands of Hardy-Krause variation one when using nn evaluation points. Implicit in the rate is that for any sequence of QMC points the integrand can be chosen to depend on nn. If we have a fixed integrand, should we expect to need those powers of log(n)\log(n) as nn\to\infty? That is, do those powers provide a realistic idea of the progress that the algorithm makes as nn\to\infty? This paper poses an open question about whether there is any ff and any (t,d)(t,d)-sequence for which the absolute error exceeds a positive multiple of log(n)r/n\log(n)^r/n infinitely often for some r>1r>1. For r=1r=1, such functions are known from the discrepancy literature even for d=1d=1. An empirical search when d=2d=2 for integrands designed to exploit known weaknesses in certain point sets showed no evidence that r>1r>1 is needed. An example with d=3d=3 and nn up to 21002^{100} appears to require r>1r>1. Of course neither of these resolve the open problem.

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