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

13 October 2021
Art B. Owen
Z. Pan
ArXiv (abs)PDFHTML
Abstract

The commonly quoted error rate for QMC integration with an infinite low discrepancy sequence is O(n−1log⁡(n)d)O(n^{-1}\log(n)^d)O(n−1log(n)d). This holds uniformly over ddd dimensional integrands of Hardy-Krause variation one when using nnn evaluation points. Implicit in the rate is that for any sequence of QMC points the integrand can be chosen to depend on nnn. If we have a fixed integrand, should we expect to need those powers of log⁡(n)\log(n)log(n) as n→∞n\to\inftyn→∞? That is, do those powers provide a realistic idea of the progress that the algorithm makes as n→∞n\to\inftyn→∞? This paper poses an open question about whether there is any fff and any (t,d)(t,d)(t,d)-sequence for which the absolute error exceeds a positive multiple of log⁡(n)r/n\log(n)^r/nlog(n)r/n infinitely often for some r>1r>1r>1. For r=1r=1r=1, such functions are known from the discrepancy literature even for d=1d=1d=1. An empirical search when d=2d=2d=2 for integrands designed to exploit known weaknesses in certain point sets showed no evidence that r>1r>1r>1 is needed. An example with d=3d=3d=3 and nnn up to 21002^{100}2100 appears to require r>1r>1r>1. Of course neither of these resolve the open problem.

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