Sinescu, V. & Joe, S. (2006). Good intermediate-rank lattice rules based on the weighted star discrepancy. In O. Carja & I.I. Vrabie (Eds), Applied Analysis and Differential Equations (pp. 329-342). World Scientific.
Permanent Research Commons link: http://hdl.handle.net/10289/2002
We study the problem of constructing good intermediate-rank lattice rules in the sense of having a low weighted star discrepancy. The intermediate-rank rules considered here are obtained by “copying” rank-1 lattice rules. We show that such rules can be constructed using a component-by-component technique and prove that the bound for the weighted star discrepancy achieves the optimal convergence rate.
This is an author’s version of a paper published in the book: Applied Analysis and Differential Equations. ©2006 World Scientific.