A complete preprint of the book
is now available here. The final published version can be obtained directly from Cambridge University Press here.
The preprint version differs of course from the final version, for instance, the page numbers are different. However, the numbering of Chapters, Sections, Theorems, Lemmas, Corollaries, Definitions and Examples is the same in both versions. The list of corrections is for the published version. We do not have a separate list for the preprint version (though the corrections for the published version also apply to the preprint version).
Posted in Quasi-Monte Carlo, Research
Tagged cyclic digital nets, digital net, discrepancy, discrepancy theory, duality theory, Duality Theory for Digital Nets, fast component by component, geometric discrepancy, Higher order digital net, higher order digital sequence, higher order polynomial lattice rule, higher order Sobol sequence, hyperplane nets, Niederreiter sequence, numerical integration, polynomial lattice rule, Propagation Rule, quasi-Monte Carlo, randomised quasi-Monte Carlo, Sobol sequence, uniform distribution, Walsh function
We recently submitted the manuscript
This paper fits into the work on higher order quasi-Monte Carlo rules which started with  and . It can be viewed as the higher order extension of , where classical polynomial lattice rules were considered.
1. Construction Algorithms
As stated in the title of the manuscript, we present construction algorithms for higher order polynomial lattice rules. The construction is based on the worst-case error rather than the quality parameter . This allows us to find good higher order polynomial lattice rules for weighted function spaces. It also presents a feasible alternative to the direct construction introduced in  (and  for the periodic case).
We use a variety of approaches to achieve our results. Continue reading