On selection criteria for lattice rules and other quasi-Monte Carlo point sets
We define new selection criteria for lattice rules for quasi-Monte Carlo integration. The criteria examine the projections of the lattice over subspaces of small or successive dimensions. Their computation exploits the dimension-stationarity of certain lattice rules, and of other low-discrepancy point sets sharing this property. Numerical results illustrate the usefulness of these new figures of merit. (C) 2001 IMBCS. Published by Elsevier Science B.V. All rights reserved.
selection criteria lattice rules quasi-monte carlo point sets monte carlo