Dimension-independent convergence rates of randomized nets using median-of-means

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Authors: Zexin Pan
Cited by: 0
References: 36

Abstract

Recent advances in quasi-Monte Carlo integration demonstrate that the median of linearly scrambled digital net estimators achieves near-optimal convergence rates for high-dimensional integrals without requiring a priori knowledge of the integrand’s smoothness. Building on this framework, we prove that the median estimator attains dimension-independent convergence, a property known as strong tractability in complexity theory, under tractability conditions characterized by low effective dimensionality. Using a probabilistic, integrand-specific error criterion, our analysis establishes both faster and dimension-independent convergence under weaker assumptions than previously possible in the worst-case setting.

Fields of Study & Subjects

Mathematical Approximation and Integration Mathematical functions and polynomials Quantum Computing Algorithms and Architecture

Publication details

Journal / source
Mathematics of Computation
Publication date
5 March 2026
Language
EN