A reduced fast construction of polynomial lattice point sets with low weighted star discrepancy

MCQMC-Proceedings: Monte Carlo and Quasi-Monte Carlo Methods 2016, Serie Proceedings of the MCQMC 2016, Springer, pp. 377-394, 2018 The weighted star discrepancy is a quantitative measure for the performance of point sets in quasi-Monte Carlo algorithms for numerical integration. We consider polynomial lattice point sets, whose generating vectors can be obtained by a component-by-component construction to ensure a small weighted star discre-pancy. Our aim is to significantly reduce the construction cost of such generating vectors by restricting the size of the set of polynomials from which we select the components of the vectors. To gain this reduction we exploit the fact that the weights of the spaces we consider decay very fast.