This paper investigates quasi-Monte Carlo (QMC) integration of Lebesgue integrable functions with respect to a density function over $\mathbb{R}^s$. We extend the construction-free median QMC rule to the unanchored weighted Sobolev space of functions defined over $\mathbb{R}^s$. By taking the median of $k=\mathcal{O}(\log N)$ independent randomized QMC estimators, we prove that for any $\epsilon\in(0,r-\frac{1}{2}]$, our method achieves a mean absolute error bound of $\mathcal{O}(N^{-r+\epsilon})$, where $N$ is the number of points and $r>\frac{1}{2}$ is a parameter determined by the function space. This rate matches that of the randomized lattice rules via component-by-component (CBC) construction, while our approach requires no specific CBC constructions or prior knowledge of the space's weight structure. Numerical experiments demonstrate that our method attains accuracy comparable to the CBC method and outperforms the Monte Carlo method.

翻译：暂无翻译