Quasi-Monte Carlo Beyond Hardy-Krause II: $(1 + \varepsilon)n$ Samples Suffice

Abstract: Numerical integration studies how well one can estimate the integral of a function $f$ over $[0,1)<sup>d$ using $n$ sample points. The two classical methods, Monte Carlo (MC) and quasi-Monte Carlo (QMC), have complementary strengths and weaknesses, and a fundamental question is to design an approach that combines the benefits of both. Recently, building on the transference principle in discrepancy theory, Bansal and Jiang~\cite{BJ25a} gave a randomized QMC method that bridges MC and QMC guarantees using only i.i.d.\ samples. Their method also goes beyond the classical Koksma--Hlawka inequality: it achieves integration error $\widetilde{O}<em>d(σ</em>{\mathsf{SO}}(f)/n)$, where the smoothed-out variation $σ_{\mathsf{SO}}(f)$ can be substantially smaller than the Hardy--Krause variation that governs the classical bound. However, their algorithm requires $n<sup>2$ i.i.d.\ samples as input, and this quadratic blowup is inherent to any method based on the transference principle. In this work, we bypass the quadratic blowup: for any constant $\varepsilon &gt; 0$, we show that $(1+\varepsilon)n$ i.i.d.\ samples suffice to both obtain the beyond-Hardy--Krause guarantee of~\cite{BJ25a}, resolving an open problem posed there, and to produce low-discrepancy point sequences. Our algorithms are variants of the online Haar-thinning method of Dwivedi, Feldheim, Gurel-Gurevich, and Ramdas~\cite{DFG+19}.