Monte Carlo methods on compact complex manifolds using Bergman kernels

Abstract

In this paper, we propose a new randomized method for numerical integration on a compact complex manifold with respect to a continuous volume form. Taking for quadrature nodes a suitable determinantal point process, we build an unbiased Monte Carlo estimator of the integral of any $\mathscr{C}^1$ function, and show that the estimator satisfies a central limit theorem, with a faster rate than under independent sampling. In particular, seeing a complex manifold of dimension $d$ as a real manifold of dimension $d_\mathbb{R}=2d$, the mean squared error for $N$ quadrature nodes decays as $N^{-1-2/d_{\mathbb{R}}}$; this is faster than previous DPP-based quadratures and reaches the optimal worst-case rate investigated by \cite{Bak} in Euclidean spaces. The determinantal point process we use is characterized by its kernel, which is the Bergman kernel of a holomorphic Hermitian line bundle, and we build heavily on the work of Berman that led to the central limit theorem in \citep{Ber7}. We provide numerical illustrations for the Riemann sphere.