Monte Carlo methods on compact complex manifolds using Bergman kernels

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 Lipschitz 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 dR=2d, the mean squared error for N quadrature nodes decays as N^-1-2/dR; this is faster than previous DPP-based quadratures and reaches the optimal worst-case rate investigated by [Bakhvalov 1965] 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 strongly build upon the work of Berman that led to the central limit theorem in [Berman, 2018].We provide numerical illustrations for the Riemann sphere.