How to check whether user has checked at least one checkbox from a group of checkboxes using jQuery/Javascript?

I've following HTML code :

<ul class='select_ul' style="width:100%">
  <li><input name="chk_all_grp_day" id="chk_all_grp_day"  type="checkbox"/><span>All</span></li>
  <li><input name="val[grp_day][]" type="checkbox" value="Mon" /><span>Mon</span></li>
  <li><input name="val[grp_day][]" type="checkbox" value="Tue" /> <span>Tue</span> </li>
  <li><input name="val[grp_day][]" type="checkbox" value="Wed" /> <span>Wed</span></li><br />
  <li><input name="val[grp_day][]" type="checkbox" value="Thu" /> <span>Thu</span> </li>
  <li><input name="val[grp_day][]" type="checkbox" value="Fri" /><span>Fri</span> </li>
  <li><input name="val[grp_day][]" type="checkbox" value="Sat" /> <span>Sat</span></li>
  <li><input name="val[grp_day][]" type="checkbox" value="Sun" /><span>Sun</span></li>
</ul>

Now I've to check using jQuery/Javascript whether user has checked at least one checkbox among the checkboxes above.

If he has not checked any one from the above checkboxes show error message.

How should I do using jQuery/JavaScript?

Please help me.

Thanks.