Gaussian kernel quadrature at scaled Gauss-Hermite nodes

DOI10.1007/s10543-019-00758-3zbMath1437.65012arXiv1803.09532OpenAlexW2963016666WikidataQ127677840 ScholiaQ127677840MaRDI QIDQ2009110

Simo Särkkä, Toni Karvonen

Publication date: 27 November 2019

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.09532

zbMATH Keywords

numerical integrationGaussian quadraturekernel quadratureMercer eigendecomposition

Mathematics Subject Classification ID

Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30) Eigenvalue problems for integral equations (45C05) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)

Related Items

Gaussian kernel quadrature Kalman filter, Worst-case optimal approximation with increasingly flat Gaussian kernels, Unnamed Item, Symmetry exploits for Bayesian cubature methods, On the positivity and magnitudes of Bayesian quadrature weights, Bayesian ODE solvers: the maximum a posteriori estimate, Probabilistic integration: a role in statistical computation?, Integration in reproducing kernel Hilbert spaces of Gaussian kernels

Uses Software

• OPQ
• GaussQR

Cites Work

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