Optimal Monte Carlo integration on closed manifolds

DOI10.1007/s11222-019-09894-wzbMath1436.62724arXiv1707.04723OpenAlexW2784596296MaRDI QIDQ2302449

Chris J. Oates, Martin Ehler, Manuel Gräf

Publication date: 26 February 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.04723

zbMATH Keywords

covering radiusreproducing kernelclosed Riemannian manifoldBayesian cubatureGaussian manifold

Mathematics Subject Classification ID

Statistics on manifolds (62R30) Bayesian inference (62F15) Monte Carlo methods (65C05) Global Riemannian geometry, including pinching (53C20) Approximate quadratures (41A55)

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