Symmetry exploits for Bayesian cubature methods
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Publication:2302452
DOI10.1007/s11222-019-09896-8zbMath1435.62030arXiv1809.10227OpenAlexW2962817196WikidataQ127281544 ScholiaQ127281544MaRDI QIDQ2302452
Simo Särkkä, Toni Karvonen, Chris J. Oates
Publication date: 26 February 2020
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.10227
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Numerical quadrature and cubature formulas (65D32) Probabilistic methods, stochastic differential equations (65C99)
Related Items (3)
Adaptive experiment design for probabilistic integration ⋮ Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings ⋮ A modern retrospective on probabilistic numerics
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Cites Work
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