Comment on ``Probabilistic integration: a role in statistical computation?

DOI10.1214/18-STS685zbMath1420.62139arXiv1812.01811OpenAlexW2903212531MaRDI QIDQ2325606

R. Jagadeeswaran, Fred J. Hickernell

Publication date: 27 September 2019

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.01811

zbMATH Keywords

fast algorithmsquasi-Monte Carloprobabilistic integrationautomatic Bayesian cubature

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Numerical integration (65D30)

Cites Work

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• Probabilistic integration: a role in statistical computation?
• Quadrature Error Bounds with Applications to Lattice Rules
• High-dimensional integration: The quasi-Monte Carlo way

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