Generating Nested Quadrature Rules with Positive Weights based on Arbitrary Sample Sets
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Publication:4960987
DOI10.1137/18M1213373zbMath1483.65043arXiv1809.09842OpenAlexW3102385011WikidataQ126313151 ScholiaQ126313151MaRDI QIDQ4960987
Gerard van Bussel, B. Sanderse, Laurent van Den Bos, Wim Bierbooms
Publication date: 24 April 2020
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.09842
Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99)
Related Items (3)
Stable high-order cubature formulas for experimental data ⋮ A geometrical interpretation of the addition of nodes to an interpolatory quadrature rule while preserving positive weights ⋮ Adaptive sampling-based quadrature rules for efficient Bayesian prediction
Uses Software
Cites Work
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