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math.NA2018
Comment on "Probabilistic Integration: A Role in Statistical Computation?"
Fred J. Hickernell, R. Jagadeeswaran
Probabilistic integration provides a criterion for stopping a simulation when a specified error tolerance is satisfied with high confidence. We comment on some of the modeling assu…
math.NA2018★ 31 cited
Fast Automatic Bayesian Cubature Using Lattice Sampling
R. Jagadeeswaran, Fred J. Hickernell
Automatic cubatures approximate multidimensional integrals to user-specified error tolerances. For high dimensional problems, it makes sense to fix the sampling density but determi…