most citedFast Automatic Bayesian Cubature Using Matching Kernels and Designs

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math.NA2022★ 1 cited

Fast Automatic Bayesian Cubature Using Matching Kernels and Designs

Jagadeeswaran Rathinavel

Automatic cubatures approximate integrals to user-specified error tolerances. For high dimensional problems, it is difficult to adaptively change the sampling pattern to focus on p…