Symmetry Exploits for Bayesian Cubature Methods

26 Sep 2018 Toni Karvonen Simo Särkkä Chris. J. Oates

Bayesian cubature provides a flexible framework for numerical integration, in which a priori knowledge on the integrand can be encoded and exploited. This additional flexibility, compared to many classical cubature methods, comes at a computational cost which is cubic in the number of evaluations of the integrand... (read more)

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