Comment on "Probabilistic Integration: A Role in Statistical Computation?"
Numerical Analysis
2018-12-06 v1
Abstract
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 assumptions and implementation issues involved in designing an automatic Bayesian cubature.
Keywords
Cite
@article{arxiv.1812.01811,
title = {Comment on "Probabilistic Integration: A Role in Statistical Computation?"},
author = {Fred J. Hickernell and R. Jagadeeswaran},
journal= {arXiv preprint arXiv:1812.01811},
year = {2018}
}