The algebra of interpolatory cubature formulae for generic nodes
Statistics Theory
2013-03-14 v3 Commutative Algebra
Statistics Theory
Abstract
We consider the classical problem of computing the expected value of a real function of the -variate random variable using cubature formul\ae. We use in synergy tools from Commutative Algebra for cubature rul\ae, from elementary orthogonal polynomial theory and from Probability.
Keywords
Cite
@article{arxiv.1207.3143,
title = {The algebra of interpolatory cubature formulae for generic nodes},
author = {Claudia Fassino and Giovanni Pistone and Eva Riccomagno},
journal= {arXiv preprint arXiv:1207.3143},
year = {2013}
}