Related papers: On Lebesgue Integral Quadrature
Recently, Gautschi introduced so-called generalized Gauss-Radau and Gauss-Lobatto formulae which are quadrature formulae of Gaussian type involving not only the values but also the derivatives of the function at the endpoints. In the…
Many problems in statistical learning, imaging, and computer vision involve the optimization of a non-convex objective function with singularities at the boundary of the feasible set. For such challenging instances, we develop a new…
This article derives an accurate, explicit, and numerically stable approximation to the kernel quadrature weights in one dimension and on tensor product grids when the kernel and integration measure are Gaussian. The approximation is based…
Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost for big data. In this paper, we propose a new Bayesian approach, EigenGP, that learns both…
Integration by parts plays a crucial role in mathematical analysis, e.g., during the proof of necessary optimality conditions in the calculus of variations and optimal control. Motivated by this fact, we construct a new, right-weighted…
The Gaussian kernel plays a central role in machine learning, uncertainty quantification and scattered data approximation, but has received relatively little attention from a numerical analysis standpoint. The basic problem of finding an…
We revisit the problem of extending quadrature formulas for general weight functions, and provide a generalization of Patterson's method for the constant weight function. The method can be used to compute a nested sequence of quadrature…
We study a version of the Lebesgue differentiation theorem in which the integral averages are replaced with medians over Busemann--Feller differentiation bases. Our main result gives several characterizations for the differentiation…
In this paper, we consider the Gauss quadrature formulae corresponding to some modifications of anyone of the four Chebyshev weights, considered by Gautschi and Li in \cite{gauli}. As it is well known, in the case of analytic integrands,…
Using the theory of orthogonal polynomials, their associated recursion relations and differential formulas we develop a method for evaluating new integrals. The method is illustrated by obtaining a closed-form expression for the value of an…
In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…
The Gaussian curvature of a two-dimensional Riemannian manifold is uniquely determined by the choice of the metric. The formulas for computing the curvature in terms of components of the metric, in isothermal coordinates, involve the…
An algorithm for integration of polynomial functions with variable weight is considered. It provides extension of the Gaussian integration, with appropriate scaling of the abscissas and weights. Method is a good alternative to usually…
The zeros of type II multiple orthogonal polynomials can be used for quadrature formulas that approximate $r$ integrals of the same function $f$ with respect to $r$ measures $\mu_1,\ldots,\mu_r$ in the spirit of Gaussian quadrature. This…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
Algorithms for computing the classical Gaussian quadrature rules (Gauss--Jacobi, Gauss--Laguerre, and Gauss--Hermite) are presented, based on globally convergent fourth-order iterative methods combined with asymptotic approximations, which…
This paper contains a development of the Theory of Lebesgue and Bochner spaces of summable functions. It represents a synthesis of the results due to H. Lebesgue, S. Banach, S. Bochner, G. Fubini, S. Saks, F. Riesz, N. Dunford, P. Halmos,…
This text grew out of notes I have used in teaching a one quarter course on integration at the advanced undergraduate level. My intent is to introduce the Lebesgue integral in a quick, and hopefully painless, way and then go on to…
We propose here a new discretization method for a class continuum gauge theories which action functionnals are polynomials of the curvature. Based on the notion of holonomy, this discretization procedure appears gauge-invariant for…
This paper presents a novel systematic methodology to obtain new simple and tight approximations, lower bounds, and upper bounds for the Gaussian Q-function, and functions thereof, in the form of a weighted sum of exponential functions.…