Related papers: Gaussian quadrature rules for composite highly osc…
A novel recurrence formula for moments with respect to M\"{u}ntz-Legendre polynomials is proposed and applied to construct a numerical method for solving generalized Gauss quadratures with power function weight for M\"{u}ntz systems. These…
Computation of moments of transformed random variables is a problem appearing in many engineering applications. The current methods for moment transformation are mostly based on the classical quadrature rules which cannot account for the…
Bayesian quadrature is a probabilistic, model-based approach to numerical integration, the estimation of intractable integrals, or expectations. Although Bayesian quadrature was popularised already in the 1980s, no systematic and…
The MultiExp Gaussian quadrature rule proposed by Gill and Chien has many compelling properties for the integration of radial integrands encountered in electronic structure, but thus far has only been computed up to N = 50, with some…
Filon-Simpson quadrature rules are derived for integrals of the type \int_a^b dx f(x) sin(xy)/(xy) and \int_a^b dx f(x) 4 sin^2(xy/2)/(xy)^2 which are needed in applications of the worldline variational approach to Quantum Field Theory.…
In this paper, we develop a quadrature framework for large-scale kernel machines via a numerical integration representation. Considering that the integration domain and measure of typical kernels, e.g., Gaussian kernels, arc-cosine kernels,…
We provide explicit expressions for quadrature rules on the space of $C^1$ cubic splines with non-uniform, symmetrically stretched knot sequences. The quadrature nodes and weights are derived via an explicit recursion that avoids an…
In this paper, we propose a numerical method of computing an integral whose integrand is a slowly decaying oscillatory function. In the proposed method, we consider a complex analytic function in the upper-half complex plane, which is…
Estimating the number of components is a fundamental challenge in unsupervised learning, particularly when dealing with high-dimensional data with many components or severely imbalanced component sizes. This paper addresses this challenge…
This article is concerned with Gaussian process quadratures, which are numerical integration methods based on Gaussian process regression methods, and sigma-point methods, which are used in advanced non-linear Kalman filtering and smoothing…
Despite extensive research on symmetric polynomial quadrature rules for triangles, as well as approaches to their calculation, few studies have focused on non-polynomial functions, particularly on their integration using symmetric triangle…
We derive a formalism, the separation method, for the efficient and accurate calculation of two-body matrix elements for a Gaussian potential in the cylindrical harmonic-oscillator basis. This formalism is of critical importance for…
We present and analyse numerical quadrature rules for evaluating regular and singular integrals on self-similar fractal sets. The integration domain $\mathbb{R}^n$ is assumed to be the compact attractor of an iterated function system of…
This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…
We present a systematic computational framework for generating positive quadrature rules in multiple dimensions on general geometries. A direct moment-matching formulation that enforces exact integration on polynomial subspaces yields…
We propose a quadrature-based formula for computing the exponential function of matrices with a non-oscillatory integral on an infinite interval and an oscillatory integral on a finite interval. In the literature, existing quadrature-based…
We analyse the Gaussian wave packet transform. Based on the Fourier inversion formula and a partition of unity, which is formed by a collection of Gaussian basis functions, a new representation of square-integrable functions is presented.…
Importance sampling (IS) and numerical integration methods are usually employed for approximating moments of complicated target distributions. In its basic procedure, the IS methodology randomly draws samples from a proposal distribution…
This paper presents a high-order accurate numerical quadrature algorithm for evaluating integrals over curved surfaces and regions defined implicitly via a level set of a given function restricted to a hyperrectangle. The domain is divided…
We investigate the numerical approximation of integrals over $\mathbb{R}^d$ equipped with the standard Gaussian measure $\gamma$ for integrands belonging to the Gaussian-weighted Sobolev spaces $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed…