Cubature formulae for the Gaussian weight. Some old and new rules.

DOI10.1553/etna_vol53s426zbMath1483.65042OpenAlexW3029567574MaRDI QIDQ2208932

Ramón Orive, Miodrag M. Spalević, Juan Carlos Santos-León

Publication date: 28 October 2020

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://etna.mcs.kent.edu/volumes/2011-2020/vol53/abstract.php?vol=53&pages=426-438

zbMATH Keywords

cubature formulasGaussian weight

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items (2)

Elliptical Slice Sampling for Probabilistic Verification of Stochastic Systems with Signal Temporal Logic Specifications ⋮ Rational symbolic cubature rules over the first quadrant in a Cartesian plane

Uses Software

• nwSpGr

Cites Work

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• Likelihood approximation by numerical integration on sparse grids
• An encyclopaedia of cubature formulas.
• Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering
• Advances in multidimensional integration
• Construction of fully symmetric numerical integration formulas
• The cubature Kalman filter revisited
• Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
• Cubature Kalman Filters
• Approximate Integration Formulas for Certain Spherically Symmetric Regions

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