Symmetry exploits for Bayesian cubature methods
From MaRDI portal
Publication:2302452
Abstract: Bayesian cubature provides a flexible framework for numerical integration, in which a priori knowledge on the integrand can be encoded and exploited. This additional flexibility, compared to many classical cubature methods, comes at a computational cost which is cubic in the number of evaluations of the integrand. It has been recently observed that fully symmetric point sets can be exploited in order to reduce - in some cases substantially - the computational cost of the standard Bayesian cubature method. This work identifies several additional symmetry exploits within the Bayesian cubature framework. In particular, we go beyond earlier work in considering non-symmetric measures and, in addition to the standard Bayesian cubature method, present exploits for the Bayes-Sard cubature method and the multi-output Bayesian cubature method.
Recommendations
Cites work
- scientific article; zbMATH DE number 5297089 (Why is no real title available?)
- scientific article; zbMATH DE number 4098703 (Why is no real title available?)
- scientific article; zbMATH DE number 3469923 (Why is no real title available?)
- scientific article; zbMATH DE number 3583145 (Why is no real title available?)
- scientific article; zbMATH DE number 1069610 (Why is no real title available?)
- scientific article; zbMATH DE number 6827443 (Why is no real title available?)
- scientific article; zbMATH DE number 749518 (Why is no real title available?)
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- scientific article; zbMATH DE number 5055767 (Why is no real title available?)
- A Hilbert Space Embedding for Distributions
- A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices
- Bayes-Hermite quadrature
- Bayesian quadrature, energy minimization, and space-filling design
- Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
- Computing a quantity of interest from observational data
- Construction of fully symmetric numerical integration formulas
- Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings
- Efficient quadrature rules for illumination integrals. From quasi Monte Carlo to Bayesian Monte Carlo
- Error estimates and condition numbers for radial basis function interpolation
- Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
- Fast automatic Bayesian cubature using lattice sampling
- Fully Symmetric Interpolatory Rules for Multiple Integrals
- Fully Symmetric Kernel Quadrature
- Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
- Gaussian kernel quadrature at scaled Gauss-Hermite nodes
- Gaussian measure in Hilbert space and applications in numerical analysis
- Gaussian processes for machine learning.
- Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
- Kernels for vector-valued functions: a review
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- Numerical cubature on scattered data by radial basis functions
- On an interpolatory method for high dimensional integration
- On the equivalence between kernel quadrature rules and random feature expansions
- Optimal Monte Carlo integration on closed manifolds
- Probabilistic integration: a role in statistical computation?
- Probabilistic numerics and uncertainty in computations
- QMC designs: optimal order quasi Monte Carlo integration schemes on the sphere
- Scattered Data Approximation
- Simple cubature formulas with high polynomial exactness
- Sparse grid quadrature in high dimensions with applications in finance and insurance
- Sparse spectrum Gaussian process regression
- The concentration of measure phenomenon
- Uncertainty quantification in chemical systems
- Variational Fourier features for Gaussian processes
- Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
Cited in
(7)- Bayes-Hermite quadrature
- Numerical Integration in Bayesian Positioning
- A role for symmetry in the Bayesian solution of differential equations
- Cubature formulas for multisymmetric functions and applications to stochastic partial differential equations
- Adaptive experiment design for probabilistic integration
- Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings
- A modern retrospective on probabilistic numerics
This page was built for publication: Symmetry exploits for Bayesian cubature methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2302452)
