Multivariate integration for analytic functions with Gaussian kernels
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Publication:2953209
DOI10.1090/mcom/3144zbMath1356.41016OpenAlexW2465355504MaRDI QIDQ2953209
Frances Y. Kuo, Ian H. Sloan, Henryk Woźniakowski
Publication date: 4 January 2017
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/mcom/3144
Multidimensional problems (41A63) Numerical integration (65D30) Approximations and expansions (41A99)
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Countable tensor products of Hermite spaces and spaces of Gaussian kernels ⋮ New lower bounds for the integration of periodic functions ⋮ Multivariate approximation for analytic functions with Gaussian kernels ⋮ An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals ⋮ Gaussian kernel quadrature at scaled Gauss-Hermite nodes ⋮ Integration in reproducing kernel Hilbert spaces of Gaussian kernels
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