scientific article; zbMATH DE number 6827443
From MaRDI portal
Publication:4601044
Applications of statistics to economics (62P20) Applications of mathematical programming (90C90) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)
Cited in
(14)- Gaussian kernel quadrature at scaled Gauss-Hermite nodes
- Error bounds and the asymptotic setting in kernel-based approximation
- Spectral decomposition of \(H^1 (\mu)\) and Poincaré inequality on a compact interval -- application to kernel quadrature
- Optimal Monte Carlo integration on closed manifolds
- On the positivity and magnitudes of Bayesian quadrature weights
- Worst-case optimal approximation with increasingly flat Gaussian kernels
- Probabilistic integration: a role in statistical computation?
- Sampling based approximation of linear functionals in reproducing kernel Hilbert spaces
- Integration in reproducing kernel Hilbert spaces of Gaussian kernels
- Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
- Stable high-order randomized cubature formulae in arbitrary dimension
- Symmetry exploits for Bayesian cubature methods
- Worst-case recovery guarantees for least squares approximation using random samples
- Fully Symmetric Kernel Quadrature
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4601044)
