Fully Symmetric Kernel Quadrature

DOI10.1137/17M1121779zbMath1385.65024arXiv1703.06359MaRDI QIDQ4607640

Simo Särkkä, Toni Karvonen

Publication date: 14 March 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.06359

zbMATH Keywords

numerical integration; numerical examples; reproducing kernel Hilbert spaces; sparse grids; Bayesian quadrature; kernel quadrature; fully symmetric sets

Mathematics Subject Classification ID

46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)

41A55: Approximate quadratures

65D32: Numerical quadrature and cubature formulas

Uses Software

• Spinterp
• PATSYM
• HRMSYM
• RANRTH