Cubature rules and expected value of some complex functions

DOI10.18409/JAS.V10I1.72MaRDI QIDQ5226942zbMATH OpenOpenAlexWikidataFDO

Authors C. Fassino, Eva Riccomagno, Maria Piera Rogantin

Publication date 2 August 2019

Published in Journal of Algebraic Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.08910

zbMATH Keywords

design of experimentsindicator functioncomplex functionsinterpolatory cubature formulaeevaluation of expected valuesprecision space

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Gröbner bases; other bases for ideals and modules (e.g., Janet and border bases) (13P10) Interpolation in approximation theory (41A05)

Abstract: The expected value of some complex valued random vectors is computed by means of the indicator function of a designed experiment as known in algebraic statistics. The general theory is set-up and results are obtained for finite discrete random vectors and the Gaussian random vector. The precision space of some cubature rules/designed experiments are determined.

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Cited in

(1)

• The precision space of interpolatory cubature formulae

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