The algebra of interpolatory cubature formulæ for generic nodes

DOI10.1007/S11222-013-9392-6zbMATH Open1325.62148arXiv1207.3143OpenAlexW2006965059MaRDI QIDQ892808FDOQ892808

C. Fassino, Eva Riccomagno, Giovanni Pistone

Publication date: 12 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: We consider the classical problem of computing the expected value of a real function $f$ of the $d$-variate random variable $X$ using cubature formulae. We use in synergy tools from Commutative Algebra for cubature rulae, from elementary orthogonal polynomial theory and from Probability.

Full work available at URL: https://arxiv.org/abs/1207.3143

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zbMATH Keywords

design of experimentsalgebraic statisticsorthogonal polynomialsevaluation of expectationscubature formulæ

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Factorial statistical designs (62K15) Numerical integration (65D30) Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25)

Cites Work

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Cited In (2)

• The Algebraic Method in Quadrature for Uncertainty Quantification
• The Construction of Algebraic Cubature Formulae by the Distribution of Nodes Along Selected Lines

Uses Software

• CoCoA

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