The algebra of interpolatory cubature formulæ for generic nodes

DOI10.1007/S11222-013-9392-6MaRDI QIDQ892808zbMATH OpenOpenAlexFDO

Authors C. Fassino, Giovanni Pistone, Eva Riccomagno

Publication date 12 November 2015

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

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

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)

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.

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Cited in

(4)

• The precision space of interpolatory cubature formulae
• Cubature rules and expected value of some complex functions
• The algebraic method in quadrature for uncertainty quantification
• The Construction of Algebraic Cubature Formulae by the Distribution of Nodes Along Selected Lines

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