Sampling from Gauss Rules

DOI10.1137/0909066MaRDI QIDQ3802485zbMATH OpenOpenAlexFDO

Authors Michael Evans, Tim B. Swartz

Publication date 1988

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

Full work available at URL https://doi.org/10.1137/0909066

zbMATH Keywords

Gauss rulesLegendre ruleMonte Carlo methodmultidimensional integrationproduct of quadrature rules

Mathematics Subject Classification ID

Approximate quadratures (41A55) Multidimensional problems (41A63) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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Cited in

(5)

• Comprehensive interpretation of a three-point Gauss quadrature with variable sampling points and its application to integration for discrete data
• General multi-dimensional probability integration by directional simulation
• Distribution theory and inference for polynomial-normal densities
• k-d darts, sampling by k-dimensional flat searches
• How to sample a discrete Gaussian (and more) from a random oracle

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