Statistical Science

Comment on “Probabilistic Integration: A Role in Statistical Computation?”

Fred J. Hickernell and R. Jagadeeswaran

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Abstract

Probabilistic integration provides a criterion for stopping a simulation when a specified error tolerance is satisfied with high confidence. We comment on some of the modeling assumptions and implementation issues involved in designing an automatic Bayesian cubature.

Article information

Source
Statist. Sci., Volume 34, Number 1 (2019), 23-28.

Dates
First available in Project Euclid: 12 April 2019

Permanent link to this document
https://projecteuclid.org/euclid.ss/1555056026

Digital Object Identifier
doi:10.1214/18-STS685

Mathematical Reviews number (MathSciNet)
MR3938959

Keywords
Bayesian fast algorithms quasi-Monte Carlo

Citation

Hickernell, Fred J.; Jagadeeswaran, R. Comment on “Probabilistic Integration: A Role in Statistical Computation?”. Statist. Sci. 34 (2019), no. 1, 23--28. doi:10.1214/18-STS685. https://projecteuclid.org/euclid.ss/1555056026


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References

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See also

  • Main article: Probabilistic Integration: A Role in Statistical Computation?.