Statistical Science

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

Fred J. Hickernell and R. Jagadeeswaran

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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.

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

First available in Project Euclid: 12 April 2019

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Bayesian fast algorithms quasi-Monte Carlo


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.

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See also

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