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.
"Comment on “Probabilistic Integration: A Role in Statistical Computation?”." Statist. Sci. 34 (1) 23 - 28, February 2019. https://doi.org/10.1214/18-STS685