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February 2019 Comment on “Probabilistic Integration: A Role in Statistical Computation?”
Fred J. Hickernell, R. Jagadeeswaran
Statist. Sci. 34(1): 23-28 (February 2019). DOI: 10.1214/18-STS685

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.

Citation

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

Information

Published: February 2019
First available in Project Euclid: 12 April 2019

zbMATH: 07110670
MathSciNet: MR3938959
Digital Object Identifier: 10.1214/18-STS685

Rights: Copyright © 2019 Institute of Mathematical Statistics

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Vol.34 • No. 1 • February 2019
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