GSCSP prunes positive discrete measures to N-point moment-preserving rules in O(N^2) memory and O(MN^2+N^3) time, with a local total-variation Lipschitz stability theorem.
A construction of nonnegative approximate quadratures
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Efficient and Robust Carath\'{e}odory-Steinitz Pruning of Positive Discrete Measures
GSCSP prunes positive discrete measures to N-point moment-preserving rules in O(N^2) memory and O(MN^2+N^3) time, with a local total-variation Lipschitz stability theorem.