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arxiv: 1812.01811 · v1 · pith:GSV25K2Cnew · submitted 2018-12-05 · 🧮 math.NA

Comment on "Probabilistic Integration: A Role in Statistical Computation?"

classification 🧮 math.NA
keywords commentintegrationprobabilisticassumptionsautomaticbayesiancomputationconfidence
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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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