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

• Hickernell, Fred J. ; Jagadeeswaran, Rathinavel ^[1]
  1. [1] Illinois Institute of Technology

     Illinois Institute of Technology

     City of Chicago, Estados Unidos

     
• Localización: Statistical science, ISSN 0883-4237, Vol. 34, Nº. 1, 2019, págs. 23-28
• Idioma: inglés
• DOI: 10.1214/18-sts685
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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.