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

Hickernell, Fred J.; Jagadeeswaran, R.

doi:10.1214/18-sts685

Statist. Sci.

2019

DOI: 10.1214/18-sts685

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

Fred J. Hickernell¹,

R. Jagadeeswaran²

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.

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

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.

Cited by 0 publications

References 8 publications

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