Searched for: subject%3A%22Quadrature%255C+and%255C+cubature%255C+formulas%22
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van den Bos, L.M.M. (author), Sanderse, B. (author), Bierbooms, W.A.A.M. (author)
A novel method is proposed to infer Bayesian predictions of computationally expensive models. The method is based on the construction of quadrature rules, which are well-suited for approximating the weighted integrals occurring in Bayesian prediction. The novel idea is to construct a sequence of nested quadrature rules with positive weights...
journal article 2020