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Bayesian Automatic Adaptive Quadrature: An Overview

  • Gheorghe Adam
  • Sanda Adam
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7125)

Abstract

The progress obtained within the Bayesian approach to the automatic adaptive quadrature is reviewed. It is shown that the derivation of reliable Bayesian inferences, both as it concerns the construction of the subrange binary tree with its associated priority queue and the a priori validation of the input to the local quadrature rules, can be done provided the well-conditioning criteria for the integrand profile check are implemented taking into account the hardware and software environments at hand.

Keywords

automatic adaptive quadrature Bayesian inference local quadrature rule integrand profile well-conditioning criteria subrange binary tree 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Gheorghe Adam
    • 1
    • 2
  • Sanda Adam
    • 1
    • 2
  1. 1.Laboratory of Information TechnologiesJoint Institute for Nuclear ResearchDubnaRussia
  2. 2.Horia Hulubei National Institute for Physics and Nuclear Engineering (IFIN-HH)MagureleRomania

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