Principles of the Bayesian automatic adaptive quadrature

Authors

  • Gh. Adam
  • S. Adam

Keywords:

numerical integration
automatic adaptive quadrature
integrand profile analysis
reliability
Bayesian inference

Abstract

The addition of Bayesian inference to the automatic adaptive quadrature scheme developed in QUADPACK} (R. Piessens, E. deDoncker-Kapenga, C.W. Uberhuber, and D.K. Kahaner, QUADPACK, a quadrature package for automatic integration, Springer, Berlin, 1983) significantly increases the output reliability under the lack of a priori knowledge on the behavior of the function over the integration domain. In the present paper, we review the progress obtained until now along these lines.

New computational technologies

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Published

2009-10-28

Issue

Vol. 10 (2009): Issue 4.

Section

Section 1. Numerical methods and applications

Author Biographies

Gh. Adam

Joint Institute for Nuclear Research
• Professor

S. Adam

Joint Institute for Nuclear Research
• Professor

References

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