Comment on "Probabilistic Integration: A Role in Statistical Computation?"
arXiv:1812.018111 citationsh-index: 35
AI Analysis
For researchers using Bayesian cubature, this paper highlights practical challenges but offers no new solutions or results.
The paper comments on modeling assumptions and implementation issues in designing automatic Bayesian cubature for probabilistic integration, which provides a stopping criterion for simulations when error tolerance is satisfied with high confidence.
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.