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On the positivity and magnitudes of Bayesian quadrature weights |
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| Authors: | Karvonen Toni Kanagawa Motonobu Särkkä Simo |
| Affiliation: | 1.Department of Electrical Engineering and Automation, Aalto University, Espoo, Finland ;2.University of Tübingen, Tübingen, Germany ;3.Max Planck Institute for Intelligent Systems, Tübingen, Germany ; |
| Abstract: | Statistics and Computing - This article reviews and studies the properties of Bayesian quadrature weights, which strongly affect stability and robustness of the quadrature rule. Specifically, we... |
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