probnum.quad¶
Quadrature, i.e. numerical integration.
This module collects both classic and Bayesian quadrature rules used for numerical integration of functions.
Bayesian quadrature methods integrate a function by iteratively building a probabilistic model and using its predictions to adaptively choose points to evaluate the integrand.
Functions¶
quad(fun, bounds[, type]) |
One-dimensional numerical integration. |
nquad(fun, domain[, type]) |
N-dimensional numerical integration. |
bayesquad(fun, fun0, bounds[, nevals, type]) |
One-dimensional Bayesian quadrature. |
nbayesquad(fun, fun0, domain[, nevals, type]) |
N-dimensional Bayesian quadrature. |
Classes¶
Quadrature() |
An abstract base class for quadrature methods. |
PolynomialQuadrature(nodes, weights, bounds) |
Quadrature rule based on polynomial functions. |
BayesianQuadrature() |
An abstract base class for Bayesian quadrature methods. |
VanillaBayesianQuadrature() |
Vanilla Bayesian quadrature in 1D. |
WSABIBayesianQuadrature() |
Warped Sequential Active Bayesian Integration (WSABI). |
ClenshawCurtis(npts_per_dim, ndim, bounds) |
Clenshaw-Curtis quadrature rule. |