BayesianQuadrature

class probnum.quad.BayesianQuadrature

Bases: probnum.quad.Quadrature

An abstract base class for Bayesian quadrature methods.

This class is designed to be subclassed by implementations of Bayesian quadrature with an integrate() method.

Methods Summary

integrate(fun, fun0, domain, nevals, **kwargs)

Integrate the function fun.

Methods Documentation

integrate(fun, fun0, domain, nevals, **kwargs)

Integrate the function fun.

Parameters:

• fun (function) – Function to be integrated.
• fun0 (RandomProcess) – Stochastic process modelling function to be integrated.
• domain (ndarray, shape=()) – Domain to integrate over.
• nevals (int) – Number of function evaluations.
• kwargs –