probnum.quad

Quadrature / Numerical Integration of Functions.

This package implements Bayesian quadrature rules used for numerical integration of functions on a given domain. Such methods integrate a function by iteratively building a probabilistic model and adaptively choosing points to evaluate the integrand based on said model.

Functions

bayesquad(fun, input_dim[, kernel, domain, …])

Infer the solution of the uni- or multivariate integral \(\int_\Omega f(x) d \mu(x)\) on a hyper-rectangle \(\Omega = [a_1, b_1] \times \cdots \times [a_D, b_D]\).

Classes

BayesianQuadrature(kernel, policy)	A base class for Bayesian quadrature.
IntegrationMeasure(dim, domain)	An abstract class for a measure against which a target function is integrated.
KernelEmbedding(kernel, measure)	Integrals over kernels against integration measures.
GaussianMeasure(mean, cov[, dim])	Gaussian measure on Euclidean space with given mean and covariance.
LebesgueMeasure(domain[, dim, normalized])	Lebesgue measure on a hyper-rectangle.

Class Inheritance Diagram