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¶
|
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¶
|
A base class for Bayesian quadrature. |
|
An abstract class for a measure against which a target function is integrated. |
|
Integrals over kernels against integration measures. |
|
Gaussian measure on Euclidean space with given mean and covariance. |
|
Lebesgue measure on a hyper-rectangle. |