"""Implementation of Bayesian Quadrature."""
class BayesianQuadrature:
"""Bayesian quadrature.
Bayesian quadrature methods build a model for the integrand via function
evaluations and return a belief over the value of the integral on a given
domain with respect to the specified measure.
Parameters
----------
fun0
Stochastic process modelling function to be integrated.
"""
def __init__(self, fun0):
self.fun0 = fun0
[docs] def integrate(self, fun, domain, measure, nevals):
"""Integrate the function ``fun``.
Parameters
----------
fun :
Function to be integrated.
domain :
Domain to integrate over.
measure :
Measure to integrate against.
nevals :
Number of function evaluations.
Returns
-------
"""
raise NotImplementedError