bayesquad

probnum.quad.bayesquad(fun, fun0, domain, measure, nevals=None, method='vanilla')[source]

N-dimensional Bayesian quadrature.

Parameters

  • fun – Function to be integrated.

  • fun0 – Stochastic process modelling the function to be integrated.

  • domain – Domain of integration.

  • measure – Measure to integrate against.

  • nevals – Number of function evaluations.

  • method –

    Type of Bayesian quadrature to use. The available options are

    vanilla

    vanilla

    WSABI

    wsabi

Returns

  • integral – The integral of func on the domain.

  • fun0 – Stochastic process modelling the function to be integrated after neval observations.

  • info – Information on the performance of the method.

References