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, fun0, domain, measure[, …])

N-dimensional Bayesian quadrature.

Classes

BayesianQuadrature(fun0)

Bayesian quadrature.

WarpedBayesianQuadrature(fun0)

Warped Sequential Active Bayesian Integration (WSABI).

Class Inheritance Diagram

Inheritance diagram of probnum.quad.BayesianQuadrature, probnum.quad.WarpedBayesianQuadrature