BayesianQuadrature

class probnum.quad.BayesianQuadrature(fun0)

Bases: object

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.

Methods Summary

integrate(fun, domain, measure, nevals)

Integrate the function fun.

Methods Documentation

integrate(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.