• DocumentCode
    605572
  • Title

    Quantitative conditioning criteria in bayesian automatic adaptive quadrature

  • Author

    Adam, Grain ; Adam, S.

  • Author_Institution
    Lab. of Inf. Technol., Joint Inst. for Nucl. Res., Dubna, Russia
  • fYear
    2012
  • fDate
    25-27 Oct. 2012
  • Firstpage
    35
  • Lastpage
    38
  • Abstract
    Quantitative criteria enabling Bayesian inferences on the integrand conditioning over monotonicity intervals defined on integrand profiles obtained within the process of building the subrange binary tree associated to the numerical solution of a Riemann integral by automatic adaptive quadrature are derived. The theoretically obtained admissible relative variation bounds of the first order divided differences of the integrand around an abscissa belonging to the monotonicity interval put on firm ground previously reported empirical results.
  • Keywords
    Bayes methods; inference mechanisms; integration; numerical analysis; trees (mathematics); AAQ; BAAQ; Bayesian automatic adaptive quadrature; Bayesian inferences; Riemann integral; automatic adaptive quadrature; binary tree; monotonicity intervals; numerical solution; quantitative conditioning criteria; relative variation bounds; Bayesian inference; automatic adaptive quadrature; floating point degree of precision; integrand profile; local quadrature rule; subrange binary tree; well-conditioning criteria;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Tier 2 Federation Grid, Cloud & High Performance Computing Science (RO-LCG), 2012 5th Romania
  • Conference_Location
    Cluj-Napoca
  • Print_ISBN
    978-1-4673-2242-3
  • Type

    conf

  • Filename
    6528239