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
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;
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