On the positivity and magnitudes of Bayesian quadrature weights
Abstract
This article reviews and studies the properties of Bayesian quadrature weights, which strongly affect stability and robustness of the quadrature rule. Specifically, we investigate conditions that are needed to guarantee that the weights are positive or to bound their magnitudes. First, it is shown that the weights are positive in the univariate case if the design points locally minimise the posterior integral variance and the covariance kernel...
Paper Details
Title
On the positivity and magnitudes of Bayesian quadrature weights
Published Date
Oct 4, 2019
Journal
Volume
29
Issue
6
Pages
1317 - 1333
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