Abstract
Probabilistic integration provides a criterion for stopping a simulation when a specified error tolerance is satisfied with high confidence. We comment on some of the modeling assumptions and implementation issues involved in designing an automatic Bayesian cubature.
Citation
Fred J. Hickernell. R. Jagadeeswaran. "Comment on “Probabilistic Integration: A Role in Statistical Computation?”." Statist. Sci. 34 (1) 23 - 28, February 2019. https://doi.org/10.1214/18-STS685
