Bayesian Probabilistic Numerical Integration with Tree-Based Models

1 code implementation • NeurIPS 2020 • Harrison Zhu, Xing Liu, Ruya Kang, Zhichao Shen, Seth Flaxman, François-Xavier Briol

The advantages and disadvantages of this new methodology are highlighted on a set of benchmark tests including the Genz functions, and on a Bayesian survey design problem.

Numerical Integration