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Computation of moments of transformed random variables is a problem appearing in many engineering applications.
Application of statistical filter theory to the optimal estimation of position and velocity on board a circumlunar vehicle
G. L. Smith, S. F. Schmidt, and L. A. McGee · 1962
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Construction of fully symmetric numerical integration formulas
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Gaussian Process Priors With Uncertain Inputs Application to Multiple-Step Ahead Time Series Forecasting
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Y. Wu, D. Hu, M. Wu, and X. Hu · 2006
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Active Learning of Model Evidence Using Bayesian Quadrature
M. A. Osborne, C. E. Rasmussen, D. K. Duvenaud, R. Garnett, and S. J. Roberts · 2012
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Moment Estimation Using a Marginalized Transform
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