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In numerical integration, cubature methods are effective, especially when the integrands can be well-approximated by known test functions, such as polynomials.
Über den variabilitätsbereich der koeffizienten von potenzreihen, die gegebene werte nicht annehmen, Mathematische Annalen
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The Monte Carlo method, Journal of the American Statistical Association
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Formules de cubature mécanique à coefficients non négatifs, Bulletin des Sciences Mathématiques
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The generation of convex hulls, Mathematische Annalen
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Monomial cubature rules since “Stroud”: a compilation, Journal of Computational and Applied Mathematics
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Depth functions based on a number of observations of a random vector, Working paper 07–29, Statistics and Econometrics Series, Universidad Carlos III de Madrid, available from http://econpapers.repec.org/paper/ctewsrepe/
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Extensions of Gauss quadrature via linear programming, Foundations of Computational Mathematics
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Compression of multivariate discrete measures and applications, Numerical Functional Analysis and Optimization
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Carathéodory cubature measures
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Monte Carlo with determinantal point processes, arXiv preprint arXiv:1605.00361
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A new quasi-Monte Carlo technique based on nonnegative least squares and approximate Fekete points, Numerical Mathematics: Theory, Methods and Applications
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Stable high-order quadrature rules with equidistant points, Journal of computational and applied mathematics
[] Huybrechs, D. (2009) · 2009
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High order recombination and an application to cubature on wiener space, The Annals of Applied Probability
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High-dimensional integration: The quasi-Monte Carlo way, Acta Numerica
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QMC designs and determinantal point processes, International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
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Euclidean Design Theory
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