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Given a discrete probability measure supported on $N$ atoms and a set of $n$ real-valued functions, there exists a probability measure that is supported on a subset of $n+1$ of the original $N$ atoms and has the same mean when integrated against each of the $n$ functions.
The relations connecting the angle-sums and volume of a polytope in space of n dimensions
D. M. Y. Sommerville · 1927
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Formules de cubature mécanique à coefficients non négatifs
V. Tchakaloff · 1957
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A problem in geometric probability
James G Wendel · 1962
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Philip J. Davis · 1967
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Jeff M Phillips · 2016
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