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example_ZCB
example_change-of-measure
example_global-illumination
functions
README.md

README.md

bc-symmetry-exploits

This repository contains the MATLAB codes for the article "Symmetry exploits for Bayesian cubature methods" by Toni Karvonen, Simo Särkkä and Chris Oates:

https://arxiv.org/abs/1809.10227

CONTACT: toni.karvonen@aalto.fi

Usage

Clone or download the repository and add functions directory to your MATLAB search path. The three numerical experiments of the article are in separate directories.

Contributors

Most of the code is written by the authors and some parts have been released previously in https://github.com/tskarvone/fskq.

The function functions/fss.m is partly based on a MATLAB Central answer by Bruno Luong, functions/nsumk.m is by Peter Cotton (https://se.mathworks.com/matlabcentral/fileexchange/28340-nsumk) and functions/spgetseq.m is taken from the Sparse Grid Interpolation Toolbox by Andreas Klimke.

The functions in example_global-illumination/ are based on the code provided to the authors by Ricardo Marques.