Positively weighted kernel quadrature via subsampling
We study kernel quadrature rules with convex weights. Our approach combines the spectral properties of the kernel with recombination results about point measures. This results in effective algorithms that construct convex quadrature rules using only access to i.i.d. samples from the underlying measu...
| Main Authors: | , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
Curran Associates
2023
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