Caratheodory cubature measures

<p>We introduce an efficient algorithm for computing Carathéodory cubature measures, which are defined as interpolatory cubature measures with positive weights, whose cardinality grows polynomially with dimension, as proved in [16]. We discuss two Carathéodory cubature problem formulations. Bo...

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Bibliographic Details
Main Author: Tchernychova, M
Other Authors: Lyons, T
Format: Thesis
Published: 2016