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...
Main Author: | Tchernychova, M |
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Other Authors: | Lyons, T |
Format: | Thesis |
Published: |
2016
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