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Comment on “Probabilistic integration: a role in statistical computation?”. (English) Zbl 1420.62139
Summary: Probabilistic integration provides a criterion for stopping a simulation when a specified error tolerance is satisfied with high confidence. We comment on some of the modeling assumptions and implementation issues involved in designing an automatic Bayesian cubature.
Comment on [F.-X. Briol et al., ibid. 34, No. 1, 1–22 (2019; Zbl 1420.62135)].

MSC:
62G05 Nonparametric estimation
65D30 Numerical integration
65C60 Computational problems in statistics (MSC2010)
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