Generating Nested Quadrature Rules with Positive Weights based on Arbitrary Sample Sets

L. M. M. van den Bos, Benjamin Sanderse, Wim Bierbooms, G. J. W. van Bussel. Generating Nested Quadrature Rules with Positive Weights based on Arbitrary Sample Sets. SIAM/ASA J. Uncertain. Quantification, 8(1):139-169, 2020. [doi]

Abstract

Abstract is missing.