Frank-Wolfe Bayesian Quadrature: Probabilistic Integration with Theoretical Guarantees

François-Xavier Briol, Chris J. Oates, Mark A. Girolami, Michael A. Osborne. Frank-Wolfe Bayesian Quadrature: Probabilistic Integration with Theoretical Guarantees. In Corinna Cortes, Neil D. Lawrence, Daniel D. Lee, Masashi Sugiyama, Roman Garnett, editors, Advances in Neural Information Processing Systems 28: Annual Conference on Neural Information Processing Systems 2015, December 7-12, 2015, Montreal, Quebec, Canada. pages 1162-1170, 2015. [doi]

Abstract

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