Importance Gaussian Quadrature

Anti-Gaussian quadrature formulas

An anti-Gaussian quadrature formula is an (n+ 1)-point formula of degree 2n− 1 which integrates polynomials of degree up to 2n+ 1 with an error equal in magnitude but of opposite sign to that of the n-point Gaussian formula. Its intended application is to estimate the error incurred in Gaussian integration by halving the difference between the results obtained from the two formulas. We show tha...

The Gaussian Quadrature Method

Trigonometric and Gaussian Quadrature

Some relationships are established between trigonometric quadrature and various classical quadrature formulas. In particular Gauss-Legendre quadrature is shown to be a limiting case of trigonometric quadrature. In an earlier paper [1] it was noted that there exist trigonometric and exponential analogs of Gaussian quadrature formulas. We now extend those results to show several interesting featu...

Gaussian Quadrature Based Expectation Propagation

Gaussian Quadrature for Kernel Features

Kernel methods have recently attracted resurgent interest, showing performance competitive with deep neural networks in tasks such as speech recognition. The random Fourier features map is a technique commonly used to scale up kernel machines, but employing the randomized feature map means that O(ε-2) samples are required to achieve an approximation error of at most ε. We investigate some alter...