Timeline for Numerical spherical integration
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Mar 3, 2018 at 10:14 | comment | added | Stéphane Laurent |
You can use the SphericalCubature package for R.
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| Apr 9, 2014 at 13:55 | answer | added | Aksakal almost surely binary | timeline score: 1 | |
| Apr 9, 2014 at 5:05 | history | tweeted | twitter.com/#!/StackSciComp/status/453760712490647552 | ||
| Apr 9, 2014 at 2:23 | comment | added | Nick Alger | In high dimensions a standard normal distribution concentrates highly on the surface of the sphere, so if you don't need an exact answer you could integrate $f(x)e^{-|x|^2}dx$ over a box containing the sphere instead of the sphere itself, perhaps using sparse grids. | |
| Apr 8, 2014 at 23:16 | comment | added | Daniel Shapero | You can look up quasi-Monte Carlo, which has $O(N^{-1})$ convergence instead of $O(N^{-1/2})$, or sparse quadrature. | |
| Apr 8, 2014 at 22:06 | comment | added | Aksakal almost surely binary | why not monte carlo? once $d-1>>1$ it'll be difficult to integrate by other means. | |
| Apr 8, 2014 at 21:14 | history | asked | Memming | CC BY-SA 3.0 |