Geodesic
Principles of the Bayesian automatic adaptive quadrature
Numerical methods and programming, Tome 10 (2009) no. 4, pp. 391-397.

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The addition of Bayesian inference to the automatic adaptive quadrature scheme developed in QUADPACK (R. Piessens, E. deDoncker-Kapenga, C.W. Uberhuber, and D.K. Kahaner, QUADPACK, a quadrature package for automatic integration, Springer, Berlin, 1983) significantly increases the output reliability under the lack of \it a priori knowledge on the behavior of the function over the integration domain. In the present paper, we review the progress obtained until now along these lines. Keywords: numerical integration, automatic adaptive quadrature, integrand profile analysis, reliability, Bayesian inference
Keywords: numerical integration; automatic adaptive quadrature; integrand profile analysis; reliability; Bayesian inference. 
@article{VMP_2009_10_4_a4,
     author = {G. Adam and S. Adam},
     title = {Principles of the {Bayesian} automatic adaptive quadrature},
     journal = {Numerical methods and programming},
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     number = {4},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2009_10_4_a4/}
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G. Adam; S. Adam. Principles of the Bayesian automatic adaptive quadrature. Numerical methods and programming, Tome 10 (2009) no. 4, pp. 391-397. http://geodesic.mathdoc.fr/item/VMP_2009_10_4_a4/