Many functions of interest have significant weight in only a few regions. For example, most of the contributions to an integral of a simple Gaussian are located near the central peak. In a simple ...

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We will show that in some cases Gaussian rules can be constructed with respect to an oscillatory weight, yielding methods with complex quadrature nodes and positive weights. These rules are well ...

The basic idea in Gauss-Hermite Quadrature is that we can evaluate an integral of the form of the product of some function $f(x)$ and a `weighting function' $p(x)$ as ...

According to the Central Limit Theorem a Gaussian Kernel can be approximated by convoloving Box Kernel over and over. Box Blur by a Box Kernel can efficiently implemented using Integral Images (Summed ...