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markvdw/numerical-integration.ipynb

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A notebook detailing multivariate Gauss-Hermite quadrature
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numerical-integration.ipynb
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@robinhzy
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Is the last equation for Multidimensional Gauss-Hermite quadrature? I think two "-" are missing. One is for exp(x^T x), and the other is for pi^(N/2).

@markvdw
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markvdw commented May 7, 2018

Yes, you are correct. I may edit this at some point in the future. :)

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