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February 22, 2022 09:29
A notebook detailing multivariate Gauss-Hermite quadrature
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Yes, you are correct. I may edit this at some point in the future. :)
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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).