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I'm after a reference for an integral. In particular, I am looking a way to approximate or calculate the following: $$ \int \limits_{\| \theta \|_2 = 1} e^{(-(\theta - \mu)^T \Sigma (\theta - \mu))} ...

One of Grothendieck's dicta about algebraic geometry is to consider "the relative situation", where one doesn't consider the category of schemes but of schemes over a fixed base scheme. In Bayesian ...