I want to compute the value of the following integral: $$\int_{r\in\mathbb{R}^d: \|\|r\|\|\le 1} \exp(a^Tr)dr$$.
In particular, $a$ is the coefficient and the norm $\|\|\cdot\|\|$ could be the general norm function instead of $2$-norm.
I want to compute the value of the following integral: $$\int_{r\in\mathbb{R}^d: \|\|r\|\|\le 1} \exp(a^Tr)dr$$.
In particular, $a$ is the coefficient and the norm $\|\|\cdot\|\|$ could be the general norm function instead of $2$-norm.