max_integrand_edm {pGPx} | R Documentation |
Optimizes the integrand of the distance in measure criterion.
max_integrand_edm(
lower,
upper,
batchsize,
alpha = 0.5,
Thresh,
model,
verb = 1
)
lower |
a |
upper |
a |
batchsize |
number of simulations points to find |
alpha |
value of Vorob'ev threshold |
Thresh |
threshold value |
model |
a km model |
verb |
an integer to choose the level of verbosity |
A list containing
par
a matrix batchsize*d
containing the optimal points
value
a vector of length batchsize
with the value of the criterion after each optimization
fcount
count of the number of criterion evaluations
Azzimonti D. F., Bect J., Chevalier C. and Ginsbourger D. (2016). Quantifying uncertainties on excursion sets under a Gaussian random field prior. SIAM/ASA Journal on Uncertainty Quantification, 4(1):850–874.
Azzimonti, D. (2016). Contributions to Bayesian set estimation relying on random field priors. PhD thesis, University of Bern.