max_integrand_edm

Optimizes the integrand of the distance in measure criterion.

Computes pseudo-realizations from the posterior distribution of a Gaussian Process (GP) with the method described in Azzimonti et al. (2016) <doi:10.1137/141000749>. The realizations are obtained from simulations of the field at few well chosen points that minimize the expected distance in measure between the true excursion set of the field and the approximate one. Also implements a R interface for (the main function of) Distance Transform of sampled Functions (<https://cs.brown.edu/people/pfelzens/dt/index.html>).

Dario Azzimonti

pGPx

Pseudo-Realizations for Gaussian Process Excursions

Julien Bect

Pedro Felzenszwalb

max_integrand_edm function

<dl><dt>lower</dt>
<dd>a \(d\) dimensional vector containing the lower bounds for the optimization</dd>
<dt>upper</dt>
<dd>a \(d\) dimensional vector containing the upper bounds for the optimization</dd>
<dt>batchsize</dt>
<dd>number of simulations points to find</dd>
<dt>alpha</dt>
<dd>value of Vorob'ev threshold</dd>
<dt>Thresh</dt>
<dd>threshold value</dd>
<dt>model</dt>
<dd>a km model</dd>
<dt>verb</dt>
<dd>an integer to choose the level of verbosity</dd></dl>

Arguments

Maximize the integrand distance in measure criterion — max_integrand_edm

<dl>

<dt>lower</dt>
<dd>a \(d\) dimensional vector containing the lower bounds for the optimization</dd>


<dt>upper</dt>
<dd>a \(d\) dimensional vector containing the upper bounds for the optimization</dd>


<dt>batchsize</dt>
<dd>number of simulations points to find</dd>


<dt>alpha</dt>
<dd>value of Vorob'ev threshold</dd>


<dt>Thresh</dt>
<dd>threshold value</dd>


<dt>model</dt>
<dd>a km model</dd>


<dt>verb</dt>
<dd>an integer to choose the level of verbosity</dd>

</dl>

max_integrand_edm: Maximize the integrand distance in measure criterion

Description

Usage

Value

Arguments

References