mined-package: mined package
In mined: Minimum Energy Designs
mined-package R Documentation
mined package
Description
Generate minimum energy design (MinED) samples from an unnormalized probability density function. The asymptotic distribution of MinED samples converges to the target distribution and therefore, MinED can be viewed as a deterministic sample from the target distribution. The details of MinED and the algorithm used for generating it can be found in Joseph, Dasgupta, Tuo, and Wu (2015) and Joseph, Wang, Gu, Lv, and Tuo (2019). This research is supported by a U.S. National Science Foundation grant DMS-1712642.
Details
Package: mined
Type: Package
Version: 1.0-3
Date: 2022-06-19
License: LGPL-2.1
Important functions in this package are: mined generates Minimum Energy Design samples from an unnormalized density function, SelectMinED selects Minimum Energy Design samples from candidate points, and Lattice generates good rank-1 lattice rules.
Author(s)
Dianpeng Wang and V. Roshan Joseph
Maintainer: Dianpeng Wang <wdp@bit.edu.cn>
References
Joseph, V. R., Dasgupta, T., Tuo, R., and Wu, C. F. J. (2015). "Sequential Exploration of Complex Surfaces Using Minimum Energy Designs". Technometrics, 57, 64-74.
Joseph, V. R., Wang, D., Gu, L., Lv, S., and Tuo, R. (2019). "Deterministic Sampling of Expensive Posteriors Using Minimum Energy Designs", Technometrics, 61, 297-308, arXiv:1712.08929, DOI:10.1080/00401706.2018.1552203.
mined documentation built on June 27, 2022, 1:06 a.m.
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| mined-package | R Documentation |
mined package
Description
Generate minimum energy design (MinED) samples from an unnormalized probability density function. The asymptotic distribution of MinED samples converges to the target distribution and therefore, MinED can be viewed as a deterministic sample from the target distribution. The details of MinED and the algorithm used for generating it can be found in Joseph, Dasgupta, Tuo, and Wu (2015) and Joseph, Wang, Gu, Lv, and Tuo (2019). This research is supported by a U.S. National Science Foundation grant DMS-1712642.
Details
| Package: | mined |
| Type: | Package |
| Version: | 1.0-3 |
| Date: | 2022-06-19 |
| License: | LGPL-2.1 |
Important functions in this package are: mined generates Minimum Energy Design samples from an unnormalized density function, SelectMinED selects Minimum Energy Design samples from candidate points, and Lattice generates good rank-1 lattice rules.
Author(s)
Dianpeng Wang and V. Roshan Joseph
Maintainer: Dianpeng Wang <wdp@bit.edu.cn>
References
Joseph, V. R., Dasgupta, T., Tuo, R., and Wu, C. F. J. (2015). "Sequential Exploration of Complex Surfaces Using Minimum Energy Designs". Technometrics, 57, 64-74.
Joseph, V. R., Wang, D., Gu, L., Lv, S., and Tuo, R. (2019). "Deterministic Sampling of Expensive Posteriors Using Minimum Energy Designs", Technometrics, 61, 297-308, arXiv:1712.08929, DOI:10.1080/00401706.2018.1552203.
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