integrand_edm_crit: Integrand of the distance in measure criterion

In pGPx: Pseudo-Realizations for Gaussian Process Excursions

Integrand of the distance in measure criterion

Description

Computes the integrand of the distance in measure criterion.

Usage

integrand_edm_crit(
  x,
  E,
  model,
  Thresh,
  batchsize,
  alpha,
  predE,
  predx = NULL,
  precalc.data = NULL
)

Arguments

x	vector of dimension d representing the ith point where to compute the criterion
E	matrix of dimension d*(i-1) containing the previously optimized simulation points
model	km model
Thresh	threshold selected for excursion set
batchsize	number of simulation points
alpha	value of Vorob'ev threshold
predE	list containing the posterior mean and standard deviation at E
predx	list containing the posterior mean and standard deviation at x
precalc.data	list result of precomputeUpdateData with model and x.

Value

the value of the integrand at x

References

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.

pGPx documentation built on Aug. 23, 2023, 5:09 p.m.