ea_phi_multiGaussian_DL_LB: Obtain the global lower bound for phi function

In rchan26/hierarchicalFusion: Divide-and-Conquer Monte Carlo Fusion

Obtain the global lower bound for phi function

Description

Finds the global bound of the phi function between a given interval

Usage

ea_phi_multiGaussian_DL_LB(mu, inv_Sigma, beta, precondition_mat)

Arguments

mu	vector of length dim for mean
inv_Sigma	dim x dim inverse covariance matrix
beta	real value
precondition_mat	dim x dim precondition matrix

Value

The global lower bound of phi

rchan26/hierarchicalFusion documentation built on Sept. 11, 2022, 10:30 p.m.