SubspaceInterp: Subspace interpolation

In rudazhang/gpsr: Gaussian Process Subspace Regression

Subspace interpolation

Description

Subspace interpolation

Usage

SubspaceInterp(theta, nr = l, method = "Lagrange")

Arguments

theta	New parameter point
nr	Number of (parameter, reduced basis) pairs used in the interpolation. Defaults to all observations.
method	Interpolation scheme, either "Lagrange" or "RBF" (for multiquadrics)

Details

It not clear from @Amsallem2008 and later papers that whether the reference point should be one of the interpolation points, but it is more reasonable to do than exclude it. The tangent vector of the reference point is identically zero.

Value

An orthonormal basis for the interpolated subspace.

Note

Require (thetaTrain, listXtrain)

References

@Amsallem2008

rudazhang/gpsr documentation built on March 11, 2023, 5:49 p.m.