integrand_edm_crit {pGPx}

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.