pGPx

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Pseudo-Realizations for Gaussian Process Excursions

Dario Filippo Azzimonti

Last update: 23 August 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.2, 0.1.3, 0.1.0, 0.1.1, 0.1.4

Description

Computes pseudo-realizations from the posterior distribution of a Gaussian Process (GP) with the method described in Azzimonti et al. (2016) <doi:10.1137/141000749>. The realizations are obtained from simulations of the field at few well chosen points that minimize the expected distance in measure between the true excursion set of the field and the approximate one. Also implements a R interface for (the main function of) Distance Transform of sampled Functions (<https://cs.brown.edu/people/pfelzens/dt/index.html>).

Cites work

• Quantifying Uncertainties on Excursion Sets Under a Gaussian Random Field Prior

Cited In (1)

• profExtrema

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