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Bayesian quadrature, energy minimization and space-filling design

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Academic year: 2021

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Figure 3.1: BLUE weights (w ∗ i /|w ∗ i |) log 10 (max{|w ∗ i |, 1}) for x i = (i − 1)/(n − 1), i = 1,
Table 3.1: Energy E K (µ) and potential P µ (x) for dierent kernels K with µ uniform on X = [0, 1] ; P µ (x) = S µ (x) + S µ (1 − x) + T µ (x) ; S µ (·) is continuously dierentiable in (0, 1] , T µ = 0 when K is translation invariant
Figure 4.1: Squared exponential kernel K θ (x, x 0 ) = exp(−θkx −x 0 k 2 ) , d = 2 . Left: r [θ] (X n ) (4.5) as a function of θ when γ K (ξ n , µ) = p
Figure 5.1: Top left: X VD 140 = Supp(ξ (140) ) generated by (4.17, 4.18) with α n = 1/(n + 1) and θ = 10 in K 3/2,θ
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