nbayesquad

probnum.quad.nbayesquad(fun, fun0, domain, nevals=None, type=None, **kwargs)[source]

N-dimensional Bayesian quadrature.

Parameters:
  • fun (function) – Function to be integrated.
  • fun0 (RandomProcess) – Stochastic process modelling the function to be integrated.
  • domain (ndarray) – Domain of integration.
  • nevals (int) – Number of function evaluations.
  • type (str) –

    Type of Bayesian quadrature to use. The available options are

    vanilla vanilla
    WASABI wasabi
  • kwargs (optional) – Keyword arguments passed on.
Returns:

  • F (RandomVariable) – The integral of func on the domain.
  • fun0 (RandomProcess) – Stochastic process modelling the function to be integrated after neval observations.
  • info (dict) – Information on the performance of the method.

References

See also

bayesquad()
1-dimensional Bayesian quadrature.