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.