Examples

The examples are scripts in the repository examples/ directory. The pages below document stable examples with one representative result figure, the quantities computed by the script, and the API objects used.

Example sequence

1. example01 defines computer experiments and constraints.

2. example02 constructs Matérn models, selects parameters, predicts, and diagnoses the result.

3. example04 handles noisy observations by passing observation-noise variances through the input matrix.

4. example10 runs expected improvement on a fixed grid.

5. example11 replaces the fixed grid by an SMC particle set.

6. example20 applies relaxed GP remodeling for a threshold-oriented target.

7. example30 and example31 estimate excursion sets with fixed-grid and BSS-style search procedures.

8. example40 and example41 estimate inverse images of output boxes.

• Example 01: computer experiments
• Example 02: models, diagnostics, and prediction
• Example 04: noisy sequential prediction
• Example 10: expected improvement on a fixed grid
• Example 11: expected improvement with SMC search
• Example 20: relaxed Gaussian process
• Example 30: excursion set on a fixed grid
• Example 31: excursion set with BSS-style SMC search
• Example 40: set inversion on a fixed grid
• Example 41: set inversion with BSS-style particles