Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add the Two-Dimensional Polynomial Function from Currin et al. (1991) #338

Open
damar-wicaksono opened this issue Jan 16, 2024 · 0 comments
Labels
documentation Improvements or additions to documentation enhancement New feature or request uq-test-function New test function to the code base

Comments

@damar-wicaksono
Copy link
Owner

damar-wicaksono commented Jan 16, 2024

The function was introduced in Currin et al. (1991)1 as a test function for a metamodeling exercise. The function is a two-dimensional polynomial function defined as follows:

$$ \mathcal{M}(\boldsymbol{x}) = 4.90 + 21.15 x_1 - 2.17 x_2 - 15.88 x_1^2 - 1.38 x_2^2 - 5.26 x_1 x_2, $$

where $\boldsymbol{x} = \{ x_1, x_2 \}$ is the vector of input variables modeled as an independent uniform random vector in $[0, 1]^2$.

Footnotes

  1. C. Currin, T. Mitchell, M. Morris, and D. Ylvisaker, “Bayesian Prediction of Deterministic Functions, with Applications to the Design and Analysis of Computer Experiments,” Journal of the American Statistical Association, vol. 86, no. 416, pp. 953–963, 1991, doi: 10.2307/2290511.

@damar-wicaksono damar-wicaksono added documentation Improvements or additions to documentation enhancement New feature or request uq-test-function New test function to the code base labels Jan 16, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
documentation Improvements or additions to documentation enhancement New feature or request uq-test-function New test function to the code base
Projects
None yet
Development

No branches or pull requests

1 participant