profExtrema

Computation and plots of profile extrema functions. The package main functions are:

Computation:

Plotting:

Note

This work was supported in part the Hasler Foundation, grant number 16065 and by the Swiss National Science Foundation, grant number 167199. The author warmly thanks David Ginsbourger, Jérémy Rohmer and Déborah Idier for fruitful discussions and accurate, thought provoking suggestions.

References

Azzimonti, D., Bect, J., Chevalier, C., and Ginsbourger, D. (2016). Quantifying uncertainties on excursion sets under a Gaussian random field prior. SIAM/ASA Journal on Uncertainty Quantification, 4(1):850–874.

Azzimonti, D., Ginsbourger, D., Rohmer, J. and Idier, D. (2017+). Profile extrema for visualizing and quantifying uncertainties on excursion regions. Application to coastal flooding. arXiv:1710.00688.

Chevalier, C. (2013). Fast uncertainty reduction strategies relying on Gaussian process models. PhD thesis, University of Bern.

Chevalier, C., Picheny, V., Ginsbourger, D. (2014). An efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging. Computational Statistics & Data Analysis, 71: 1021-1034.

Johnson, S. G. The NLopt nonlinear-optimization package, http://ab-initio.mit.edu/nlopt

Koenker, R. (2017). quantreg: Quantile Regression. R package version 5.33.

Nocedal, J. and Wright, S. J. (2006). Numerical Optimization, second edition. Springer- Verlag, New York.

Neuwirth, E. (2014). RColorBrewer: ColorBrewer Palettes. R package version 1.1-2.

Roustant, O., Ginsbourger, D., Deville, Y. (2012). DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization. Journal of Statistical Software, 51(1): 1-55.