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Exact integration in integrated variance acquisition

Open marpulli opened this issue 6 years ago • 0 comments

Investigate whether we can use BQ package to do integral of variance in integrated variance acquisition function in experimental design for uniform integration measure in with constant integration bounds. We currently use monte carlo integration which we should keep for when we can't integrate the GP exactly.

marpulli avatar Dec 04 '18 15:12 marpulli