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Enable Support for Functional Infinite Parameters (e.g., Random Fields) #95

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pulsipher opened this issue Feb 10, 2021 · 0 comments
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enhancement New feature or request modeling Something to do with our infinite model capabilities

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Using random field theory in combination with infinite-dimensional optimization denotes an interesting new class of optimization problems with diverse application. This generally corresponds to the case when an infinite parameter is supported over a certain domain (i.e., is a function that depends on other infinite parameters). Random fields present an interesting application of this where essentially we'll have a random function ξ(d) ∈ D_ξ where d ∈ D (e.g., ξ(t) a random function of time). This would enable the use of Gaussian random fields (e.g., Gaussian processes) to be used as infinite domains.

@pulsipher pulsipher added the enhancement New feature or request label Feb 10, 2021
@pulsipher pulsipher added the modeling Something to do with our infinite model capabilities label Jan 6, 2022
@pulsipher pulsipher added this to the v0.6 milestone Jan 6, 2022
@pulsipher pulsipher removed this from the v0.6 milestone Jul 11, 2024
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Labels
enhancement New feature or request modeling Something to do with our infinite model capabilities
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