I see this script is adapted from the code for the paper PES, and these two lines are not modified. I see that b is from a uniform distribution in (0, 2*pi), however, I do not understand how this W comes from? why can we element-wise multiply the square root of l the length scale ?
https://github.com/zi-w/Max-value-Entropy-Search/blob/8601220334507d210c7d5010569df75f48cd4eae/utils/sampleMaximumValues.m#L31-L32
Dear Dr. Wang,
I see this script is adapted from the code for the paper PES, and these two lines are not modified. I see that
bis from a uniform distribution in (0, 2*pi), however, I do not understand how thisWcomes from? why can we element-wise multiply the square root oflthe length scale ?Thank you for your time and help in advance.