Gradient-Free Construction of Active Subspaces for Dimension Reduction in Complex Models with Applications to Neutronics

DOI10.1137/16M1075119zbMath1453.62561OpenAlexW2909433447WikidataQ128558660 ScholiaQ128558660MaRDI QIDQ5228351

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Publication date: 12 August 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1075119

zbMATH Keywords

gradient-free active subspacesneutronics applications

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Multivariate analysis (62H99) Factor analysis and principal components; correspondence analysis (62H25)

Related Items (3)

Generalized bounds for active subspaces ⋮ Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space ⋮ An improved sufficient dimension reduction-based kriging modeling method for high-dimensional evaluation-expensive problems

Uses Software

• SCALE
• COBRA-TF

Cites Work

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• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• Gradient free active subspace construction using Morris screening elementary effects
• Principal component analysis.
• Information criteria and statistical modeling.
• Active Subspaces
• A GRADIENT-BASED SAMPLING APPROACH FOR DIMENSION REDUCTION OF PARTIAL DIFFERENTIAL EQUATIONS WITH STOCHASTIC COEFFICIENTS
• REDUCED ORDER MODELING FOR NONLINEAR MULTI-COMPONENT MODELS

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