Discovering Active Subspaces for High-Dimensional Computer Models
From MaRDI portal
Cites work
- A Multiple-Index Model and Dimension Reduction
- A review on dimension reduction
- Accelerating Markov chain Monte Carlo with active subspaces
- Active subspace methods in theory and practice: applications to kriging surfaces
- Active subspaces. Emerging ideas for dimension reduction in parameter studies
- Adaptive hinging hyperplanes and its applications in dynamic system identification
- Bayesian calibration of computer models. (With discussion)
- Canonical piecewise-linear approximations
- Deep UQ: learning deep neural network surrogate models for high dimensional uncertainty quantification
- Discovering an active subspace in a single‐diode solar cell model
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- scientific article; zbMATH DE number 131054 (Why is no real title available?)
- Inference for multivariate normal mixtures
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Mixture Densities, Maximum Likelihood and the EM Algorithm
- Multivariate adaptive regression splines
- Optimal Latin-hypercube designs for computer experiments
- Robust Bayesian analysis: sensitivity to the prior
- Sequential Learning of Active Subspaces
- Sliced Inverse Regression for Dimension Reduction
- Space and space-time modeling using process convolutions
- Sparse inverse covariance estimation with the graphical lasso
- Surrogate assisted active subspace and active subspace assisted surrogate -- a new paradigm for high dimensional structural reliability analysis
- Time‐dependent global sensitivity analysis with active subspaces for a lithium ion battery model
- Why piecewise linear functions are dense in C[0,1]
This page was built for publication: Discovering Active Subspaces for High-Dimensional Computer Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6968492)
