Constancy maximization based weight optimization in high dimensional model representation

DOI10.1007/s11075-009-9291-2zbMath1178.65014MaRDI QIDQ1039282

Metin Demiralp, Burcu Tunga

Publication date: 27 November 2009

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-009-9291-2

zbMATH Keywords

numerical examples; multivariate functions; high dimensional model representation; weight optimization; constancy maximization

Mathematics Subject Classification ID

65D15: Algorithms for approximation of functions

Related Items

Multivariate data modelling through piecewise generalized HDMR method, Fluctuation free multivariate integration based logarithmic HDMR in multivariate function representation, A fluctuation removal based univariate integration over prescribed nodes: certain important aspects of one node fluctuation free integration, A fluctuation removal based univariate integration over prescribed nodes. One node fluctuation free integration under higher order set of conditions with an extension to multinode case, An approximation method to model multivariate interpolation problems: indexing HDMR, Constancy maximization based weight optimization in high dimensional model representation for multivariate functions, Weight optimization in HDMR with perturbation expansion method

Uses Software

• MuPAD

Cites Work

• A factorized high dimensional model representation on the nodes of a finite hyperprismatic regular grid
• Analysing DSGE models with global sensitivity analysis
• Bound analysis in univariately truncated generalized high dimensional model representation for random-data partitioning: Interval GHDMR
• General foundations of high-dimensional model representations
• Efficient input-output model representations
• Computational complexity investigations for high-dimensional model representation algorithms used in multivariate interpolation problems
• A Factorized High Dimensional Model Representation on the Partitioned Random Discrete Data
• Efficient implementation of high dimensional model representations
• High dimensional model representations generated from low dimensional data samples. I: mp-cut-HDMR
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