Inverse regression for ridge recovery: a data-driven approach for parameter reduction in computer experiments
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Publication:2302488
DOI10.1007/s11222-019-09876-yzbMath1436.62337arXiv1702.02227OpenAlexW2796445306MaRDI QIDQ2302488
R. Dennis Cook, Paul G. Constantine, Andrew Glaws
Publication date: 26 February 2020
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.02227
Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Artificial neural network based response surface for data-driven dimensional analysis, Likelihood-based surrogate dimension reduction, Sequential Learning of Active Subspaces, Embedded ridge approximations, Dimension Reduction via Gaussian Ridge Functions, Gaussian Quadrature and Polynomial Approximation for One-Dimensional Ridge Functions, A Lipschitz Matrix for Parameter Reduction in Computational Science, Gauss-Christoffel quadrature for inverse regression: applications to computer experiments
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