Gauss-Christoffel quadrature for inverse regression: applications to computer experiments

DOI10.1007/s11222-018-9816-4zbMath1430.62014arXiv1710.01372OpenAlexW2962822862WikidataQ129711106 ScholiaQ129711106MaRDI QIDQ2329776

Andrew Glaws, Paul G. Constantine

Publication date: 18 October 2019

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.01372

zbMATH Keywords

numerical integrationorthogonal polynomialssufficient dimension reductionsliced average variance estimationsliced inverse regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Linear inference, regression (62J99) Numerical integration (65D30)

Related Items (2)

Embedded ridge approximations ⋮ Inverse regression for ridge recovery: a data-driven approach for parameter reduction in computer experiments

Uses Software

• Virtual library

Cites Work

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