A Lipschitz Matrix for Parameter Reduction in Computational Science
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Publication:4997385
DOI10.1137/20M1364850MaRDI QIDQ4997385
Paul G. Constantine, Jeffrey Hokanson
Publication date: 29 June 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.00105
information-based complexity; uncertainty quantification; ridge function; design of computer experiments; parameter reduction; Lipschitz matrix
62K05: Optimal statistical designs
68Q25: Analysis of algorithms and problem complexity
26B35: Special properties of functions of several variables, Hölder conditions, etc.
68-XX: Computer science
Uses Software