HESSIAN-BASED SAMPLING FOR HIGH-DIMENSIONAL MODEL REDUCTION

DOI10.1615/Int.J.UncertaintyQuantification.2019028753zbMath1498.62106arXiv1809.10255MaRDI QIDQ5052353

Omar Ghattas, Peng Chen

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.10255

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62H12: Estimation in multivariate analysis

60-08: Computational methods for problems pertaining to probability theory

35J25: Boundary value problems for second-order elliptic equations