Multifidelity Dimension Reduction via Active Subspaces
From MaRDI portal
Publication:5107797
DOI10.1137/18M1214123MaRDI QIDQ5107797
Youssef M. Marzouk, Karen Willcox, Remi R. Lam, Olivier Zahm
Publication date: 28 April 2020
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.05567
dimension reduction; intrinsic dimension; control variate; multifidelity; effective rank; active subspace; matrix Bernstein inequality; gradient-based
41A63: Multidimensional problems
65Dxx: Numerical approximation and computational geometry (primarily algorithms)
41A30: Approximation by other special function classes
Related Items
Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems, Adaptive and Implicit Regularization for Matrix Completion, Nonlinear Level Set Learning for Function Approximation on Sparse Data with Applications to Parametric Differential Equations, Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix, Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction, Embedded ridge approximations, Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian processes, Bayesian inverse regression for supervised dimension reduction with small datasets
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Basis adaptation in homogeneous chaos spaces
- An efficient surrogate-based method for computing rare failure probability
- Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance
- Evaluation of failure probability via surrogate models
- Learning non-parametric basis independent models from point queries via low-rank methods
- Data-driven combined state and parameter reduction for inverse problems
- Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models
- Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction
- Multifidelity importance sampling
- Accelerating Markov Chain Monte Carlo with Active Subspaces
- Optimal Model Management for Multifidelity Monte Carlo Estimation
- Active Subspace Methods in Theory and Practice: Applications to Kriging Surfaces
- Likelihood-informed dimension reduction for nonlinear inverse problems
- Active Subspaces
- Parameter and State Model Reduction for Large-Scale Statistical Inverse Problems
- Exploring Regression Structure Using Nonparametric Functional Estimation
- Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices
- Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals
- Multilevel Monte Carlo Path Simulation
- Multilevel Estimation of Rare Events
- A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Multi-fidelity optimization via surrogate modelling
- Sliced Inverse Regression for Dimension Reduction
- Multi-Level Adaptive Solutions to Boundary-Value Problems
- Solution of inverse problems in elasticity imaging using the adjoint method
- A Multigrid Tutorial, Second Edition
- Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
- A Probabilistic Subspace Bound with Application to Active Subspaces
- Time‐dependent global sensitivity analysis with active subspaces for a lithium ion battery model
- Certified dimension reduction in nonlinear Bayesian inverse problems
- Gradient-Based Dimension Reduction of Multivariate Vector-Valued Functions
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
- An Introduction to Matrix Concentration Inequalities
