Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice

DOI10.1016/j.jcp.2016.05.040zbMath1349.62133MaRDI QIDQ726930

D. Kharzeev

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2016.05.040

zbMATH Keywords

high dimensionality; uncertainty quantification; sufficient dimension reduction; control variates; polynomial chaos; sliced inverse regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H25: Factor analysis and principal components; correspondence analysis

65C05: Monte Carlo methods