Assessing linearity in high dimensions.

DOI10.1214/aos/1016120362zbMath1106.65306OpenAlexW1978975983MaRDI QIDQ1848767

Art B. Owen

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1016120362

zbMATH Keywords

Monte Carlofunction miningquasi-regressionComputer experimentquasi- interpolationtractability.

Mathematics Subject Classification ID

Algorithms for approximation of functions (65D15) Complexity and performance of numerical algorithms (65Y20)

Related Items (9)

Quasi-regression with shrinkage ⋮ Quasi-regression ⋮ Unbiased quasi-regression ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Survey of modeling and optimization strategies to solve high-dimensional design problems with computationally-expensive black-box functions ⋮ Unbiased generalized quasi-regression ⋮ On the convergence of the quasi-regression method: polynomial chaos and regularity ⋮ AMERICAN OPTION PRICING WITH REGRESSION: CONVERGENCE ANALYSIS ⋮ Generalized Quasi-Regression

Uses Software

• bootstrap

Cites Work

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• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Quasi-regression
• Integration and approximation in arbitrary dimensions
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Algorithms for Computing the Sample Variance: Analysis and Recommendations
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• A Natural Formulation of Quasi-Interpolation by Multivariate Splines

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