Mini-Minimax Uncertainty Quantification for Emulators

DOI10.1137/130917909zbMath1338.65026arXiv1303.3079OpenAlexW1535538000MaRDI QIDQ2945172

Jeffrey Regier, Philip B. Stark

Publication date: 9 September 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.3079

zbMATH Keywords

emulatorminimaxinformation-based complexityLipschitzmetamodelsurrogate function

Mathematics Subject Classification ID

Related Items (1)

A Lipschitz Matrix for Parameter Reduction in Computational Science

Uses Software

• mlegp
• mda
• Virtual library

Cites Work

• Survey of modeling and optimization strategies to solve high-dimensional design problems with computationally-expensive black-box functions
• A probabilistic construction of model validation
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Derivative-based global sensitivity measures: general links with Sobol' indices and numerical tests
• Do Linear Problems Have Linear Optimal Algorithms?
• The Mono- and Bichromatic Empty Rectangle and Square Problems in All Dimensions
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