Multifidelity Dimension Reduction via Active Subspaces
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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 reductionintrinsic dimensioncontrol variatemultifidelityeffective rankactive subspacematrix Bernstein inequalitygradient-based
Multidimensional problems (41A63) Numerical approximation and computational geometry (primarily algorithms) (65Dxx) Approximation by other special function classes (41A30)
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Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix ⋮ Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems ⋮ Adaptive and Implicit Regularization for Matrix Completion ⋮ Multi‐fidelity data fusion through parameter space reduction with applications to automotive engineering ⋮ Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction ⋮ Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian processes ⋮ Embedded ridge approximations ⋮ Bayesian inverse regression for supervised dimension reduction with small datasets ⋮ Nonlinear Level Set Learning for Function Approximation on Sparse Data with Applications to Parametric Differential Equations
Uses Software
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