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math.PR2019★ 3 cited
Generalized bounds for active subspaces
Mario Teixeira Parente, Jonas Wallin, Barbara Wohlmuth
In this article, we consider scenarios in which traditional estimates for the active subspace method based on probabilistic Poincaré inequalities are not valid due to unbounded Poi…
math.PR2018★ 1 cited
A probabilistic framework for approximating functions in active subspaces
Mario Teixeira Parente
This paper develops a comprehensive probabilistic setup to compute approximating functions in active subspaces. Constantine et al. proposed the active subspace method in (Constanti…