A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems

Katiana Kontolati, Dimitrios Loukrezis, Dimitris G. Giovanis +2

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stoc…