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math.NA2026
On the sample complexity of the active subspace method
Fabio Nobile, Matteo Raviola, Raúl Tempone
Active subspaces identify low-dimensional linear structure in high-dimensional parameter-to-output maps by estimating the dominant eigenspace of a gradient covariance operator. In…
math.NA2025
A function approximation algorithm using multilevel active subspaces
Fabio Nobile, Matteo Raviola, Raul Tempone
The Active Subspace (AS) method is a widely used technique for identifying the most influential directions in high-dimensional input spaces that affect the output of a computationa…