2 papers
stat.CO2017
Exact active subspace Metropolis-Hastings, with applications to the Lorenz-96 system
Ingmar Schuster, Paul G. Constantine, T. J. Sullivan
We consider the application of active subspaces to inform a Metropolis-Hastings algorithm, thereby aggressively reducing the computational dimension of the sampling problem. We sho…
math.NA2016
A randomized algorithm for enumerating zonotope vertices
Kerrek Stinson, David F. Gleich, Paul G. Constantine
We propose a randomized algorithm for enumerating the vertices of a zonotope, which is a low-dimensional linear projection of a hypercube. The algorithm produces a pair of the zono…