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20092019
most citedActive subspace methods in theory and practice: applications to kriging surfaces

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math.NA2019★ 3 cited

A Lipschitz Matrix for Parameter Reduction in Computational Science

Jeffrey M. Hokanson, Paul G. Constantine

We introduce the Lipschitz matrix: a generalization of the scalar Lipschitz constant for functions with many inputs. Among the Lipschitz matrices compatible a particular function,…