Active Subspace Methods in Theory and Practice: Applications to Kriging Surfaces

Many multivariate functions in engineering models vary primarily along a few directions in the space of input parameters. When these directions correspond to coordinate directions, one may apply global sensitivity measures to determine the most influential parameters. However, these methods perform...

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Bibliographic Details
Main Authors: Constantine, Paul G., Wang, Qiqi, Dow, Eric A.
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Format: Article
Language:en_US
Published: Society for Industrial and Applied Mathematics 2014
Online Access:http://hdl.handle.net/1721.1/92546
https://orcid.org/0000-0001-9669-2563