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This paper develops a comprehensive probabilistic setup to compute approximating functions in active subspaces. Constantine et al. proposed the active subspace method in (Constantine et al., 2014) to reduce the dimension of computational…

Probability · Mathematics 2019-04-09 Mario Teixeira Parente

We propose a data-driven approach to solve multiscale elliptic PDEs with random coefficients based on the intrinsic low dimension structure of the underlying elliptic differential operators. Our method consists of offline and online stages.…

Numerical Analysis · Mathematics 2019-07-02 Sijing Li , Zhiwen Zhang , Hongkai Zhao

This paper addresses the problem of mapping high-dimensional data to a low-dimensional space, in the presence of other known features. This problem is ubiquitous in science and engineering as there are often controllable/measurable features…

Machine Learning · Statistics 2024-01-01 Anh Tuan Bui

In many situations across computational science and engineering, multiple computational models are available that describe a system of interest. These different models have varying evaluation costs and varying fidelities. Typically, a…

Numerical Analysis · Mathematics 2018-06-29 Benjamin Peherstorfer , Karen Willcox , Max Gunzburger

Latent variable models represent a useful tool for the analysis of complex data when the constructs of interest are not observable. A problem related to these models is that the integrals involved in the likelihood function cannot be solved…

Methodology · Statistics 2015-03-05 Silvia Bianconcini , Silvia Cagnone , Dimitris Rizopoulos

Robust controllers that stabilize dynamical systems even under disturbances and noise are often formulated as solutions of nonsmooth, nonconvex optimization problems. While methods such as gradient sampling can handle the nonconvexity and…

Optimization and Control · Mathematics 2023-05-01 Steffen W. R. Werner , Michael L. Overton , Benjamin Peherstorfer

The rapidly evolving field of engineering design of functional surfaces necessitates sophisticated tools to manage the inherent complexity of high-dimensional design spaces. This survey paper offers a scoping review, i.e., a literature…

Optimization and Control · Mathematics 2025-04-09 Andrea Serani , Matteo Diez

To address the challenges of reliability analysis in high-dimensional probability spaces, this paper proposes a new metamodeling method that couples active subspace, heteroscedastic Gaussian process, and active learning. The active subspace…

Applications · Statistics 2024-04-11 Jungho Kim , Ziqi Wang , Junho Song

The quest for simplification in physics drives the exploration of concise mathematical representations for complex systems. This Dissertation focuses on the concept of dimensionality reduction as a means to obtain low-dimensional…

Machine Learning · Computer Science 2024-10-31 Eslam Abdelaleem

This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…

Methodology · Statistics 2022-01-21 Xin Bing , Wei Cheng , Huijie Feng , Yang Ning

An important theme in modern inverse problems is the reconstruction of time-dependent data from only finitely many measurements. To obtain satisfactory reconstruction results in this setting it is essential to strongly exploit temporal…

Numerical Analysis · Mathematics 2024-03-14 Martin Holler , Alexander Schlüter , Benedikt Wirth

In this work we show that the classification performance of high-dimensional structural MRI data with only a small set of training examples is improved by the usage of dimension reduction methods. We assessed two different dimension…

Machine Learning · Computer Science 2015-05-27 Andreas Grünauer , Markus Vincze

We consider the problem of propagating the uncertainty from a possibly large number of random inputs through a computationally expensive model. Stratified sampling is a well-known variance reduction strategy, but its application, thus far,…

Numerical Analysis · Mathematics 2026-03-06 Gianluca Geraci , Daniele E. Schiavazzi , Andrea Zanoni

The statistical problem of estimating the effective dimension-reduction (EDR) subspace in the multi-index regression model with deterministic design and additive noise is considered. A new procedure for recovering the directions of the EDR…

Statistics Theory · Mathematics 2007-06-13 Arnak Dalalyan , Anatoly Juditsky , Vladimir Spokoiny

In this paper, we propose a novel lower dimensional representation of a shape sequence. The proposed dimension reduction is invertible and computationally more efficient in comparison to other related works. Theoretically, the differential…

Computer Vision and Pattern Recognition · Computer Science 2011-08-02 Sheng Yi , Hamid Krim , Larry K. Norris

Complex engineering models are typically computationally demanding and defined by a high-dimensional parameter space challenging the comprehensive exploration of parameter effects and design optimization. To overcome this curse of…

Applications · Statistics 2024-03-01 Corey Arndt , Cody Crusenberry , Bozhi Heng , Rochelle Butler , Stephanie TerMaath

A multi-fidelity (MF) active learning method is presented for design optimization problems characterized by noisy evaluations of the performance metrics. Namely, a generalized MF surrogate model is used for design-space exploration,…

Optimization and Control · Mathematics 2022-07-12 Riccardo Pellegrini , Jeroen Wackers , Riccardo Broglia , Andrea Serani , Michel Visonneau , Matteo Diez

Modeling data as being sampled from a union of independent subspaces has been widely applied to a number of real world applications. However, dimensionality reduction approaches that theoretically preserve this independence assumption have…

Machine Learning · Computer Science 2016-04-08 Devansh Arpit , Ifeoma Nwogu , Venu Govindaraju

Dimensionality reduction has become an important research topic as demand for interpreting high-dimensional datasets has been increasing rapidly in recent years. There have been many dimensionality reduction methods with good performance in…

Machine Learning · Computer Science 2022-12-01 Qiaodan Luo , Leonardo Christino , Fernando V Paulovich , Evangelos Milios

Many applications, such as in physical simulation and engineering design, demand we estimate functions with high-dimensional outputs. The training examples can be collected with different fidelities to allow a cost/accuracy trade-off. In…

Machine Learning · Computer Science 2021-10-27 Shibo Li , Robert M. Kirby , Shandian Zhe