Optimal ANOVA-Based Emulators of Models With(out) Derivatives
This paper proposes new ANOVA-based approximations of functions and emulators of high-dimensional models using either available derivatives or local stochastic evaluations of such models. Our approach makes use of sensitivity indices to design adequate structures of emulators. For high-dimensional m...
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| Main Author: | Matieyendou Lamboni |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-03-01
|
| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/8/1/24 |
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