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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Bibliographic Details
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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