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Improve the Active Subspace Method by Partitioning the Parameter Space

Xue, Cheng


The active subspace method is a powerful tool that can be applied in many fields such as uncertainty quantification, inverse problems and optimisation. However, the standard active subspace method constructs an active subspace over the whole parameter space, which makes the method only applicable to functions that have ridge or near-ridge structures in other words, it only works for a function f such that f (x) g(WTx), where x is an mdimensional parameter space and W is m n, n < m. In this...[Show more]

CollectionsOpen Access Theses
Date published: 2018
Type: Thesis (Masters)
DOI: 10.25911/5d9efb52942f9


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