High-dimensional model representation

High-dimensional model representation

High-dimensional model representation is a finite expansion for a given "multivariable" function. The expansion is first described by Sobol' as

: f(mathbf{x}) = f_0+sum_{i=1}^nf_i(x_i)+sum_{i,j=1 atop i

The method, used to determine the right hand side functions, is given in Sobol's paper.

ee also

*Volterra series

References

* I. M. Sobol', Sensitivity estimates for nonlinear mathematical models, Mathematical Modeling and Computational Experiments, v. 1, 407-414, (1993)
* [http://www.ima.umn.edu/reactive/abstract/li1.html High Dimensional Model Representation (HDMR): Concepts and Applications]


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