Jan 2, 2018 · We present a bound on the number of samples so that with high probability the angle between the dominant subspaces of E and S is less than a user-specified ...

Abstract. Given a real symmetric positive semidefinite matrix E, and an approximation S that is a sum of n independent matrix-valued random variables, ...

In the context of parameter selection based on active subspaces, where S S is computed via Monte Carlo sampling, we present a bound on the number of samples so ...

Jan 1, 2018 · The bounds do not depend on the matrix dimensions but only on the numerical rank (intrinsic dimension) of $E$. Our approach resembles the low- ...

Our contribution: Probabilistic bound for sinZ(S, ̂S) ... Structural (deterministic) bound for subspace angle ... Active subspace S has dimension k = 10.

We provide a bound on the Hellinger distance between the true posterior and its active subspace- exploiting approximation. And we demonstrate the active ...

In this article, we consider scenarios in which traditional estimates for the active subspace method based on probabilistic Poincaré inequalities are not ...

Sep 18, 2018 · A fully probabilistic framework to compute approximating functions in active subspaces extending results from (Constantine et al., 2014, ...

Jan 5, 2024 · A probabilistic subspace bound with application to active subspaces. SIAM Journal on Matrix Analysis and Applications 39(3), 1208–1220. Ji ...

Our contribution: Probabilistic bound for sinZ(S, bS) ... Structural (deterministic) bound for subspace angle ... Active subspace S has dimension k = 10.