Kalpana Kalpana (Editor)

High dimensional model representation

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

f ( x ) = f 0 + ∑ i = 1 n f i ( x i ) + ∑ i , j = 1 i < j n f i j ( x i , x j ) + ⋯ + f 12 … n ( x 1 , … , x n ) .

The method, used to determine the right hand side functions, is given in Sobol's paper. A review can be found here: High Dimensional Model Representation (HDMR): Concepts and Applications.

References

High-dimensional model representation Wikipedia
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