Tensor Approximation of Advanced Metrics for Sensitivity Analysis.
Rafael Ballester-RipollEnrique G. ParedesRenato PajarolaPublished in: CoRR (2017)
Keyphrases
- euclidean space
- sensitivity analysis
- tensor product
- managerial insights
- high order
- approximation algorithms
- higher order
- influence diagrams
- variational inequalities
- approximation error
- closed form
- approximation schemes
- optimization problems
- decision variables
- graphical models
- error bounds
- dimensionality reduction
- diffusion tensor
- error metrics
- np hard