Data-driven probability concentration and sampling on manifold.

Christian Soize Roger G. Ghanem

Published in: J. Comput. Phys. (2016)

Keyphrases

data driven
parameter space
high dimensional
probability distribution
random sample
low dimensional
monte carlo
manifold learning
euclidean space
sampling strategy
multi armed bandit
feature selection
training data
pairwise
sample size
posterior probability