Randomized Dimension Reduction for Monte Carlo Simulations.
Nabil KahaléPublished in: Manag. Sci. (2020)
Keyphrases
- dimension reduction
- monte carlo simulation
- markov chain
- monte carlo
- feature extraction
- principal component analysis
- high dimensional
- high dimensional problems
- low dimensional
- random projections
- variable selection
- data mining and machine learning
- partial least squares
- manifold learning
- cluster analysis
- feature selection
- discriminative information
- feature space
- high dimensional data
- preprocessing
- singular value decomposition
- linear discriminant analysis
- unsupervised learning
- dimension reduction methods
- high dimensional data analysis
- dimensionality reduction
- active learning
- neural network
- boundary element method
- discriminant analysis
- high dimensionality
- dynamic programming
- face recognition
- machine learning