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Arxiv

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Coupled Input-Output Dimension Reduction: Application to Goal-oriented Bayesian Experimental Design and Global Sensitivity Analysis

  • A new method for joint dimension reduction of input and output spaces of a function is introduced.
  • Conventional methods focus on reducing either the input or output space, while this coupled approach supports simultaneous reduction of both.
  • The method is suitable for goal-oriented dimension reduction, where input or output quantities of interest are prescribed.
  • Applications include goal-oriented sensor placement and goal-oriented sensitivity analysis, solving combinatorial optimization problems by optimizing gradient-based bounds.

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