Ratio control variate method for efficiently determining high-dimensional model representations

@article{Li2006RatioCV,
  title={Ratio control variate method for efficiently determining high-dimensional model representations},
  author={Genyuan Li and Herschel A Rabitz},
  journal={Journal of computational chemistry},
  year={2006},
  volume={27 10},
  pages={1112-8}
}
The High-Dimensional Model Representation (HDMR) technique is a family of approaches to efficiently interpolate high-dimensional functions. RS(Random Sampling)-HDMR is a practical form of HDMR based on randomly sampling the overall function, and utilizing orthonormal polynomial expansions to approximate the RS-HDMR component functions. The determination of the expansion coefficients for the component functions employs Monte Carlo integration, which controls the accuracy of the RS-HDMR… CONTINUE READING

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