High-dimensional model representation

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High-dimensional model representation is a finite expansion for a given multivariable function. The expansion is first described by Sobol as

The method, used to determine the right hand side functions, is given in Sobol's paper.[1] A review can be found here: High Dimensional Model Representation (HDMR): Concepts and Applications.

See also[edit]


  1. ^ Sobol', I. M. (1993), "Sensitivity estimates for nonlinear mathematical models", Mathematical Modeling and Computational Experiment, 1 (4): 407–414 (1995), MR 1335161 .