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. A review can be found here: High Dimensional Model Representation (HDMR): Concepts and Applications.
- ^ Sobol', I. M. (1993), "Sensitivity estimates for nonlinear mathematical models", Mathematical Modeling and Computational Experiment 1 (4): 407–414 (1995), MR 1335161.