.. _DimensionReduction: ********************************* The ``DimensionReduction`` module ********************************* .. automodule:: mogp_emulator.DimensionReduction --------------------------- Dimension Reduction Classes --------------------------- .. autoclass:: mogp_emulator.gKDR .. automethod:: __init__ .. automethod:: __call__ .. automethod:: tune_parameters --------- Utilities --------- .. automethod:: mogp_emulator.DimensionReduction.gram_matrix .. automethod:: mogp_emulator.DimensionReduction.gram_matrix_sqexp .. automethod:: mogp_emulator.DimensionReduction.median_dist .. rubric:: References .. [Fukumizu1] https://www.ism.ac.jp/~fukumizu/software.html .. [FL13] Fukumizu, Kenji and Chenlei Leng. "Gradient-based kernel dimension reduction for regression." Journal of the American Statistical Association 109, no. 505 (2014): 359-370 .. [LG17] Liu, Xiaoyu and Guillas, Serge. "Dimension Reduction for Gaussian Process Emulation: An Application to the Influence of Bathymetry on Tsunami Heights." SIAM/ASA Journal on Uncertainty Quantification 5, no. 1 (2017): 787-812 https://doi.org/10.1137/16M1090648