3 problems
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Orthogonal invariance of active subspaces on high-dimensional spheres
Let be a differentiable function, let be an orthogonal matrix, and define under the coordinate transformation . Let…
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Optimal polynomial-weight conjecture for active-subspace coordinates
Optimal polynomial-weight conjecture. It is optimal to choose the family of orthonormal polynomials so that the weight function corresponds to the probability density function of…
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Conjecture on sample complexity for active-subspace activity scores
Sample-complexity conjecture. The number of samples needed for accurate Monte Carlo estimates of the activity scores may be smaller than the number of samples needed for…