Glossary§

Getting Started

package§: Python package
module§: Python module or package.
GPR§: Gaussian Process Regression. A quite general technique for representing a functional dataset as a (Gaussian) stochastic process described thoroughly in [Rasmussen and Williams 2005].
GSA§: Global Sensitivity Analysis. This Assesses and ranks the relevance of a system’s inputs to its outputs by a variety of methods covered broadly in [Saltelli et al. 2007] and [Razavi et al. 2021]. rom-comma deals exclusively with the variance based method of Ilya M. Sobol. This has been somewhat extended, as described in gory technical detail in [Milton et al. 2023].
ROM§: Reduction of Order by Marginalization. A novel approach to locating an Active Subspace (AS) using conditional variances or Sobol’ indices. In the Active Subspace technique [Constantine 2014] the input basis is rotated to align with the eigenvectors of the squared Jacobian vector. In ROM, the input basis is rotated to maximise the Sobol’ index of the first \(m\) inputs.

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