r-RKHSMetaMod

Ridge Group Sparse Optimization Problem for Estimation of a Meta Model Based on Reproducing Kernel Hilbert Spaces

Estimates the Hoeffding decomposition of an unknown function by solving ridge group sparse optimization problem based on reproducing kernel Hilbert spaces, and approximates its sensitivity indices (see Kamari, H., Huet, S. and Taupin, M.-L. (2019) <arXiv:1905.13695>).