Copula Active Subspaces II: Error Decomposition, A Posteriori Estimation, and Sharpness of the Bounds

arXiv:2610.14498 · stat.ME, math.ST, stat.CO, stat.ML, stat.TH · Submitted 2026-10-10 · Read on arXiv

stat.ME, math.ST, stat.CO, stat.ML, stat.TH

Submitted: 2026-10-10

Updated: 2026-10-10

Code: https://github.com/joshuawchen/copula

Terminology

• Copula — 1× in this paper · explained in 2 episodes
• Error Decomposition — 1× in this paper · explained in 3 episodes

Sources

• Copula Active Subspaces I: A Score-Covariance Method for Reduced-Order Non-Gaussian Density Estimation
• Coupled Input-Output Dimension Reduction: Application to Goal-oriented Bayesian Experimental Design and Global Sensitivity Analysis

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