The math.NA newsletter of arXiv announced my new preprint today.

I am writing an article on a probabilistic framework that I suggest for approximating functions in active subspaces. It contains a proof for a result that allows further statements about approximative quantities of a conditional expectation over the complement of an active subspace, the so-called inactive subspace. It is an extension to former work of Constantine et al., meaning it completes and rounds off its analysis.

I would like to acknowledge the constructive advice of my supervisor Prof. Barbara Wohlmuth. Also I have to thank the whole Chair for Numerical Mathematics for having productive disussions about that topic. Additionally, I would like to express my sincere gratitude to David Criens and Dominik Schmid (both TUM) for their support in questions of measurable functions and measurable sets.