Copula Active Subspaces I: A Score-Covariance Method for Reduced-Order Non-Gaussian Density Estimation

arXiv:2609.36142 · stat.ME, stat.CO, stat.ML · Submitted 2026-09-28 · Read on arXiv

stat.ME, stat.CO, stat.ML

Submitted: 2026-09-28

Updated: 2026-10-01

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

Terminology

• Copula — 104× in this paper · explained in 2 episodes
• Copula Active Subspaces — 28× in this paper
• Regularization — 11× in this paper · explained in 3 episodes
• Bayesian Inference — 10× in this paper · explained in 5 episodes
• Accuracy — 7× in this paper · explained in 1 episode
• Inverse Problem — 7× in this paper · explained in 2 episodes
• Trace — 6× in this paper · explained in 2 episodes
• Robustness — 2× in this paper · explained in 5 episodes
• Benchmark — 1× in this paper · explained in 2 episodes
• Consistency — 1× in this paper · explained in 3 episodes
• Error Decomposition — 1× in this paper · explained in 3 episodes
• Hilbert Space — 1× in this paper · explained in 2 episodes
• Non-Gaussianity — 1× in this paper · explained in 2 episodes
• Uncertainty Quantification — 1× in this paper · explained in 8 episodes
• Verification — 1× in this paper · explained in 2 episodes

Sources

• Coupled Input-Output Dimension Reduction: Application to Goal-oriented Bayesian Experimental Design and Global Sensitivity Analysis

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