Sampling in active subspace

- https://www.asc.ohio-state.edu/statistics/comp_exp/jour.club/Bayesian_calibration_of_inexact_computer_models_Plumlee_2017.pdf
- https://epubs.siam.org/doi/pdf/10.1137/1.9781611973860.fm
- https://arxiv.org/abs/1403.4680