Subspace conditional Poincaré inequality for uniform product measures
Establish the subspace conditional Poincaré inequality for general finite-rank orthogonal projectors under infinite-dimensional uniform product measures, thereby converting active-subspace tail-energy bounds for affine uniform elliptic PDEs into ridge-reconstruction error bounds.
References
Recall, however, that we cannot convert this active subspace tail energy bound into a ridge-reconstruction error bound. Establishing the required subspace conditional Poincaré inequality for uniform product measures is delicate and beyond the scope of this work; see Remark~\ref{rem:uniform-product-poincare}.
The reconstruction depends on the truncation $L$ of the basis, for which we have no general error bound: too small an $L$ underestimates the covariance, while increasing $L$ too much also degrades the estimate.