Correcting for unknown errors in sparse high-dimensional function approximation (Q2424851): Difference between revisions

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scientific article

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English	Correcting for unknown errors in sparse high-dimensional function approximation	scientific article

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scholarly article

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Correcting for unknown errors in sparse high-dimensional function approximation (English)

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Simone Brugiapaglia

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Numerische Mathematik

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publication date

25 June 2019

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full work available at URL

https://arxiv.org/abs/1711.07622

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Infinite-dimensional compressed sensing and function interpolation

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Infinite-dimensional \(\ell ^1\) minimization and function approximation from pointwise data

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Compressed Sensing with Sparse Corruptions: Fault-Tolerant Sparse Collocation Approximations

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Sparse Polynomial Approximation of High-Dimensional Functions

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BREAKING THE COHERENCE BARRIER: A NEW THEORY FOR COMPRESSED SENSING

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A survey of cross-validation procedures for model selection

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Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression

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Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison

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Hierarchical Tensor Approximation of Output Quantities of Parameter-Dependent PDEs

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On the Absence of Uniform Recovery in Many Real-World Applications of Compressed Sensing and the Restricted Isometry Property and Nullspace Property in Levels

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Square-root lasso: pivotal recovery of sparse signals via conic programming

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Pivotal estimation via square-root lasso in nonparametric regression

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Robustness to Unknown Error in Sparse Regularization

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The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms

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Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information

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Enhancing sparsity by reweighted \(\ell _{1}\) minimization

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Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs

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High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs

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Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs

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Polynomial approximation via compressed sensing of high-dimensional functions on lower sets

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Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs

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ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S

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On multivariate polynomial interpolation

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Compressed sensing

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Signal Recovery and the Large Sieve

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A non-adapted sparse approximation of PDEs with stochastic inputs

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Multivariate polynomial interpolation on lower sets

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A mathematical introduction to compressive sensing

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Recovering Compressively Sampled Signals Using Partial Support Information

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Graph Implementations for Nonsmooth Convex Programs

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New development in freefem++

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Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection

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Compressed sensing and matrix completion with constant proportion of corruptions

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Solvability problems of bivariate interpolation I

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Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations

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Exact Recoverability From Dense Corrupted Observations via $\ell _{1}$-Minimization

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A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions

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Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations

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Interpolation via weighted \(\ell_{1}\) minimization

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Correcting Data Corruption Errors for Multivariate Function Approximation

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Sharp Oracle Inequalities for Square Root Regularization

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Recovery of Sparsely Corrupted Signals

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Scaled sparse linear regression

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Selective inference with unknown variance via the square-root lasso

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Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015

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The adaptive Lasso in high-dimensional sparse heteroscedastic models

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Dense Error Correction Via $\ell^1$-Minimization

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Simultaneous estimation and variable selection in median regression using Lasso-type penalty

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STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION

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Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations

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The Adaptive Lasso and Its Oracle Properties

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Identifiers

zbMATH Open document ID

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10.1007/s00211-019-01051-9

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2424851

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