Sparse approximation of multilinear problems with applications to kernel-based methods in UQ (Q1749442): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:49, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse approximation of multilinear problems with applications to kernel-based methods in UQ |
scientific article |
Statements
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ (English)
0 references
16 May 2018
0 references
This paper develops a general framework for the sparse approximation of multilinear problems using Smolyak's algorithm. The obtained complexity bounds are, up to logarithmic factors, independent of the number of inputs. It is demonstrated that the framework can be used to construct and analyze fast kernel-based algorithms for several problems in uncertainty quantification. The results, which are backed by numerical tests, generalize previous work on sparse wavelet approximation and on the analysis of multilevel algorithms.
0 references
multilinear problems
0 references
sparse approximation
0 references
kernel-based methods
0 references
uncertainty quantification
0 references
Smolyak's algorithm
0 references
