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

DOI10.1016/j.jcp.2014.02.024zbMath1349.65198arXiv1308.0624OpenAlexW1980635834MaRDI QIDQ349012

Ji Peng, Alireza Doostan, Jerrad Hampton

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.0624

zbMATH Keywords

sparse approximationuncertainty quantificationpolynomial chaoscompressive samplingbasis pursuit denoising (BPDN)stochastic PDEs (SPDEs)weighted \(\ell_1\)-minimization

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)

Related Items (70)

Infinite-dimensional \(\ell ^1\) minimization and function approximation from pointwise data ⋮ Sufficient conditions on stable reconstruction of weighted problem ⋮ Global sensitivity analysis based on high-dimensional sparse surrogate construction ⋮ Neural network training using \(\ell_1\)-regularization and bi-fidelity data ⋮ On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization ⋮ A General Framework of Rotational Sparse Approximation in Uncertainty Quantification ⋮ Coordinate transformation and polynomial chaos for the Bayesian inference of a Gaussian process with parametrized prior covariance function ⋮ Compressive Sensing with Cross-Validation and Stop-Sampling for Sparse Polynomial Chaos Expansions ⋮ Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing ⋮ Quantifying initial and wind forcing uncertainties in the gulf of Mexico ⋮ Infinite-dimensional compressed sensing and function interpolation ⋮ Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies ⋮ Multi-level multi-fidelity sparse polynomial chaos expansion based on Gaussian process regression ⋮ Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling ⋮ A theoretical study of COmpRessed SolvING for advection-diffusion-reaction problems ⋮ A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems ⋮ Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations ⋮ Sparse Bayesian learning for complex‐valued rational approximations ⋮ Analysis of sparse recovery for Legendre expansions using envelope bound ⋮ Conditional Karhunen-Loève regression model with basis adaptation for high-dimensional problems: uncertainty quantification and inverse modeling ⋮ An active sparse polynomial chaos expansion approach based on sequential relevance vector machine ⋮ A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions ⋮ Correcting for unknown errors in sparse high-dimensional function approximation ⋮ Global sensitivity analysis: a Bayesian learning based polynomial chaos approach ⋮ Basis adaptive sample efficient polynomial chaos (BASE-PC) ⋮ APPROXIMATING SMOOTH, MULTIVARIATE FUNCTIONS ON IRREGULAR DOMAINS ⋮ Bi-fidelity variational auto-encoder for uncertainty quantification ⋮ Interpolation via weighted \(\ell_{1}\) minimization ⋮ Polynomial approximation via compressed sensing of high-dimensional functions on lower sets ⋮ Compressed Sensing with Sparse Corruptions: Fault-Tolerant Sparse Collocation Approximations ⋮ Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification ⋮ Compressive sensing adaptation for polynomial chaos expansions ⋮ Optimal observations-based retrieval of topography in 2D shallow water equations using PC-EnKF ⋮ Some greedy algorithms for sparse polynomial chaos expansions ⋮ Level set methods for stochastic discontinuity detection in nonlinear problems ⋮ Bayesian adaptation of chaos representations using variational inference and sampling on geodesics ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ Non-intrusive framework of reduced-order modeling based on proper orthogonal decomposition and polynomial chaos expansion ⋮ A Compressive Spectral Collocation Method for the Diffusion Equation Under the Restricted Isometry Property ⋮ Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression ⋮ Effectively Subsampled Quadratures for Least Squares Polynomial Approximations ⋮ A Reduced-Basis Polynomial-Chaos Approach with a Multi-parametric Truncation Scheme for Problems with Uncertainties ⋮ Sparse polynomial chaos expansions via compressed sensing and D-optimal design ⋮ A preconditioning approach for improved estimation of sparse polynomial chaos expansions ⋮ Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem ⋮ An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion ⋮ Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing ⋮ An adaptive WENO collocation method for differential equations with random coefficients ⋮ A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design ⋮ Data fusion for uncertainty quantification with non-intrusive polynomial chaos ⋮ Sparse identification of nonlinear dynamical systems via reweighted \(\ell_1\)-regularized least squares ⋮ Using automatic differentiation for compressive sensing in uncertainty quantification ⋮ Practical error bounds for a non-intrusive bi-fidelity approach to parametric/stochastic model reduction ⋮ A new surrogate modeling technique combining Kriging and polynomial chaos expansions - application to uncertainty analysis in computational dosimetry ⋮ Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection ⋮ Enhancing sparsity of Hermite polynomial expansions by iterative rotations ⋮ Probabilistic modeling and global sensitivity analysis for CO\(_2\) storage in geological formations: a spectral approach ⋮ Sequential Stochastic Response Surface Method Using Moving Least Squares-Based Sparse Grid Scheme for Efficient Reliability Analysis ⋮ A mixed ℓ₁ regularization approach for sparse simultaneous approximation of parameterized PDEs ⋮ Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions ⋮ A generalized multi-resolution expansion for uncertainty propagation with application to cardiovascular modeling ⋮ An efficient multifidelity \(\ell_1\)-minimization method for sparse polynomial chaos ⋮ Compressive Hermite interpolation: sparse, high-dimensional approximation from gradient-augmented measurements ⋮ New conditions on stable recovery of weighted sparse signals via weighted \(l_1\) minimization ⋮ Rank adaptive tensor recovery based model reduction for partial differential equations with high-dimensional random inputs ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark ⋮ Sparse polynomial chaos expansions using variational relevance vector machines ⋮ GenMod: a generative modeling approach for spectral representation of PDEs with random inputs ⋮ Bi-fidelity reduced polynomial chaos expansion for uncertainty quantification ⋮ A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions

Uses Software

• Regularization tools
• FEniCS
• PDCO
• UTV
• SPGL1

Cites Work

• Unnamed Item
• Unnamed Item
• Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations
• Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations
• Sparse Legendre expansions via \(\ell_1\)-minimization
• A non-adapted sparse approximation of PDEs with stochastic inputs
• Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
• Adaptive sparse polynomial chaos expansion based on least angle regression
• On verifiable sufficient conditions for sparse signal recovery via \(\ell_{1}\) minimization
• New bounds on the restricted isometry constant \(\delta _{2k}\)
• Sparse pseudospectral approximation method
• Automated solution of differential equations by the finite element method. The FEniCS book
• Enhancing sparsity by reweighted \(\ell _{1}\) minimization
• Accurate solutions to the square thermally driven cavity at high Rayleigh number
• The restricted isometry property and its implications for compressed sensing
• A least-squares approximation of partial differential equations with high-dimensional random inputs
• A stochastic projection method for fluid flow. II: Random process
• Mid-frequency structural dynamics with parameter uncertainty.
• Non-intrusive low-rank separated approximation of high-dimensional stochastic models
• Quantitative robust uncertainty principles and optimally sparse decompositions
• Atomic Decomposition by Basis Pursuit
• Analytic regularity and nonlinear approximation of a class of parametric semilinear elliptic PDEs
• Analytic Regularity and GPC Approximation for Control Problems Constrained by Linear Parametric Elliptic and Parabolic PDEs
• Sparse Tensor Galerkin Discretization of Parametric and Random Parabolic PDEs---Analytic Regularity and Generalized Polynomial Chaos Approximation
• On the Theorem of Uniform Recovery of Random Sampling Matrices
• Sparse Tensor Discretization of Elliptic sPDEs
• Compressed sensing and best 𝑘-term approximation
• ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Decoding by Linear Programming
• Sparse representations in unions of bases
• Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
• Probing the Pareto Frontier for Basis Pursuit Solutions
• From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
• Spectral Methods for Uncertainty Quantification
• Some basic hypergeometric orthogonal polynomials that generalize Jacobi polynomials
• Atomic Decomposition by Basis Pursuit
• 10.1162/15324430152748236
• A new approach to variable selection in least squares problems
• Bayesian Compressive Sensing
• On the use of a priori information for sparse signal approximations
• A Compressed Sensing Approach for Partial Differential Equations with Random Input Data
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Accuracy Guarantees for <formula formulatype="inline"> <tex Notation="TeX">$\ell_1$</tex></formula>-Recovery
• Sparsity and incoherence in compressive sampling
• STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Signal Recovery by Proximal Forward-Backward Splitting
• Stable signal recovery from incomplete and inaccurate measurements
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Compressed sensing

This page was built for publication: A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions