Data-driven polynomial chaos expansions: a weighted least-square approximation

DOI10.1016/j.jcp.2018.12.020zbMath1451.65007arXiv1805.10893OpenAlexW2962678232WikidataQ128621609 ScholiaQ128621609MaRDI QIDQ2214561

Yongle Liu, Tao Zhou, Ling Guo

Publication date: 9 December 2020

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

Full work available at URL: https://arxiv.org/abs/1805.10893

zbMATH Keywords

equilibrium measureweighted least-squaresuncertainty quantificationdata-driven polynomial chaos expansions

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic approximation (62L20) Approximation by polynomials (41A10)

Related Items (3)

Generalized polynomial chaos-informed efficient stochastic kriging ⋮ Constructing Least-Squares Polynomial Approximations ⋮ Regression-based sparse polynomial chaos for uncertainty quantification of subsurface flow models

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