A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions

DOI10.1016/J.JCP.2018.04.026zbMath1415.65032arXiv1802.08837OpenAlexW2788938433MaRDI QIDQ2424501

Tao Zhou, Ling Guo, Akil C. Narayan

Publication date: 25 June 2019

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

Full work available at URL: https://arxiv.org/abs/1802.08837

zbMATH Keywords

uncertainty quantificationcompressive samplingpolynomial chaos expansionsgradient-enhanced \(\ell_1\)-minimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Algorithms for approximation of functions (65D15) Sampling theory in information and communication theory (94A20)

Related Items (12)

Multi-level multi-fidelity sparse polynomial chaos expansion based on Gaussian process regression ⋮ A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems ⋮ Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification ⋮ An active sparse polynomial chaos expansion approach based on sequential relevance vector machine ⋮ Constructing Least-Squares Polynomial Approximations ⋮ Regression-based sparse polynomial chaos for uncertainty quantification of subsurface flow models ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ An efficient and robust adaptive sampling method for polynomial chaos expansion in sparse Bayesian learning framework ⋮ An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion ⋮ A mixed ℓ₁ regularization approach for sparse simultaneous approximation of parameterized PDEs ⋮ Compressive Hermite interpolation: sparse, high-dimensional approximation from gradient-augmented measurements ⋮ Rank adaptive tensor recovery based model reduction for partial differential equations with high-dimensional random inputs

Uses Software

• SPGL1

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions
• Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
• Sparse Legendre expansions via \(\ell_1\)-minimization
• A non-adapted sparse approximation of PDEs with stochastic inputs
• Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
• A domain adaptive stochastic collocation approach for analysis of MEMS under uncertainties
• Interpolation via weighted \(\ell_{1}\) minimization
• An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
• Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
• Gradient-based methods for uncertainty quantification in hypersonic flows
• Infinite-dimensional \(\ell ^1\) minimization and function approximation from pointwise data
• Weighted discrete least-squares polynomial approximation using randomized quadratures
• On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization
• Sparse grid collocation schemes for stochastic natural convection problems
• On Sparse Interpolation and the Design of Deterministic Interpolation Points
• On Discrete Least-Squares Projection in Unbounded Domain with Random Evaluations and its Application to Parametric Uncertainty Quantification
• Multivariate Discrete Least-Squares Approximations with a New Type of Collocation Grid
• Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures
• A Christoffel function weighted least squares algorithm for collocation approximations
• A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
• The estimation of functional uncertainty using polynomial chaos and adjoint equations
• A Generalization of Hermite's Interpolation Formula
• On Sparse Representations in Arbitrary Redundant Bases
• Sparse representations in unions of bases
• Probing the Pareto Frontier for Basis Pursuit Solutions
• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Generalized Jacobi Weights, Christoffel Functions, and Jacobi Polynomials
• A mathematical view of automatic differentiation
• Uncertainty principles and ideal atomic decomposition
• Weighted Approximate Fekete Points: Sampling for Least-Squares Polynomial Approximation
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• A Gradient-Enhanced L1 Approach for the Recovery of Sparse Trigonometric Polynomials
• Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs
• A Probabilistic and RIPless Theory of Compressed Sensing
• A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions
• Stable Recovery of Sparse Signals and an Oracle Inequality
• Stochastic Collocation on Unstructured Multivariate Meshes
• STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION
• ORTHOGONAL BASES FOR POLYNOMIAL REGRESSION WITH DERIVATIVE INFORMATION IN UNCERTAINTY QUANTIFICATION
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

This page was built for publication: A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions