A near-optimal sampling strategy for sparse recovery of polynomial chaos expansions

DOI10.1016/j.jcp.2018.05.025zbMath1415.94368arXiv1702.07830OpenAlexW2594836702WikidataQ129803080 ScholiaQ129803080MaRDI QIDQ2425261

Hadi Meidani, Negin Alemazkoor

Publication date: 26 June 2019

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

Full work available at URL: https://arxiv.org/abs/1702.07830

zbMATH Keywords

Legendre polynomialssampling strategycompressive samplingdesign of experimentpolynomial chaos expansionssurrogate-based prediction

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Sampling theory in information and communication theory (94A20)

Related Items (8)

Comparison of the performance and reliability between improved sampling strategies for polynomial chaos expansion ⋮ Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification ⋮ Regression-based sparse polynomial chaos for uncertainty quantification of subsurface flow models ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem ⋮ A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design ⋮ A multi-fidelity polynomial chaos-greedy Kaczmarz approach for resource-efficient uncertainty quantification on limited budget ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark

Uses Software

• PDCO
• SPGL1

Cites Work

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