Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification

DOI10.1137/17M1148955WikidataQ128994486 ScholiaQ128994486MaRDI QIDQ4611526

Weixuan Li, Xiu Yang, Alexandre M. Tartakovsky

Publication date: 21 January 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.07937

zbMATH Keywords

alternating direction methoduncertainty quantificationcompressive sensingsliced inverse regressioniterative rotation

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Approximation by polynomials (41A10)

Related Items (4)

Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models ⋮ A General Framework of Rotational Sparse Approximation in Uncertainty Quantification ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark

Uses Software

• SPGL1
• glm

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