Pages that link to "Item:Q347862"

The following pages link to Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations (Q347862):

Displaying 11 items.

• Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs (Q348681) (← links)
• A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions (Q349012) (← links)
• Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies (Q349724) (← links)
• A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs (Q729029) (← links)
• Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection (Q729190) (← links)
• Enhancing sparsity of Hermite polynomial expansions by iterative rotations (Q729367) (← links)
• Sparse polynomial chaos expansions using variational relevance vector machines (Q781971) (← links)
• Gaussian process regression and conditional polynomial chaos for parameter estimation (Q781985) (← links)
• Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing (Q1648406) (← links)
• Infinite-dimensional compressed sensing and function interpolation (Q1656376) (← links)
• On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models (Q1686611) (← links)