A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions (Q349012)

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scientific article; zbMATH DE number 6660189
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    A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions
    scientific article; zbMATH DE number 6660189

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      A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions (English)
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      5 December 2016
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      compressive sampling
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      sparse approximation
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      polynomial chaos
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      basis pursuit denoising (BPDN)
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      weighted \(\ell_1\)-minimization
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      uncertainty quantification
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      stochastic PDEs (SPDEs)
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