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

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English	A weighted $\ell_1$-minimization approach for sparse polynomial chaos expansions	scientific article

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title

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

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zbMATH Open document ID

1349.65198

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DOI

10.1016/j.jcp.2014.02.024

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Journal of Computational Physics

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publication date

5 December 2016

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full work available at URL

https://arxiv.org/abs/1308.0624

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Mathematics Subject Classification ID

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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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describes a project that uses

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MaRDI publication profile

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Mid-frequency structural dynamics with parameter uncertainty.

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The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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High-Order Collocation Methods for Differential Equations with Random Inputs

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A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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Non-intrusive low-rank separated approximation of high-dimensional stochastic models

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A non-adapted sparse approximation of PDEs with stochastic inputs

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Adaptive sparse polynomial chaos expansion based on least angle regression

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STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION

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Reweighted $\ell_1$ minimization method for stochastic elliptic differential equations

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Atomic Decomposition by Basis Pursuit

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Atomic Decomposition by Basis Pursuit

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Compressed sensing

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Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information

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Quantitative robust uncertainty principles and optimally sparse decompositions

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From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images

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Convergence rates of best $N$-term Galerkin approximations for a class of elliptic SPDEs

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ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS

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On the use of a priori information for sparse signal approximations

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Enhancing sparsity by reweighted $\ell _{1}$ minimization

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Decoding by Linear Programming

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Stable signal recovery from incomplete and inaccurate measurements

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Automated solution of differential equations by the finite element method. The FEniCS book

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Some basic hypergeometric orthogonal polynomials that generalize Jacobi polynomials

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Analytic regularity and nonlinear approximation of a class of parametric semilinear elliptic PDEs

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Sparse Tensor Galerkin Discretization of Parametric and Random Parabolic PDEs---Analytic Regularity and Generalized Polynomial Chaos Approximation

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Analytic Regularity and GPC Approximation for Control Problems Constrained by Linear Parametric Elliptic and Parabolic PDEs

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Probing the Pareto Frontier for Basis Pursuit Solutions

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Accuracy Guarantees for <formula formulatype="inline"> <tex Notation="TeX">$\ell_1$</tex></formula>-Recovery

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On verifiable sufficient conditions for sparse signal recovery via $\ell_{1}$ minimization

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Sparse representations in unions of bases

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Compressed sensing and best 𝑘-term approximation

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New bounds on the restricted isometry constant $\delta _{2k}$

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On the Theorem of Uniform Recovery of Random Sampling Matrices

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The restricted isometry property and its implications for compressed sensing

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Sparse Tensor Discretization of Elliptic sPDEs

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Analysis of discrete $L^2$ projection on polynomial spaces with random evaluations

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

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Mathematics(1 entry)