Sparse approximation of multilinear problems with applications to kernel-based methods in UQ

DOI10.1007/s00211-017-0932-4zbMath1394.65010arXiv1609.00246OpenAlexW2963219257MaRDI QIDQ1749442

Fabio Nobile, Sören Wolfers, Raúl Tempone

Publication date: 16 May 2018

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.00246

zbMATH Keywords

sparse approximationuncertainty quantificationkernel-based methodsSmolyak's algorithmmultilinear problems

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Monte Carlo methods (65C05) Multidimensional problems (41A63) Interpolation in approximation theory (41A05) Rate of convergence, degree of approximation (41A25) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)

Related Items (2)

Multilevel weighted least squares polynomial approximation ⋮ Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems

Uses Software

• GaussQR

Cites Work

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