Sparse polynomial chaos expansions via compressed sensing and D-optimal design
From MaRDI portal
Publication:1985532
DOI10.1016/j.cma.2018.03.020zbMath1441.65005arXiv1712.10131OpenAlexW2776810973MaRDI QIDQ1985532
Jerrad Hampton, Paul Diaz, Alireza Doostan
Publication date: 7 April 2020
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.10131
compressed sensingpolynomial chaosoptimal design of experimentssubspace pursuitcoherence-optimal sampling
Optimal statistical designs (62K05) Probabilistic models, generic numerical methods in probability and statistics (65C20)
Related Items
Multi-level multi-fidelity sparse polynomial chaos expansion based on Gaussian process regression ⋮ Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling ⋮ Surrogate modeling of high-dimensional problems via data-driven polynomial chaos expansions and sparse partial least square ⋮ Optimal sparse polynomial chaos expansion for arbitrary probability distribution and its application on global sensitivity analysis ⋮ A novel sparse polynomial chaos expansion technique with high adaptiveness for surrogate modelling ⋮ A massively parallel implementation of multilevel Monte Carlo for finite element models ⋮ Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification ⋮ An active sparse polynomial chaos expansion approach based on sequential relevance vector machine ⋮ On the influence of over-parameterization in manifold based surrogates and deep neural operators ⋮ Comparison of the performance and reliability between improved sampling strategies for polynomial chaos expansion ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness ⋮ An efficient and robust adaptive sampling method for polynomial chaos expansion in sparse Bayesian learning framework ⋮ An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion ⋮ Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing ⋮ Variance-based adaptive sequential sampling for polynomial chaos expansion ⋮ A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design ⋮ M-PCM-OFFD: an effective output statistics estimation method for systems of high dimensional uncertainties subject to low-order parameter interactions ⋮ Optimal Bayesian experimental design for subsurface flow problems ⋮ Sequential sparse Bayesian learning with applications to system identification for damage assessment and recursive reconstruction of image sequences ⋮ Adaboost-based ensemble of polynomial chaos expansion with adaptive sampling ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark ⋮ Novel algorithm for flexible multibody systems with hybrid uncertainties ⋮ Bi-fidelity reduced polynomial chaos expansion for uncertainty quantification
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations
- A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions
- Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
- On the stability and accuracy of least squares approximations
- Sparse Legendre expansions via \(\ell_1\)-minimization
- A non-adapted sparse approximation of PDEs with stochastic inputs
- Adaptive sparse polynomial chaos expansion based on least angle regression
- User-friendly tail bounds for sums of random matrices
- Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
- Enhancing sparsity of Hermite polynomial expansions by iterative rotations
- Computing approximate Fekete points by QR factorizations of Vandermonde matrices
- CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
- Efficient global optimization of expensive black-box functions
- Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
- Infinite-dimensional \(\ell ^1\) minimization and function approximation from pointwise data
- On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization
- Sparse pseudo spectral projection methods with directional adaptation for uncertainty quantification
- Optimal experimental design and some related control problems
- Optimal mixture experiments
- A review of some exchange algorithms for constructing discrete \(D\)-optimal designs
- Nonadaptive Quasi-Optimal Points Selection for Least Squares Linear Regression
- SPARSE MULTIRESOLUTION REGRESSION FOR UNCERTAINTY PROPAGATION
- Some Guidelines for Constructing Exact D-Optimal Designs on Convex Design Spaces
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
- Spectral Methods for Uncertainty Quantification
- The construction of exact D-optimum experimental designs with application to blocking response surface designs
- A Comparison of Algorithms for Constructing Exact D-Optimal Designs
- An Algorithm for the Construction of "D-Optimal" Experimental Designs
- Generalized Jacobi Weights, Christoffel Functions, and Jacobi Polynomials
- A Compressed Sensing Approach for Partial Differential Equations with Random Input Data
- Polynomial approximation via compressed sensing of high-dimensional functions on lower sets
- Constrained Adaptive Sensing
- Sequential Design of Experiment for Sparse Polynomial Chaos Expansions
- Effectively Subsampled Quadratures for Least Squares Polynomial Approximations
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- The Coordinate-Exchange Algorithm for Constructing Exact Optimal Experimental Designs
- Efficient Algorithms for Computing a Strong Rank-Revealing QR Factorization
- Subspace Pursuit for Compressive Sensing Signal Reconstruction
- DIMENSIONALITY REDUCTION FOR COMPLEX MODELS VIA BAYESIAN COMPRESSIVE SENSING
- A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions
- Analysis of Orthogonal Matching Pursuit Using the Restricted Isometry Property
- Optimal Design of Experiments
- Mean Convergence of Expansions in Laguerre and Hermite Series
- STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION
- Asymptotic analysis of the Hermite polynomials from their differential–difference equation
- Asymptotic Forms for Laguerre Polynomials
- The Sequential Generation of $D$-Optimum Experimental Designs
- Compressed sensing