A preconditioning approach for improved estimation of sparse polynomial chaos expansions

DOI10.1016/j.cma.2018.08.005zbMath1440.94011arXiv1709.07557OpenAlexW2760478169WikidataQ129402347 ScholiaQ129402347MaRDI QIDQ1986404

Hadi Meidani, Negin Alemazkoor

Publication date: 8 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/1709.07557

zbMATH Keywords

polynomial approximationpreconditioningpolynomial chaos expansioncompressive sampling

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Computational methods for problems pertaining to probability theory (60-08) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (3)

Optimal Bayesian experimental design for subsurface flow problems ⋮ A multi-fidelity polynomial chaos-greedy Kaczmarz approach for resource-efficient uncertainty quantification on limited budget ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark

Uses Software

• PDCO

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