An efficient and robust adaptive sampling method for polynomial chaos expansion in sparse Bayesian learning framework
From MaRDI portal
Publication:1988073
DOI10.1016/j.cma.2019.04.046zbMath1441.62201OpenAlexW2946328771WikidataQ127836919 ScholiaQ127836919MaRDI QIDQ1988073
Yicheng Zhou, Chunyan Ling, Kai Cheng, Zhen-Zhou Lü
Publication date: 16 April 2020
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cma.2019.04.046
sparse Bayesian learningpolynomial chaos expansionadaptive sampling methodexpectation of loss function
Computational methods for problems pertaining to statistics (62-08) Optimal statistical designs (62K05) Bayesian inference (62F15)
Related Items
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 ⋮ An active sparse polynomial chaos expansion approach based on sequential relevance vector machine ⋮ Classifier-based adaptive polynomial chaos expansion for high-dimensional uncertainty quantification ⋮ 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 ⋮ Adaboost-based ensemble of polynomial chaos expansion with adaptive sampling ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
- Adaptive sparse polynomial chaos expansion based on least angle regression
- Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice
- Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
- Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach
- Ensembling neural networks: Many could be better than all
- Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing
- Practical selection of SVM parameters and noise estimation for SVM regression
- Sparse polynomial chaos expansions via compressed sensing and D-optimal design
- Global sensitivity analysis using support vector regression
- Bayesian sparse polynomial chaos expansion for global sensitivity analysis
- Least squares polynomial chaos expansion: a review of sampling strategies
- On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization
- A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions
- Nonadaptive Quasi-Optimal Points Selection for Least Squares Linear Regression
- A non-intrusive model reduction approach for polynomial chaos expansion using proper orthogonal decomposition
- 10.1162/15324430152748236
- Bayesian Compressive Sensing
- An Efficient Sampling Method for Regression-Based Polynomial Chaos Expansion
- Polynomial approximation via compressed sensing of high-dimensional functions on lower sets
- Sequential Design of Experiment for Sparse Polynomial Chaos Expansions
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Sparse Bayesian Learning for Basis Selection
- Bayesian Compressive Sensing Using Laplace Priors
- Sequential Design with Mutual Information for Computer Experiments (MICE): Emulation of a Tsunami Model
- Model selection for small sample regression
