An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion

DOI10.1016/j.cma.2019.06.034zbMath1441.65011OpenAlexW2954325526WikidataQ127553019 ScholiaQ127553019MaRDI QIDQ1988232

Fang Xu, Jiangtao Huang, Huan Zhao, Yidian Zhang, Zheng-Hong Gao

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.2019.06.034

zbMATH Keywords

uncertainty quantification (UQ)adaptive forward-backward selection (AFBS)least angle regressions (LARs)natural-laminar-flow (NLF) computationsonic boom analysissparse polynomial chaos (sparse PC)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics in engineering and industry; control charts (62P30) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Related Items (5)

A novel sparse polynomial chaos expansion technique with high adaptiveness for surrogate modelling ⋮ A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark ⋮ Aerodynamic design optimization of transonic natural-laminar-flow airfoil at low Reynolds number ⋮ Efficient aerodynamic analysis and optimization under uncertainty using multi-fidelity polynomial chaos-Kriging surrogate model

Uses Software

• SPGL1
• FPC_AS
• foba

Cites Work

• Unnamed Item
• Unnamed Item
• Grid and basis adaptive polynomial chaos techniques for sensitivity and uncertainty analysis
• A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions
• 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
• A robust and efficient stepwise regression method for building sparse polynomial chaos expansions
• Some sharp performance bounds for least squares regression with \(L_1\) regularization
• The restricted isometry property and its implications for compressed sensing
• Long-term behavior of polynomial chaos in stochastic flow simulations
• Sparsest solutions of underdetermined linear systems via \( \ell _q\)-minimization for \(0<q\leqslant 1\)
• Dimension-adaptive tensor-product quadrature
• Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
• Modeling uncertainty in flow simulations via generalized polynomial chaos.
• Least angle regression. (With discussion)
• Sparse polynomial chaos expansions via compressed sensing and D-optimal design
• Least squares polynomial chaos expansion: a review of sampling strategies
• An efficient multifidelity \(\ell_1\)-minimization method for sparse polynomial chaos
• Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets
• On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization
• A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions
• Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• A Fast Algorithm for Sparse Reconstruction Based on Shrinkage, Subspace Optimization, and Continuation
• Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
• Probing the Pareto Frontier for Basis Pursuit Solutions
• From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
• Spectral Methods for Uncertainty Quantification
• Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations
• A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions
• STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION
• Compressed sensing

This page was built for publication: An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion