Data-driven polynomial chaos expansions: a weighted least-square approximation
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Publication:2214561
DOI10.1016/j.jcp.2018.12.020zbMath1451.65007arXiv1805.10893OpenAlexW2962678232WikidataQ128621609 ScholiaQ128621609MaRDI QIDQ2214561
Yongle Liu, Tao Zhou, Ling Guo
Publication date: 9 December 2020
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.10893
equilibrium measureweighted least-squaresuncertainty quantificationdata-driven polynomial chaos expansions
Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic approximation (62L20) Approximation by polynomials (41A10)
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