Some greedy algorithms for sparse polynomial chaos expansions
From MaRDI portal
Publication:2220572
DOI10.1016/j.jcp.2019.01.035zbMath1452.65012OpenAlexW2920764792MaRDI QIDQ2220572
Ricardo Baptista, Valentin Stolbunov, Prasanth B. Nair
Publication date: 25 January 2021
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2019.01.035
Linear regression; mixed models (62J05) Probabilistic models, generic numerical methods in probability and statistics (65C20)
Related Items (4)
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 ⋮ Adaboost-based ensemble of polynomial chaos expansion with adaptive sampling ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark
Uses Software
Cites Work
- 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
- A non-adapted sparse approximation of PDEs with stochastic inputs
- Adaptive sparse polynomial chaos expansion based on least angle regression
- Computation of incompressible thermal flows using Hermite finite elements
- Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- Accurate solutions to the square thermally driven cavity at high Rayleigh number
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Efficient stochastic Galerkin methods for random diffusion equations
- CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
- Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
- A stochastic projection method for fluid flow. II: Random process
- On the convergence of generalized polynomial chaos expansions
- A Christoffel function weighted least squares algorithm for collocation approximations
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- Stable recovery of sparse overcomplete representations in the presence of noise
- Greed is Good: Algorithmic Results for Sparse Approximation
- Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
- Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
- Orthogonal least squares methods and their application to non-linear system identification
- Parallel Preconditioning with Sparse Approximate Inverses
- Sparse Approximate-Inverse Preconditioners Using Norm-Minimization Techniques
- Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Sparse Approximate Solutions to Linear Systems
- Matching pursuits with time-frequency dictionaries
- Subspace Pursuit for Compressive Sensing Signal Reconstruction
- Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs
- Sparse Solution of Underdetermined Systems of Linear Equations by Stagewise Orthogonal Matching Pursuit
- A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
This page was built for publication: Some greedy algorithms for sparse polynomial chaos expansions
