A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design

DOI10.1016/J.CMA.2021.114130OpenAlexW3196552999MaRDI QIDQ2246331FDOQ2246331

Authors: Bei-Yang Zhang, Y. Q. Ni 

Publication date: 16 November 2021

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.2021.114130

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zbMATH Keywords

polynomial chaos expansion (PCE)Bayesian experimental designsequential samplingcoherence-optimal samplingBayesian compressive sensing

Mathematics Subject Classification ID

Bayesian inference (62F15) Optimal statistical designs (62K05) Numerical methods for mathematical programming, optimization and variational techniques (65K99)

Cites Work

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Cited In (12)

• Optimal sparse polynomial chaos expansion for arbitrary probability distribution and its application on global sensitivity analysis
• Sparse polynomial chaos expansions via compressed sensing and D-optimal design
• A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms
• EMR-SSM: synchronous surrogate modeling-based enhanced moving regression method for multi-response prediction and reliability evaluation
• Least squares polynomial chaos expansion: a review of sampling strategies
• A novel sparse polynomial chaos expansion technique with high adaptiveness for surrogate modelling
• Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
• A near-optimal sampling strategy for sparse recovery of polynomial chaos expansions
• An efficient and robust adaptive sampling method for polynomial chaos expansion in sparse Bayesian learning framework
• Classifier-based adaptive polynomial chaos expansion for high-dimensional uncertainty quantification
• Variance-based adaptive sequential sampling for polynomial chaos expansion
• Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling

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