Weighted discrete least-squares polynomial approximation using randomized quadratures
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Publication:2374682
DOI10.1016/J.JCP.2015.06.042zbMATH Open1349.60086OpenAlexW2185333993MaRDI QIDQ2374682FDOQ2374682
Authors: Tao Zhou, Dongbin Xiu, Akil C. Narayan 
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2015.06.042
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Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical integration (65D30) Approximation by polynomials (41A10) Algorithms for approximation of functions (65D15) Stochastic processes (60G99)
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Cited In (24)
- Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets
- Data dependent weights in discontinuous weighted least-squares approximation with anisotropic support
- PLS-based adaptation for efficient PCE representation in high dimensions
- Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems
- Weighted approximate Fekete points: sampling for least-squares polynomial approximation
- A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions
- Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations
- Towards optimal sampling for learning sparse approximation in high dimensions
- An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation
- Data-driven polynomial chaos expansions: a weighted least-square approximation
- Numerical aspects for approximating governing equations using data
- Constructing least-squares polynomial approximations
- A randomized tensor quadrature method for high dimensional polynomial approximation
- A low-rank approximated multiscale method for PDEs with random coefficients
- Multilevel weighted least squares polynomial approximation
- Multivariate discrete least-squares approximations with a new type of collocation grid
- A Christoffel function weighted least squares algorithm for collocation approximations
- Least squares polynomial chaos expansion: a review of sampling strategies
- Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
- Adaptive polynomial approximation by means of random discrete least squares
- The algebraic method in quadrature for uncertainty quantification
- Stochastic collocation methods via \(\ell_1\) minimization using randomized quadratures
- APPROXIMATING SMOOTH, MULTIVARIATE FUNCTIONS ON IRREGULAR DOMAINS
- Effectively subsampled quadratures for least squares polynomial approximations
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