A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions

DOI10.1016/j.jcp.2018.04.026zbMath1415.65032arXiv1802.08837OpenAlexW2788938433MaRDI QIDQ2424501

Tao Zhou, Ling Guo, Akil C. Narayan

Publication date: 25 June 2019

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.08837

zbMATH Keywords

uncertainty quantificationcompressive samplingpolynomial chaos expansionsgradient-enhanced \(\ell_1\)-minimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Algorithms for approximation of functions (65D15) Sampling theory in information and communication theory (94A20)

Related Items (12)

Multi-level multi-fidelity sparse polynomial chaos expansion based on Gaussian process regression ⋮ A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems ⋮ Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification ⋮ An active sparse polynomial chaos expansion approach based on sequential relevance vector machine ⋮ Constructing Least-Squares Polynomial Approximations ⋮ Regression-based sparse polynomial chaos for uncertainty quantification of subsurface flow models ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ An efficient and robust adaptive sampling method for polynomial chaos expansion in sparse Bayesian learning framework ⋮ An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion ⋮ A mixed ℓ₁ regularization approach for sparse simultaneous approximation of parameterized PDEs ⋮ Compressive Hermite interpolation: sparse, high-dimensional approximation from gradient-augmented measurements ⋮ Rank adaptive tensor recovery based model reduction for partial differential equations with high-dimensional random inputs

Uses Software

• SPGL1

Cites Work

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