A near-optimal sampling strategy for sparse recovery of polynomial chaos expansions
From MaRDI portal
Publication:2425261
Abstract: Compressive sampling has become a widely used approach to construct polynomial chaos surrogates when the number of available simulation samples is limited. Originally, these expensive simulation samples would be obtained at random locations in the parameter space. It was later shown that the choice of sample locations could significantly impact the accuracy of resulting surrogates. This motivated new sampling strategies or design-of-experiment approaches, such as coherence-optimal sampling, which aim at improving the coherence property. In this paper, we propose a sampling strategy that can identify near-optimal sample locations that lead to improvement in local-coherence property and also enhancement of cross-correlation properties of measurement matrices. We provide theoretical motivations for the proposed sampling strategy along with several numerical examples that show that our near-optimal sampling strategy produces substantially more accurate results, compared to other sampling strategies.
Recommendations
- Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
- Sparse polynomial chaos expansions via compressed sensing and D-optimal design
- A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design
- Least squares polynomial chaos expansion: a review of sampling strategies
- Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
Cites work
- scientific article; zbMATH DE number 1126861 (Why is no real title available?)
- scientific article; zbMATH DE number 2232688 (Why is no real title available?)
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- A compressed sensing approach for partial differential equations with random input data
- A generalized sampling and preconditioning scheme for sparse approximation of polynomial chaos expansions
- A non-adapted sparse approximation of PDEs with stochastic inputs
- Adaptive sparse polynomial chaos expansion based on least angle regression
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- Atomic decomposition by basis pursuit
- Compressed sensing
- Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
- Compressive sensing and structured random matrices
- Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions
- Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
- Enhancing sparsity of Hermite polynomial expansions by iterative rotations
- From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization
- Nonadaptive quasi-optimal points selection for least squares linear regression
- Numerical methods for stochastic computations. A spectral method approach.
- On Projection Matrix Optimization for Compressive Sensing Systems
- On compressive sensing applied to radar
- Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ 1 minimization
- Optimized Projections for Compressed Sensing
- Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- Sensing Matrix Optimization for Block-Sparse Decoding
- Solution of stochastic partial differential equations using Galerkin finite element techniques
- Sparse Legendre expansions via \(\ell_1\)-minimization
- Sparse and redundant representations. From theory to applications in signal and image processing.
- Sparse grid collocation schemes for stochastic natural convection problems
- Sparse representation, modeling and learning in visual recognition. Theory, algorithms and applications
- Stability of multiobjective predictive control: A utopia-tracking approach
- Stable recovery of sparse overcomplete representations in the presence of noise
- Stochastic collocation algorithms using \(\ell_1\)-minimization
- Subsampled Gauss quadrature nodes for estimating polynomial chaos expansions
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- The restricted isometry property and its implications for compressed sensing
Cited in
(17)- Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
- scientific article; zbMATH DE number 1303541 (Why is no real title available?)
- Sparse polynomial chaos expansions: literature survey and benchmark
- Towards optimal sampling for learning sparse approximation in high dimensions
- Regression-based sparse polynomial chaos for uncertainty quantification of subsurface flow models
- A preconditioning approach for improved estimation of sparse polynomial chaos expansions
- Sparse polynomial chaos expansions via compressed sensing and D-optimal design
- A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design
- Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem
- Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
- Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification
- Random sampling of sparse trigonometric polynomials. II: Orthogonal matching pursuit versus basis pursuit
- A multi-fidelity polynomial chaos-greedy Kaczmarz approach for resource-efficient uncertainty quantification on limited budget
- Sparse Approximation of Data-Driven Polynomial Chaos Expansions: An Induced Sampling Approach
- Comparison of the performance and reliability between improved sampling strategies for polynomial chaos expansion
- Least squares polynomial chaos expansion: a review of sampling strategies
- Sparse Recovery via ℓq-Minimization for Polynomial Chaos Expansions
This page was built for publication: A near-optimal sampling strategy for sparse recovery of polynomial chaos expansions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2425261)
