Subsampled Gauss quadrature nodes for estimating polynomial chaos expansions

DOI10.1137/130913511zbMATH Open1308.41005OpenAlexW2053339424MaRDI QIDQ2938451FDOQ2938451

Authors: Gary Tang, Gianluca Iaccarino 

Publication date: 14 January 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/130913511

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zbMATH Keywords

Legendre polynomialscompressed sensingGauss quadraturebasis pursuit denoisinggeneralized polynomial chaos expansion

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Approximation by polynomials (41A10) Algorithms for approximation of functions (65D15)

Cited In (15)

• A generalized sampling and preconditioning scheme for sparse approximation of polynomial chaos expansions
• Sparse polynomial chaos expansions: literature survey and benchmark
• A preconditioning approach for improved estimation of sparse polynomial chaos expansions
• Infinite-dimensional compressed sensing and function interpolation
• Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
• Towards optimal sampling for learning sparse approximation in high dimensions
• Enhancing sparsity of Hermite polynomial expansions by iterative rotations
• Weighted discrete least-squares polynomial approximation using randomized quadratures
• Least squares approximation of polynomial chaos expansions with optimized grid points
• A near-optimal sampling strategy for sparse recovery of polynomial chaos expansions
• An adaptive WENO collocation method for differential equations with random coefficients
• Uncertainty propagation; intrusive kinetic formulations of scalar conservation laws
• Stochastic collocation methods via \(\ell_1\) minimization using randomized quadratures
• Effectively subsampled quadratures for least squares polynomial approximations
• Polynomial chaos expansions for dependent random variables

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