Subsampled Gauss Quadrature Nodes for Estimating Polynomial Chaos Expansions

DOI10.1137/130913511zbMath1308.41005OpenAlexW2053339424MaRDI QIDQ2938451

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

zbMATH Keywords

Gauss quadratureLegendre polynomialscompressed sensingbasis 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)

Related Items (15)

Weighted discrete least-squares polynomial approximation using randomized quadratures ⋮ Uncertainty Propagation; Intrusive Kinetic Formulations of Scalar Conservation Laws ⋮ Infinite-dimensional compressed sensing and function interpolation ⋮ Polynomial chaos expansions for dependent random variables ⋮ Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations ⋮ A near-optimal sampling strategy for sparse recovery of polynomial chaos expansions ⋮ Least Squares Approximation of Polynomial Chaos Expansions With Optimized Grid Points ⋮ Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ Effectively Subsampled Quadratures for Least Squares Polynomial Approximations ⋮ A preconditioning approach for improved estimation of sparse polynomial chaos expansions ⋮ An adaptive WENO collocation method for differential equations with random coefficients ⋮ Enhancing sparsity of Hermite polynomial expansions by iterative rotations ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark ⋮ A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions

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