Subsampled Gauss quadrature nodes for estimating polynomial chaos expansions

DOI10.1137/130913511MaRDI QIDQ2938451zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(15)

• Polynomial chaos expansions for dependent random variables
• Stochastic collocation methods via \(\ell_1\) minimization using randomized quadratures
• Effectively subsampled quadratures for least squares polynomial approximations
• A generalized sampling and preconditioning scheme for sparse approximation of polynomial chaos expansions
• A preconditioning approach for improved estimation of sparse polynomial chaos expansions
• Sparse polynomial chaos expansions: literature survey and benchmark
• 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

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