Sparse approximation using _1-_2 minimization and its application to stochastic collocation

DOI10.1137/15M103947XMaRDI QIDQ2964447zbMATH OpenOpenAlexFDO

Authors L. Yan, Yeonjong Shin, Dongbin Xiu

Publication date 27 February 2017

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/15m103947x

zbMATH Keywords

\(\ell_1-\ell_2\) minimizationorthogonal polynomialssparse approximationstochastic collocation

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Numerical interpolation (65D05) Algorithms for approximation of functions (65D15) Applications of mathematical programming (90C90) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Recommendations

• Stochastic collocation algorithms using _1-minimization
• Sparse Recovery via ℓ_q-Minimization for Polynomial Chaos Expansions
• A weighted _1-minimization approach for sparse polynomial chaos expansions
• Stochastic collocation methods via \(\ell_1\) minimization using randomized quadratures
• Stochastic collocation methods via minimisation of the transformed \(L_1\)-penalty

Cites work

• A compressed sensing approach for partial differential equations with random input data
• A non-adapted sparse approximation of PDEs with stochastic inputs
• Compressed sensing
• Compressive sensing and structured random matrices
• Computing sparse representation in a highly coherent dictionary based on difference of L₁ and L₂
• Convex analysis approach to d. c. programming: Theory, algorithms and applications
• Decoding by Linear Programming
• Enhancing sparsity by reweighted \(\ell _{1}\) minimization
• High-Order Collocation Methods for Differential Equations with Random Inputs
• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• Improved iteratively reweighted least squares for unconstrained smoothed _q minimization
• Minimization of \(\ell_{1-2}\) for compressed sensing
• Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
• New Bounds for Restricted Isometry Constants
• Numerical methods for stochastic computations. A spectral method approach.
• Shifting Inequality and Recovery of Sparse Signals
• Sparse Approximate Solutions to Linear Systems
• Sparse Legendre expansions via _1-minimization
• Stable signal recovery from incomplete and inaccurate measurements
• Stochastic collocation algorithms using _1-minimization
• The restricted isometry property and its implications for compressed sensing
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

Cited in

(29)

• A preconditioning approach for improved estimation of sparse polynomial chaos expansions
• A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
• Perturbation analysis of \(L_{1-2}\) method for robust sparse recovery
• The springback penalty for robust signal recovery
• A class of null space conditions for sparse recovery via nonconvex, non-separable minimizations
• A non-intrusive reduced basis EKI for time fractional diffusion inverse problems
• Robust signal recovery via \(\ell_{1-2}/ \ell_p\) minimization with partially known support
• Morozov's discrepancy principle for _1-_2 sparsity regularization
• A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
• Stochastic collocation methods via minimisation of the transformed \(L_1\)-penalty
• _1-_2 minimization methods for signal and image reconstruction with impulsive noise removal
• The Dantzig selector: recovery of signal via ℓ ₁ − αℓ ₂ minimization
• A projected gradient method for \(\alpha\ell_1-\beta\ell_2\) sparsity regularization
• Stochastic Collocation vial₁-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification
• Stochastic collocation algorithms using _1-minimization
• Minimum norm interpolation in the \(\ell_1(\mathbb{N})\) space
• New restricted isometry property analysis for \(\ell_1-\ell_2\) minimization methods
• Robust signal recovery for \(\ell_{1-2}\) minimization via prior support information
• \(\boldsymbol{L_1-\beta L_q}\) Minimization for Signal and Image Recovery
• Enhanced total variation minimization for stable image reconstruction
• k-sparse vector recovery via truncated _1 -_2 local minimization
• Towards optimal sampling for learning sparse approximation in high dimensions
• A projected gradient method for nonlinear inverse problems with _1 - _2 sparsity regularization
• _1 - _2 sparsity regularization for nonlinear ill-posed problems
• Sparse recovery with coherent frames via \(\ell_{1-2}\)-analysis
• k block sparse vector recovery via block _1-_2 minimization
• From theoretical guarantee to practical performance: selectable and optimal step-lengths for IHT and HTP algorithms in compressed sensing
• Identification of corrupted data via k-means clustering for function approximation
• Truncated Huber penalty for sparse signal recovery with convergence analysis

This page was built for publication: Sparse approximation using \(\ell_1-\ell_2\) minimization and its application to stochastic collocation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2964447)