A Christoffel function weighted least squares algorithm for collocation approximations
From MaRDI portal
Publication:2970106
DOI10.1090/mcom/3192zbMath1361.65009arXiv1412.4305OpenAlexW2949924726MaRDI QIDQ2970106
Tao Zhou, John D. Jakeman, Akil C. Narayan
Publication date: 27 March 2017
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.4305
algorithmMonte CarlocollocationChristoffel functionnumerical resultleast squares polynomial approximation
Related Items (46)
Optimal design for kernel interpolation: applications to uncertainty quantification ⋮ Near-Optimal Sampling Strategies for Multivariate Function Approximation on General Domains ⋮ Numerical Integration in Multiple Dimensions with Designed Quadrature ⋮ An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation ⋮ Boosted optimal weighted least-squares ⋮ Infinite-dimensional compressed sensing and function interpolation ⋮ Optimal sampling and Christoffel functions on general domains ⋮ A stochastic Galerkin method with adaptive time-stepping for the Navier-Stokes equations ⋮ Polynomial chaos expansions for dependent random variables ⋮ Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling ⋮ On a near optimal sampling strategy for least squares polynomial regression ⋮ Error guarantees for least squares approximation with noisy samples in domain adaptation ⋮ Sparse polynomial approximations for affine parametric saddle point problems ⋮ Multifidelity uncertainty quantification with models based on dissimilar parameters ⋮ A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions ⋮ Basis adaptive sample efficient polynomial chaos (BASE-PC) ⋮ Multilevel weighted least squares polynomial approximation ⋮ On the reconstruction of functions from values at subsampled quadrature points ⋮ APPROXIMATING SMOOTH, MULTIVARIATE FUNCTIONS ON IRREGULAR DOMAINS ⋮ Constructing Least-Squares Polynomial Approximations ⋮ Weighted Approximate Fekete Points: Sampling for Least-Squares Polynomial Approximation ⋮ Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures ⋮ Multivariate Approximation in Downward Closed Polynomial Spaces ⋮ Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems ⋮ Data-driven polynomial chaos expansions: a weighted least-square approximation ⋮ Computation of induced orthogonal polynomial distributions ⋮ PLS-based adaptation for efficient PCE representation in high dimensions ⋮ Some greedy algorithms for sparse polynomial chaos expansions ⋮ A Gauss--Seidel Type Method for Dynamic Nonlinear Complementarity Problems ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ Non-intrusive framework of reduced-order modeling based on proper orthogonal decomposition and polynomial chaos expansion ⋮ Pluripotential numerics ⋮ Sequential Design of Experiment for Sparse Polynomial Chaos Expansions ⋮ Effectively Subsampled Quadratures for Least Squares Polynomial Approximations ⋮ Variance-based adaptive sequential sampling for polynomial chaos expansion ⋮ Optimal weighted least-squares methods ⋮ Optimal pointwise sampling for \(L^2\) approximation ⋮ Least squares polynomial chaos expansion: a review of sampling strategies ⋮ Adaptive Approximation by Optimal Weighted Least-Squares Methods ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark ⋮ An Adaptive Minimum Spanning Tree Multielement Method for Uncertainty Quantification of Smooth and Discontinuous Responses ⋮ Randomized weakly admissible meshes ⋮ Convergence of spectral likelihood approximation based on q-Hermite polynomials for Bayesian inverse problems ⋮ A Randomized Algorithm for Multivariate Function Approximation ⋮ Sequential Sampling for Optimal Weighted Least Squares Approximations in Hierarchical Spaces ⋮ A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the stability and accuracy of least squares approximations
- Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations
- Sparse Legendre expansions via \(\ell_1\)-minimization
- Multivariate Markov-type and Nikolskii-type inequalities for polynomials associated with downward closed multi-index sets
- A non-adapted sparse approximation of PDEs with stochastic inputs
- Fekete points and convergence towards equilibrium measures on complex manifolds
- User-friendly tail bounds for sums of random matrices
- Asymptotics for Christoffel functions of planar measures
- Géza Freud, orthogonal polynomials and Christoffel functions. A case study
- Asymptotics of the Christoffel functions on a simplex in \(\mathbb{R}^d\)
- Asymptotics for Christoffel functions for general measures on the real line
- Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
- Asymptotics for Christoffel functions with varying weights
- Christoffel functions and Fourier series for multivariate orthogonal polynomials
- Supports of weighted equilibrium measures and examples
- On the convergence of optimal measures
- High dimensional polynomial interpolation on sparse grids
- Weighted discrete least-squares polynomial approximation using randomized quadratures
- On the convergence of generalized polynomial chaos expansions
- Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces
- Stochastic Collocation Methods on Unstructured Grids in High Dimensions via Interpolation
- On Discrete Least-Squares Projection in Unbounded Domain with Random Evaluations and its Application to Parametric Uncertainty Quantification
- Multivariate Discrete Least-Squares Approximations with a New Type of Collocation Grid
- Monge-Ampère measures for convex bodies and Bernstein-Markov type inequalities
- Bergman kernels for weighted polynomials and weighted equilibrium measures of $\mathbb{C}^{n}$
- Weighted polynomials and weighted pluripotential theory
- Bergman kernels and equilibrium measures for line bundles over projective manifolds
- The Complex Equilibrium Measure of a Symmetric Convex Set in R n
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Christoffel Functions and Universality in the Bulk for Multivariate Orthogonal Polynomials
- Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs
- Stochastic Collocation on Unstructured Multivariate Meshes
- High-Order Collocation Methods for Differential Equations with Random Inputs
- The Homogeneous Chaos
This page was built for publication: A Christoffel function weighted least squares algorithm for collocation approximations