Sparse Recovery via ℓq-Minimization for Polynomial Chaos Expansions

DOI10.4208/NMTMA.2017.0001zbMATH Open1399.42069OpenAlexW2755774318MaRDI QIDQ3176044FDOQ3176044

Authors: Ling Guo, Yongle Liu, L. Yan 

Publication date: 18 July 2018

Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/nmtma.2017.0001

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zbMATH Keywords

uncertainty quantificationstochastic collocationpolynomial chaos expansions

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Cited In (8)

• Towards optimal sampling for learning sparse approximation in high dimensions
• Sparse data-driven quadrature rules via \(\ell^p\)-quasi-norm minimization
• Stochastic collocation methods via minimisation of the transformed \(L_1\)-penalty
• A Gradient-Enhanced L1 Approach for the Recovery of Sparse Trigonometric Polynomials
• Reconstruction of Sparse Polynomials via Quasi-Orthogonal Matching Pursuit Method
• A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions
• Compressed sensing with sparse corruptions: fault-tolerant sparse collocation approximations
• Sparse approximation using \(\ell_1-\ell_2\) minimization and its application to stochastic collocation

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