Sparse Recovery via ℓq-Minimization for Polynomial Chaos Expansions

DOI10.4208/NMTMA.2017.0001MaRDI QIDQ3176044zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(8)

• Sparse approximation using _1-_2 minimization and its application to stochastic collocation
• 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 _1-minimization approach for sparse polynomial chaos expansions
• Compressed sensing with sparse corruptions: fault-tolerant sparse collocation approximations

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