Sparse Recovery via ℓq-Minimization for Polynomial Chaos Expansions

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

Yongle Liu, L. Yan, Ling Guo

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)

Cited In (3)

• Towards optimal sampling for learning sparse approximation in high dimensions
• A Gradient-Enhanced L1 Approach for the Recovery of Sparse Trigonometric Polynomials
• A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions

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