Compressive Sensing with Cross-Validation and Stop-Sampling for Sparse Polynomial Chaos Expansions
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Publication:3176252
DOI10.1137/17M1141096zbMath1403.62133arXiv1707.09334OpenAlexW3102703068MaRDI QIDQ3176252
Habib N. Najm, Zachary P. Vane, Xun Huan, Guilhem Lacaze, Joseph C. Oefelein, Cosmin Safta, Khachik V. Sargsyan
Publication date: 19 July 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.09334
uncertainty quantificationLassosparse regressioncompressed sensing\(\ell_1\)-regularizationsparse reconstructionsequential compressive sensing
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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