Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs
DOI10.1016/J.JCP.2013.11.016zbMATH Open1349.62080OpenAlexW1987784373MaRDI QIDQ348681FDOQ348681
Authors: Georgios Karagiannis, Guang Lin 
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: http://dro.dur.ac.uk/22660/1/22660.pdf
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LassosplinesMCMCuncertainty quantificationgeneralized polynomial chaosBayesian model averageBayesian model uncertaintymedian probability model
Bayesian inference (62F15) Nonparametric estimation (62G05) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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Cited In (15)
- Sparse multiresolution regression for uncertainty propagation
- An efficient metamodeling approach for uncertainty quantification of complex systems with arbitrary parameter probability distributions
- Local polynomial chaos expansion for linear differential equations with high dimensional random inputs
- Analytical approximation and numerical studies of one-dimensional elliptic equation with random coefficients
- SAMBA: sparse approximation of moment-based arbitrary polynomial chaos
- Spectral likelihood expansions for Bayesian inference
- A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms
- Comparison of the performance and reliability between improved sampling strategies for polynomial chaos expansion
- A novel single-loop simulation method and its combination with adaptive kriging for moment-independent global sensitivity analysis
- Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
- Basis adaptive sample efficient polynomial chaos (BASE-PC)
- On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models
- Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling
- A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs
- A goal-oriented reduced basis methods-accelerated generalized polynomial chaos algorithm
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