A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions
DOI10.1016/j.jcp.2014.02.024zbMath1349.65198arXiv1308.0624MaRDI QIDQ349012
Ji Peng, Alireza Doostan, Jerrad Hampton
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.0624
sparse approximation; uncertainty quantification; polynomial chaos; compressive sampling; basis pursuit denoising (BPDN); stochastic PDEs (SPDEs); weighted \(\ell_1\)-minimization
65C20: Probabilistic models, generic numerical methods in probability and statistics
90C25: Convex programming
65K10: Numerical optimization and variational techniques
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
94A20: Sampling theory in information and communication theory
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