Analysis of discrete L^2 projection on polynomial spaces with random evaluations
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Publication:404295
DOI10.1007/S10208-013-9186-4zbMATH Open1301.41005OpenAlexW2065120373MaRDI QIDQ404295FDOQ404295
Authors: Giovanni Migliorati, F. Nobile, Erik von Schwerin, R. Tempone 
Publication date: 4 September 2014
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10208-013-9186-4
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nonparametric regressionerror analysisapproximation theorymultivariate polynomial approximationgeneralized polynomial chaosnoise-free datapoint collocation
Approximation by polynomials (41A10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Rate of convergence, degree of approximation (41A25)
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Cited In (48)
- Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets
- Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation
- High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
- Infinite-dimensional compressed sensing and function interpolation
- Near-Optimal Sampling Strategies for Multivariate Function Approximation on General Domains
- On tensor product approximation of analytic functions
- A least-squares method for sparse low rank approximation of multivariate functions
- Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
- Function integration, reconstruction and approximation using rank-$1$ lattices
- Towards optimal sampling for learning sparse approximation in high dimensions
- Least Squares Approximation of Polynomial Chaos Expansions With Optimized Grid Points
- A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design
- Infinite-dimensional \(\ell ^1\) minimization and function approximation from pointwise data
- Spectral likelihood expansions for Bayesian inference
- Linear collective collocation approximation for parametric and stochastic elliptic PDEs
- Exploiting active subspaces to quantify uncertainty in the numerical simulation of the hyshot II scramjet
- Error guarantees for least squares approximation with noisy samples in domain adaptation
- Stable high-order randomized cubature formulae in arbitrary dimension
- Weighted discrete least-squares polynomial approximation using randomized quadratures
- Adaptive Approximation by Optimal Weighted Least-Squares Methods
- Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
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- Weighted Approximate Fekete Points: Sampling for Least-Squares Polynomial Approximation
- A fast discrete spectral method for stochastic partial differential equations
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- A Novel Variable-Separation Method Based on Sparse and Low Rank Representation for Stochastic Partial Differential Equations
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- Hyperspherical sparse approximation techniques for high-dimensional discontinuity detection
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- Adaptive polynomial approximation by means of random discrete least squares
- Nonadaptive quasi-optimal points selection for least squares linear regression
- Compressive Hermite interpolation: sparse, high-dimensional approximation from gradient-augmented measurements
- APPROXIMATING SMOOTH, MULTIVARIATE FUNCTIONS ON IRREGULAR DOMAINS
- A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs
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