Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification

DOI10.1137/17M1148955WikidataQ128994486 ScholiaQ128994486MaRDI QIDQ4611526

Weixuan Li, Xiu Yang, Alexandre M. Tartakovsky

Publication date: 21 January 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.07937

zbMATH Keywords

alternating direction methoduncertainty quantificationcompressive sensingsliced inverse regressioniterative rotation

Mathematics Subject Classification ID

Related Items (4)

Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models ⋮ A General Framework of Rotational Sparse Approximation in Uncertainty Quantification ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark

Uses Software

• SPGL1
• glm

Cites Work

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