Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark
DOI10.1137/20M1315774zbMath1464.65008arXiv2002.01290WikidataQ128176644 ScholiaQ128176644MaRDI QIDQ4995117
Stefano Marelli, Nora Lüthen, Bruno Sudret
Publication date: 23 June 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.01290
uncertainty quantificationsparse regressionexperimental designsurrogate modellingsparse polynomial chaos expansions
Applications of statistics in engineering and industry; control charts (62P30) Probabilistic models, generic numerical methods in probability and statistics (65C20) Response surface designs (62K20)
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