Constructing least-squares polynomial approximations
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Publication:5113170
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Cites work
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Cited in
(35)- On a near optimal sampling strategy for least squares polynomial regression
- Computation of induced orthogonal polynomial distributions
- Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems
- A multi-fidelity polynomial chaos-greedy Kaczmarz approach for resource-efficient uncertainty quantification on limited budget
- A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest
- Optimal design for kernel interpolation: applications to uncertainty quantification
- Stochastic gradient descent for semilinear elliptic equations with uncertainties
- Normalizing field flows: solving forward and inverse stochastic differential equations using physics-informed flow models
- A stochastic Galerkin method with adaptive time-stepping for the Navier-Stokes equations
- Non-intrusive framework of reduced-order modeling based on proper orthogonal decomposition and polynomial chaos expansion
- An interpolatory view of polynomial least squares approximation
- Nonadaptive quasi-optimal points selection for least squares linear regression
- A Christoffel function weighted least squares algorithm for collocation approximations
- Least squares approximations of measures via geometric condition numbers
- Weighted approximate Fekete points: sampling for least-squares polynomial approximation
- Effectively subsampled quadratures for least squares polynomial approximations
- Sparse Online Variational Bayesian Regression
- Least squares approximation of polynomial chaos expansions with optimized grid points
- Optimal sampling rates for approximating analytic functions from pointwise samples
- A Normalizing Field Flow Induced Two-Stage Stochastic Homogenization Method for Random Composite Materials
- Bi-Orthogonal fPINN: A Physics-Informed Neural Network Method for Solving Time-Dependent Stochastic Fractional PDEs
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- An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs
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- A non-Gaussian Bayesian filter for sequential data assimilation with non-intrusive polynomial chaos expansion
- Randomized least-squares with minimal oversampling and interpolation in general spaces
- S-OPT: a points selection algorithm for hyper-reduction in reduced order models
- Optimal sampling for least-squares approximation
- A biharmonic solver based on Fourier extension with oversampling technique for arbitrary domain
- A multivariate Jacobi polynomials regression estimator associated with an ANOVA decomposition model
- Adaptive Schauder Stochastic Mirror Descent in Banach Spaces
- Approximation of functions: optimal sampling and complexity
- Sparse grids vs. random points for high-dimensional polynomial approximation
- Weighted multivariate orthogonal systems and nonparametric regression estimators
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