A randomized tensor quadrature method for high dimensional polynomial approximation
DOI10.1137/16M1081695zbMATH Open1373.65012MaRDI QIDQ5357965FDOQ5357965
Authors: Kailiang Wu, Yeonjong Shin, Dongbin Xiu 
Publication date: 18 September 2017
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
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iterative algorithmconvergenceapproximation theorynumerical examplemultivariate functionsorthogonal polynomialrandomized Kaczmarz algorithmtensor Gauss quadrature
Numerical quadrature and cubature formulas (65D32) Approximation by polynomials (41A10) Algorithms for approximation of functions (65D15) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)
Cites Work
- A randomized Kaczmarz algorithm with exponential convergence
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- Sparse grids
- High dimensional polynomial interpolation on sparse grids
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- Randomized extended Kaczmarz for solving least squares
- Acceleration of randomized Kaczmarz method via the Johnson-Lindenstrauss lemma
- Randomized Kaczmarz solver for noisy linear systems
- Almost sure convergence of the Kaczmarz algorithm with random measurements
- Convergence acceleration of Kaczmarz's method
- Weighted discrete least-squares polynomial approximation using randomized quadratures
- An accelerated randomized Kaczmarz algorithm
- A randomized algorithm for multivariate function approximation
Cited In (13)
- Computing statistical moments via tensorization of polynomial chaos expansions
- Uncertainty quantification for the random HIV dynamical model driven by drug adherence
- Sequential approximation of functions in Sobolev spaces using random samples
- On efficient algorithms for computing near-best polynomial approximations to high-dimensional, Hilbert-valued functions from limited samples
- Sequential function approximation with noisy data
- A low-rank matrix approach to compute polynomial approximations of smooth two-dimensional functions
- Numerical aspects for approximating governing equations using data
- \(O(d \log N)\)-quantics approximation of \(N\)-\(d\) tensors in high-dimensional numerical modeling
- Reconciling alternate methods for the determination of charge distributions: a probabilistic approach to high-dimensional least-squares approximations
- Adaptive Smolyak Pseudospectral Approximations
- Sequential function approximation on arbitrarily distributed point sets
- Quantification of uncertainty from high-dimensional scattered data via polynomial approximation
- Generating nested quadrature rules with positive weights based on arbitrary sample sets
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