Adaptive sparse polynomial chaos expansion based on least angle regression

DOI10.1016/j.jcp.2010.12.021zbMath1210.65019OpenAlexW2045355467MaRDI QIDQ630485

Publication date: 17 March 2011

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2010.12.021

zbMATH Keywords

algorithm convergence sensitivity analysis numerical examples statistical learning theory least angle regression sequential experimental design adaptive stochastic finite elements response surfaces sparse polynomial chaos expansion stochastic finite element problems

Mathematics Subject Classification ID

General nonlinear regression (62J02) Sequential statistical design (62L05) Numerical chaos (65P20)

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