Computing statistical moments via tensorization of polynomial chaos expansions

DOI10.1137/23M155428XMaRDI QIDQ6554968zbMATH OpenFDO

Authors Rafael Ballester-Ripoll

Publication date 13 June 2024

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

Full work available at URL https://doi.org/10.1137/23M155428X

zbMATH Keywords

polynomial chaos expansionsstatistical momentssurrogate modelingtensor decompositionstensor train decompositionTucker decomposition

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Probabilistic models, generic numerical methods in probability and statistics (65C20) Algorithms for approximation of functions (65D15)

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Cites work

• A continuous analogue of the tensor-train decomposition
• A stochastic finite element procedure for moment and reliability analysis
• Approximation rates for the hierarchical tensor format in periodic Sobolev spaces
• Data-driven polynomial chaos expansion for machine learning regression
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• Design and analysis of computer experiments when the output is highly correlated over the input space
• Duality of graphical models and tensor networks
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Gradient-based optimization for regression in the functional tensor-train format
• Higher order Sobol' indices
• scientific article; zbMATH DE number 1894664 (Why is no real title available?)
• Least angle regression. (With discussion)
• On the Best Rank-1 and Rank-(R₁ ,R₂ ,. . .,R_N) Approximation of Higher-Order Tensors
• Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
• Spectral tensor-train decomposition
• Tensor Decompositions and Applications
• Tensor networks for dimensionality reduction and large-scale optimization. I: Low-rank tensor decompositions
• Tensor-train decomposition
• TT-cross approximation for multidimensional arrays

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