Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection

DOI10.1016/j.jcp.2015.02.025zbMath1352.65026arXiv1407.8093OpenAlexW2035665246MaRDI QIDQ729190

D. Kharzeev

Publication date: 20 December 2016

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

Full work available at URL: https://arxiv.org/abs/1407.8093

zbMATH Keywords

adaptivitysparsityuncertainty quantificationpolynomial chaosstochastic collocation\(\ell_1\)-minimizationbasis selection

Mathematics Subject Classification ID

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Uses Software

• PDCO
• NESTA
• SPGL1
• CoSaMP
• ElemStatLearn
• TESTPACK

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