A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions (Q5275042)

scientific article; zbMATH DE number 6740886

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English	A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions	scientific article; zbMATH DE number 6740886

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instance of

scholarly article

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title

A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions (English)

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SIAM Journal on Scientific Computing

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publication date

7 July 2017

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full work available at URL

https://arxiv.org/abs/1602.06879

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zbMATH Keywords

uncertainty quantification

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polynomial chaos

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compressed sensing

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algorithm

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recovering sparse polynomials

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preconditioning

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numerical result

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describes a project that uses

SparseLab

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PDCO

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MaRDI profile type

MaRDI publication profile

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cites work

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Compressed sensing

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Q3997987

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Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures

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Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies

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Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

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

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Orthogonal polynomials for exponential weights $x^{2\rho} e^{-2Q(x)}$ on [0,$d$)

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Where does the sup norm of a weighted polynomial live? (A generalization of incomplete polynomials)

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Identifiers

zbMATH Open document ID

1368.65025

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DOI

10.1137/16M1063885

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5275042