PLS-based adaptation for efficient PCE representation in high dimensions

DOI10.1016/j.jcp.2019.02.046zbMath1452.65014OpenAlexW2921426515WikidataQ128263979 ScholiaQ128263979MaRDI QIDQ2220565

Iason Papaioannou, Daniel Straub, Max Ehre

Publication date: 25 January 2021

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

Full work available at URL: https://mediatum.ub.tum.de/doc/1574370/document.pdf

zbMATH Keywords

partial least squaresuncertainty quantificationhigh dimensionssurrogate modelspolynomial chaosbasis adaptation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Rods (beams, columns, shafts, arches, rings, etc.) (74K10) Plates (74K20) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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