Sparse Approximation using $\ell_1-\ell_2$ Minimization and Its Application to Stochastic Collocation

DOI10.1137/15M103947XzbMath1381.94029OpenAlexW2585796913MaRDI QIDQ2964447

Dongbin Xiu, Yeonjong Shin, Liang Yan

Publication date: 27 February 2017

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m103947x

zbMATH Keywords

orthogonal polynomialssparse approximationstochastic collocation\(\ell_1-\ell_2\) minimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Numerical interpolation (65D05) Algorithms for approximation of functions (65D15)

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