ROBUST UNCERTAINTY QUANTIFICATION USING PRECONDITIONED LEAST-SQUARES POLYNOMIAL APPROXIMATIONS WITH l1-REGULARIZATION

DOI10.1615/Int.J.UncertaintyQuantification.2016015915zbMath1498.62100MaRDI QIDQ5052268

J. Van Langenhove, Didier Lucor, Anca Belme

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric robustness (62G35) Applications of mathematical programming (90C90)

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