Sparse Approximation of Data-Driven Polynomial Chaos Expansions: An Induced Sampling Approach

DOI10.4208/CMR.2020-0010zbMath1474.65008arXiv2008.10121OpenAlexW3106373314MaRDI QIDQ5142965

Ling Guo, Tao Zhou, Yongle Liu, Akil C. Narayan

Publication date: 14 January 2021

Published in: Communications in Mathematical Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.10121

zbMATH Keywords

equilibrium measuresparse approximationuncertainty quantificationinduced measuredata-driven polynomial chaos expansions

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Approximations to statistical distributions (nonasymptotic) (62E17)

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