Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark-Reference-Cited by-同舟云学术

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Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark

Published:2021-01 Issue:2 Volume:9 Page:593-649
ISSN:2166-2525
Container-title:SIAM/ASA Journal on Uncertainty Quantification
language:en
Short-container-title:SIAM/ASA J. Uncertainty Quantification

Author:

Lüthen Nora,Marelli Stefano^ORCID,Sudret Bruno^ORCID

Funder

Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://epubs.siam.org/doi/pdf/10.1137/20M1315774

Reference115 articles.

1. A robust and efficient stepwise regression method for building sparse polynomial chaos expansions

2. Divide and conquer: An incremental sparsity promoting compressive sampling approach for polynomial chaos expansions

3. A near-optimal sampling strategy for sparse recovery of polynomial chaos expansions

4. A preconditioning approach for improved estimation of sparse polynomial chaos expansions

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