Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies
نویسندگان
چکیده
منابع مشابه
Compressive Sensing with Cross-Validation and Stop-Sampling for Sparse Polynomial Chaos Expansions
Compressive sensing is a powerful technique for recovering sparse solutions of underdetermined linear systems, which is often encountered in uncertainty quantification analysis of expensive and high-dimensional physical models. We perform numerical investigations employing several compressive sensing solvers that target the unconstrained LASSO formulation, with a focus on linear systems that ar...
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 2015
ISSN: 0021-9991
DOI: 10.1016/j.jcp.2014.09.019