Towards optimal sampling for learning sparse approximations in high dimensions

B Adcock, JM Cardenas, N Dexter… - … and Probability: With a …, 2022 - Springer
In this chapter, we discuss recent work on learning sparse approximations to high-
dimensional functions on data, where the target functions may be scalar-,'vector-or even …

On efficient algorithms for computing near-best polynomial approximations to high-dimensional, Hilbert-valued functions from limited samples

B Adcock, S Brugiapaglia, N Dexter… - arxiv preprint arxiv …, 2022 - arxiv.org
Sparse polynomial approximation has become indispensable for approximating smooth,
high-or infinite-dimensional functions from limited samples. This is a key task in …

[LIVRE][B] On Efficient Algorithms for Computing Near-Best Polynomial Approximations to High-Dimensional, Hilbert-Valued Functions from Limited Samples

Sparse polynomial approximation has become an indispensable technique for
approximating smooth, high-or infinite-dimensional functions from limited samples. This is a …

A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness

H Lei, J Li, P Gao, P Stinis, NA Baker - Computer methods in applied …, 2019 - Elsevier
The challenge of quantifying uncertainty propagation in real-world systems is rooted in the
high-dimensionality of the stochastic input and the frequent lack of explicit knowledge of its …

Stochastic collocation methods via minimization of Transformed penalty

L Guo, J Li, Y Liu - arxiv preprint arxiv:1805.05416, 2018 - arxiv.org
We study the properties of sparse reconstruction of transformed $\ell_1 $(TL1) minimization
and present improved theoretical results about the recoverability and the accuracy of this …

Sparse recovery via ℓq-minimization for polynomial chaos expansions

L Guo, Y Liu, L Yan - Numerical Mathematics: Theory, Methods and …, 2017 - cambridge.org
In this paper we consider the algorithm for recovering sparse orthogonal polynomials using
stochastic collocation via ℓq minimization. The main results include: 1) By using the norm …

[PDF][PDF] Methods in Computational Science

B Adcock, S Brugiapaglia, CG Webster - 2022 - SIAM
Over seventy years ago, Richard Bellman coined the term the curse of dimensionality to
describe phenomena and computational challenges that arise in high dimensions. These …

Optimal and efficient algorithms for learning high-dimensional, Banach-valued functions from limited samples

SA Moraga Scheuermann - 2024 - summit.sfu.ca
Learning high-or infinite-dimensional functions from limited samples is a key task in
Computational Science and Engineering (CSE). For example, in Uncertainty Quantification …

[CITATION][C] Data-driven approach of quantifying uncertainty in complex systems with arbitrary randomness

H Lei, J Li, P Gao, P Stinis, N Baker - arxiv preprint arxiv:1804.08609, 2018