Related papers: Enhancing Sparsity of Hermite Polynomial Expansion…
Compressive sensing has become a powerful addition to uncertainty quantification when only limited data is available. In this paper we provide a general framework to enhance the sparsity of the representation of uncertainty in the form of…
Compressive-sensing-based uncertainty quantification methods have become a pow- erful tool for problems with limited data. In this work, we use the sliced inverse regression (SIR) method to provide an initial guess for the alternating…
This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…
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…
This paper proposes a general framework to estimate coefficients of generalized polynomial chaos (gPC) used in uncertainty quantification via rotational sparse approximation. In particular, we aim to identify a rotation matrix such that the…
An analysis of the influence of missing samples in signals exhibiting sparsity in the Hermite transform domain is provided. Based on the statistical properties derived for the Hermite coefficients of randomly undersampled signal, the…
In recent years, the use of sparse recovery techniques in the approximation of high-dimensional functions has garnered increasing interest. In this work we present a survey of recent progress in this emerging topic. Our main focus is on the…
Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of the underlying Gaussian germ. Several rotations have been proposed in the literature resulting in adaptations with different convergence properties. In this paper…
We consider a model of an electric circuit, where differential algebraic equations for a circuit part are coupled to partial differential equations for an electromagnetic field part. An uncertainty quantification is performed by changing…
We establish sparsity and summability results for coefficient sequences of Wiener-Hermite polynomial chaos expansions of countably-parametric solutions of linear elliptic and parabolic divergence-form partial differential equations with…
Motivated by the question of optimal functional approximation via compressed sensing, we propose generalizations of the Iterative Hard Thresholding and the Compressive Sampling Matching Pursuit algorithms able to promote sparse in levels…
In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…
Traditional numerical methods for calculating matrix eigenvalues are prohibitively expensive for high-dimensional problems. Iterative random sparsification methods allow for the estimation of a single dominant eigenvalue at reduced cost by…
This paper investigates the idea of designing data-driven partial estimators for nonlinear systems showing parametric uncertainties using sparse multivariate polynomial relationships. A general framework is first presented and then…
Elliptic partial differential equations with diffusion coefficients of lognormal form, that is $a=exp(b)$, where $b$ is a Gaussian random field, are considered. We study the $\ell^p$ summability properties of the Hermite polynomial…
This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…
The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations. These challenges can be addressed by enforcing sparsity in the series…
Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency,…
Two complementary approaches have been extensively used in signal and image processing leading to novel results, the sparse representation methodology and the variational strategy. Recently, a new sparsity based model has been proposed, the…
The theory of compressive sensing (CS) asserts that an unknown signal $\mathbf{x} \in \mathbb{C}^N$ can be accurately recovered from $m$ measurements with $m\ll N$ provided that $\mathbf{x}$ is sparse. Most of the recovery algorithms need…