相关论文: Adaptive Polynomial Chaos Expansion for Uncertaint…

Optimal Bayesian design techniques provide an estimate for the best parameters of an experiment in order to maximize the value of measurements prior to the actual collection of data. In other words, these techniques explore the space of…

The Polynomial Chaos Expansion (PCE) technique recovers a finite second order random variable exploiting suitable linear combinations of orthogonal polynomials which are functions of a given stochas- tic quantity {\xi}, hence acting as a…

Polynomial Chaos Expansions (PCEs) are widely recognized for their efficient computational performance in surrogate modeling. Yet, a robust framework to quantify local model errors is still lacking. While the local uncertainty of PCE…

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a…

In this paper we propose an algorithm for recovering sparse orthogonal polynomials using stochastic collocation. Our approach is motivated by the desire to use generalized polynomial chaos expansions (PCE) to quantify uncertainty in models…

Polynomial chaos expansions (PCEs) have been used in many real-world engineering applications to quantify how the uncertainty of an output is propagated from inputs. PCEs for models with independent inputs have been extensively explored in…

We propose Mixed-Panels-Transformer Encoder (MPTE), a novel framework for estimating factor models in panel datasets with mixed frequencies and nonlinear signals. Traditional factor models rely on linear signal extraction and require…

The atomic cluster expansion (ACE) (Drautz, 2019) yields a highly efficient and intepretable parameterisation of symmetric polynomials that has achieved great success in modelling properties of many-particle systems. In the present work we…

Millimeter-wave (mmWave) and Terahertz (THz)-band communications exploit the abundant bandwidth to fulfill the increasing data rate demands of 6G wireless communications. To compensate for the high propagation loss with reduced hardware…

We present an algorithm for computing sparse, least squares-based polynomial chaos expansions, incorporating both adaptive polynomial bases and sequential experimental designs. The algorithm is employed to approximate stochastic…

We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some…

Sparse channel estimation problem is one of challenge technical issues in stable broadband wireless communications. Based on square error criterion (SEC), adaptive sparse channel estimation (ASCE) methods, e.g., zero-attracting least mean…

Polynomial chaos expansions (PCE) have seen widespread use in the context of uncertainty quantification. However, their application to structural reliability problems has been hindered by the limited performance of PCE in the tails of the…

Polynomial chaos expansions (PCE) allow us to propagate uncertainties in the coefficients of differential equations to the statistics of their solutions. Their main advantage is that they replace stochastic equations by systems of…

This paper is concerned with the channel estimation problem in Millimeter wave (mmWave) wireless systems with large antenna arrays. By exploiting the inherent sparse nature of the mmWave channel, we first propose a fast channel estimation…

Independent sampling of orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models, using Polynomial Chaos (PC) expansions. It is known that bounding the spectral radius of a random matrix consisting…

In the field of uncertainty quantification, sparse polynomial chaos (PC) expansions are commonly used by researchers for a variety of purposes, such as surrogate modeling. Ideas from compressed sensing may be employed to exploit this…

Compressive sampling has been widely used for sparse polynomial chaos (PC) approximation of stochastic functions. The recovery accuracy of compressive sampling highly depends on the incoherence properties of the measurement matrix. In this…

Bayesian analysis enables combining prior knowledge with measurement data to learn model parameters. Commonly, one resorts to computing the maximum a posteriori (MAP) estimate, when only a point estimate of the parameters is of interest. We…

Generalized Polynomial Chaos (gPC) expansions are well established for forward uncertainty propagation in many application areas. Although the associated computational effort may be reduced in comparison to Monte Carlo techniques, for…