Adaptive sparse polynomial chaos expansion based on least angle regression

Journal of Computational Physics

Volumn 230, Issue 6, 2011, Pages 2345-2367

  Blatman, Géraud ^a,b   Sudret, Bruno ^a,c  

^a UNIVERSITÉ CLERMONT AUVERGNE   (France)

^b EDF R AND D   (France)

^c Centre d'Affaires du Zénith   (France)

Author keywords

Adaptive stochastic finite elements; Least angle regression; Response surfaces; Sensitivity analysis; Sequential experimental design; Sparse polynomial chaos expansion

Indexed keywords

ADAPTIVE ALGORITHMS; COMPUTATION THEORY; FINITE ELEMENT METHOD; POLYNOMIALS; RANDOM VARIABLES; REGRESSION ANALYSIS; STATISTICS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

ADAPTIVE STOCHASTIC FINITE ELEMENT; CHAOS EXPANSIONS; COMPUTATIONAL COSTS; LEAST ANGLE REGRESSIONS; POLYNOMIAL CHAOS; RESPONSE SURFACE; SEQUENTIAL EXPERIMENTAL DESIGN; SPARSE POLYNOMIAL CHAOS EXPANSION; SPARSE POLYNOMIALS; STOCHASTIC FINITE ELEMENTS;

SENSITIVITY ANALYSIS;

EID: 78751706487     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2010.12.021     Document Type: Article

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