Enhancing sparsity of Hermite polynomial expansions by iterative rotations

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Title
Enhancing sparsity of Hermite polynomial expansions by iterative rotations
Authors
Keywords
Uncertainty quantification, Generalized polynomial chaos, Compressive sensing, Iterative rotations, Active subspace, High dimensions
Journal
JOURNAL OF COMPUTATIONAL PHYSICS
Volume 307, Issue -, Pages 94-109
Publisher
Elsevier BV
Online
2015-12-01
DOI
10.1016/j.jcp.2015.11.038

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