Sparse approximation

Sparse approximation of multilinear problems with applications to kernel-based methods in UQ

1 min read · Thu, Sep 1 2016

Sparse approximation

We provide a framework for the sparse approximation of multilinear problems and show that several problems in uncertainty quantification fit within this framework. In these problems, the value of a multilinear map has to be approximated using approximations of different accuracy and computational work of the arguments of this map.