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Computational Bioscience Research Center
CBRC
Computational Bioscience Research Center
Sparse approximation
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
1 min read ·
Thu, Sep 1 2016
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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.
