Adaptive sparse polynomial chaos expansion based on least angle regression

Least angle regression

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A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code

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The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

Dongbin Xiu, George Em Karniadakis · SIAM Journal on Scientific Computing · 2002 · 4.7K citations

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The Nature of Statistical Learning Theory

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