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Alireza Doostan
Researcher at University of Colorado Boulder
Publications - 120
Citations - 3842
Alireza Doostan is an academic researcher from University of Colorado Boulder. The author has contributed to research in topics: Uncertainty quantification & Polynomial chaos. The author has an hindex of 28, co-authored 102 publications receiving 3155 citations. Previous affiliations of Alireza Doostan include Stanford University & Johns Hopkins University.
Papers
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A non-adapted sparse approximation of PDEs with stochastic inputs
Alireza Doostan,Houman Owhadi +1 more
TL;DR: The method converges in probability as a consequence of sparsity and a concentration of measure phenomenon on the empirical correlation between samples, and it is shown that the method is well suited for truly high-dimensional problems.
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Compressive sampling of polynomial chaos expansions
Jerrad Hampton,Alireza Doostan +1 more
TL;DR: The coherence-optimal sampling scheme is proposed: a Markov Chain Monte Carlo sampling, which directly uses the basis functions under consideration to achieve a statistical optimality among all sampling schemes with identical support.
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Stochastic model reduction for chaos representations
TL;DR: In this article, an algorithm is developed for the efficient characterization of a lower dimensional manifold occupied by the solution to a stochastic partial differential equation (SPDE) in the Hilbert space spanned by Wiener chaos.
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On the construction and analysis of stochastic models: characterization and propagation of the errors associated with limited data
Roger Ghanem,Alireza Doostan +1 more
TL;DR: A formulation is presented for the impact of data limitations associated with the calibration of parameters for these models, on their overall predictive accuracy and a new method for the characterization of stochastic processes from corresponding experimental observations is obtained.
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A weighted l 1 -minimization approach for sparse polynomial chaos expansions.
TL;DR: This work modify the standard l1l1-minimization algorithm, originally proposed in the context of compressive sampling, using a priori information about the decay of the PC coefficients, when available, and refers to the resulting algorithm as weighted l1l 1- Minimization.