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A Multidimensional Data-Driven Sparse Identification Technique: The Sparse Proper Generalized Decomposition
Sparse model identification by means of data is especially cumbersome if the sought dynamics live in a high dimensional space. This usually involves the need for large amount of data, unfeasible in such a high dimensional settings. This well-known phenomenon, coined as the curse of dimensionality, i...
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Published in: | Complexity (New York, N.Y.) N.Y.), 2018-01, Vol.2018 (2018), p.1-11 |
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Main Authors: | , , , , , , , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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Summary: | Sparse model identification by means of data is especially cumbersome if the sought dynamics live in a high dimensional space. This usually involves the need for large amount of data, unfeasible in such a high dimensional settings. This well-known phenomenon, coined as the curse of dimensionality, is here overcome by means of the use of separate representations. We present a technique based on the same principles of the Proper Generalized Decomposition that enables the identification of complex laws in the low-data limit. We provide examples on the performance of the technique in up to ten dimensions. |
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ISSN: | 1076-2787 1099-0526 1099-0526 |
DOI: | 10.1155/2018/5608286 |