arXiv:2608.16126stat.MLcs.LG2026-08

提出新方法精准识别不确定性模型中的关键多项式混沌模式。

Coded Hankel Polynomial Chaos: Spectral Identification of Dominant Polynomial-Chaos Modes

  • 用谱方法替代传统稀疏回归,通过生成多项式与相位轨道提取主导模式。
  • 在有限数据下实现精确恢复,噪声下仍稳定识别关键模式。
  • 适合处理高维不确定性分析,尤其适用于复杂PDE问题的量值计算。

主导多项式混沌模式的识别通常被建模为对采样多变量多项式字典的稀疏回归问题。本文提出编码汉克尔多项式混沌(CH-PC),一种互补的谱形式化方法。有限生成变换将PCE系数转换为生成多项式,沿几何相位轨道求值生成有限指数和。其模型阶数与谱节点由低秩汉克尔矩阵编码,坐标相位偏移引入单位根标签,从而恢复完整的多项式多重指标。坐标偏移探测器组合成公共节点快照,独立相位编码提供冗余表示,当单一谱编码条件不佳时可增强鲁棒性。对于有限观测,群体、有限数据和观测探针保持区分:采样或求积误差与观测误差分别作为汉克尔扰动,进而关联谱稳定性、离散解码与相位投票。对于张量积候选集,生成核可分解为一维求和,无需构造完整多变量PCE设计矩阵。数值实验在稀疏勒让德基准与随机达西问题上展示了精确恢复、噪声稳定、基于相位持续性的未知阶识别,以及由PDE生成的量值的主导模式恢复。

原文摘要 · Abstract (English)

Identification of dominant polynomial-chaos modes is usually formulated as a sparse-regression problem on a sampled multivariate polynomial dictionary. We develop coded Hankel polynomial chaos (CH-PC), a complementary spectral formulation for dominant-mode identification. A finite generating transform converts PCE coefficients into a coefficient-generating polynomial, and evaluation along a geometric phase orbit produces a finite exponential sum. Its model order and spectral nodes are encoded by low-rank Hankel matrices, while coordinate phase shifts attach root-of-unity labels from which the full polynomial multi-indices are recovered. Coordinate-shifted probes are combined as common-node snapshots, and independent phase encodings provide redundant representations when a single spectral encoding is poorly conditioned. For finite observations, population, finite-data, and observed probes are kept distinct: sampling or quadrature error and observation error enter as separate Hankel perturbations, which are then connected to spectral stability, discrete decoding, and phase voting. For tensor-product candidate sets, the generating kernel factorizes into one-dimensional sums and can be evaluated without assembling the full multivariate PCE design matrix. Numerical experiments on sparse Legendre benchmarks and a stochastic Darcy problem illustrate exact recovery, noise stabilization, unknown-order identification by phase persistence, and dominant-mode recovery for a PDE-generated quantity of interest.

不确定性量化多项式混沌谱方法稀疏回归

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