Efficient sampling for polynomial chaos-based uncertainty quantification and sensitivity analysis using weighted approximate Fekete points
Kyle M. Burk, Akil Narayan, Joseph A. Orr

TL;DR
This paper introduces weighted approximate Fekete points (WAFP) as an efficient sampling method for polynomial chaos-based uncertainty quantification and sensitivity analysis, demonstrating its effectiveness in a cardiovascular model.
Contribution
The paper proposes a novel WAFP sampling method for polynomial chaos expansion, improving computational efficiency in UQ and SA for physiological models.
Findings
WAFP-based polynomial chaos matches Monte Carlo in uncertainty quantification.
WAFP significantly reduces computational cost compared to traditional methods.
The approach effectively identifies influential model inputs and interactions.
Abstract
Performing uncertainty quantification (UQ) and sensitivity analysis (SA) is vital when developing a patient-specific physiological model because it can quantify model output uncertainty and estimate the effect of each of the model's input parameters on the mathematical model. By providing this information, UQ and SA act as diagnostic tools to evaluate model fidelity and compare model characteristics with expert knowledge and real world observation. Computational efficiency is an important part of UQ and SA methods and thus optimization is an active area of research. In this work, we investigate a new efficient sampling method for least-squares polynomial approximation, weighted approximate Fekete points (WAFP). We analyze the performance of this method by demonstrating its utility in stochastic analysis of a cardiovascular model that estimates changes in oxyhemoglobin saturation…
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