Many problems in scientific computing require the approximation of smooth, high-dimensional functions from limited amounts of data. For instance, a common problem in uncertainty quantification involves identifying the parameter dependence of the output of a computational model. Complex physical systems require computational models with many parameters, resulting in multivariate functions of many variables. Although the amount of data may be large, the curse of dimensionality essentially prohibits collecting or processing enough data to reconstruct the unknown function using classical approximation techniques.
   In this talk, I will give an overview of the approximation of smooth, high-dimensional functions by sparse polynomial expansions. I will focus on the recent application of techniques from compressed sensing to this problem, and demonstrate how such approaches theoretically overcome the curse of dimensionality. If time, I will also discuss a number of extensions, including dealing with corrupted and/or unstructured data, the effect of model error and incorporating additional information such as gradient data. I will also highlight several challenges and open problems.
   This is joint work with Casie Bao, Simone Brugiapaglia and Yi Sui (SFU).