Open ChrisRackauckas opened 2 years ago
Remarkably good review for everything around non-intrusive PCE:
https://arc.aiaa.org/doi/abs/10.2514/6.2009-2274
Almost everything todo with generating a polynomial basis and numerical integration is supported by PolyChaos.jl but what is really missing is a good API that makes it easily applied in the context of UQ via PCE.
https://arxiv.org/abs/1903.10202