Describe your problem
I am solving a UQ problem where I use both Beta distributions and DD approach using Gaussian KDE for comparison. However, the sampling method using GaussianKDE distribution is much slower, rendering my solution impractical. It would be nice to have performance that are comparable.
Describe your problem I am solving a UQ problem where I use both Beta distributions and DD approach using Gaussian KDE for comparison. However, the sampling method using GaussianKDE distribution is much slower, rendering my solution impractical. It would be nice to have performance that are comparable.
Initial implementation
In my computer the results are
Is there a good alternative to this problem?