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simetenn / uncertainpy

Uncertainpy: a Python toolbox for uncertainty quantification and sensitivity analysis, tailored towards computational neuroscience.
http://uncertainpy.readthedocs.io
GNU General Public License v3.0
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Number of collocation points for PCE #55

Open takafusui opened 3 years ago

takafusui commented 3 years ago

Hi,

I have a minor question: You defined the number of collocation points for PCE such as:

nr_collocation_nodes = 2*len(P) + 2

then draw samples from the corresponding distribution

nodes = distribution.sample(nr_collocation_nodes, "M")

Do you arbitrary choice 2*len(P) + 2 or is it a sort of rule of thumb in the UQ literature? Do you have some literature in your mind?

Thank you very much in advance.