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Number of collocation points for PCE

Open takafusui opened this issue 4 years ago • 0 comments

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.

takafusui avatar Aug 06 '21 14:08 takafusui