Polynomial Chaos Expansion
Index
Types
UncertaintyQuantification.WeightedApproximateFetekePoints Type
julia
WeightedApproximateFetekePoints(sim::AbstractMonteCarlo; fadd=10, fmult=2)Struct for performing weighted approximate Feteke points (wafp) subsampling of a Monte-Carlo sampler for use in generating a PolynomialChaosExpansion. Given a PolynomialChaosBasis of dimension N, and a Monte-Carlo sampler with M samples, generates a subsample of size max(N,min(N+fadd,N+fmult,M)) biased towards maximizing the determinant of the Gramian typically requiring less than M model evaluations. Follows procedure described in [39].