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Number of collocation points for PCE #55

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takafusui opened this issue Aug 6, 2021 · 0 comments
Open

Number of collocation points for PCE #55

takafusui opened this issue Aug 6, 2021 · 0 comments

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@takafusui
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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.

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