Jonathan Feinberg

Yes, depending on the method you are using. For Stochstic collocation you can retrieve the coefficients from: ```python approx_model, coefficients = chaospy.fit_regression(..., retall=True) ``` In the docs I refer to...

Equation (27) is the formula for variance, not standard deviation. Have you tried using `chaospy.Var` instead? They should be the same, but to get highly accurate norms, it is recommended...

I appologies for the late response. It has been a couple of hectic weeks both at work and at home (remoddeling the kitchen). Devil is in the details, and I...

This is an interesting idea. Thanks for biringing it to my attention. I am not to familiar with Polynomial Chaos Kriging models. Do you have any good references to share...

Okay, so if I get it right (nd please correct me if I am not), PCK is follows: Point Collocation with LARS regression (to reduce the number of PCE terms),...

Let me brew on the topic a few days, and I'll let you know if there is good way forward using chaospy or not.

@gaoutham92, I forwarded your question to the PyKrige team. They might have some useful insight into what is possible.

Depends on the context. If `run_model` is something really simple, I'd calculate the values analytically for compare. One step up where `run_model` is cheap enough, I recommend you run classical...

As you are doing the regression method, you also have the option of doing cross-validation: * randomly split your samples in to N groups (e.g. 5). * Use N-1 groups...

When you say "true" values, do you mean copared to analytical or copared to Monte-Carlo integration? Use Monte-Carlo as baseline, it simplifies the matter. Do you mind sending me the...