Jonathan Feinberg

Maybe. Skimming the paper it looks like an application of intrusive Galerkin. Any chance you know of a paper that goes more into the methodology of this non-conventional approach? I...

Okay. Just so we are talking about the same thing here, can you describe what the orthogonality expansion will look like in the non-conventional approach? The general orthogonality property being...

I am sorry, I skimmed the paper to quickly. The form is listed in equation (19): ``` p_n = e^{2i c_n q} ``` or in the multivariate case: ``` p_n...

First of all: This is awesome! I'd love to add it to the library. If you are interested, that is. As for the implementation. If you haven't guessed it already,...

Great. I'll take a look at it closer to the weekend. I'll give you feedback after that.

After getting into the nitty-gritty of (2), I realized that I made that part more complicated than I had to. ``` s0(x) = int_y r0(x, y) dy S0 ~ N(mu[0][0],...

3) The shape of input and output should be the same. Also `len(x) == len(self)` should hold.

Ah right, sorry, too quick on the trigger finger. You are right. It is not a full integration, but a partial one. Gritty details is still required, unfortunatly.

Second look: Looks like we need to evaluate on a truncated multivariate Gaussian distribution I can make this, but I will need a little time to get it in place....

Unfortunately, the task is bigger than I first realized, and my limited time availability has run out. It should still be possible to do, but not right now. I have...