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Add Sobol Index Method for all Grid Types

Open mkstoyanov opened this issue 4 years ago • 0 comments

Anisotropic coefficients are a good estimate for Global/Sequence/Fourier grids, but Local Polynomial and Wavelet grids do not have a good estimate.

  • the Sobol indexes can be estimated using Monte Carlo method easily, but it requires user code
  • look into analytic estimates of the indexes
  • if not analytic, then add the Monte Carlo method as an addon

mkstoyanov avatar Jun 23 '20 18:06 mkstoyanov