Jonathan Feinberg

@pelson, heads up: I notice a small bug in my original code while using it. I've fixed and pushed to this branch. I also cleaned up a lot of pep8...

No rush. Just like to see the project complete. :)

Yeah, a work-together on this was what I had in mind. So it has been a few years since I did Spacial statistics and Kriging, so I appolgies for being...

So in principle LARS does two things at the same time: 1. selects a set of polynomials from a candidate pool. 2. caclulate coefficients using regularized polynomial regression. It is...

I replicated the 1-D intro example from UQlabs webpage. Here is a demo I plan to publish: https://chaospy.readthedocs.io/en/docs/tutorials/gstools_kriging.html A multi-dimensional model should be straight forward from here. I've also gotten...

I've updated the link to be address a 2D problem: https://chaospy.readthedocs.io/en/docs/tutorials/gstools_kriging.html There are a few caveats worth noting. A) Lars is not Lars. It is a custom procedure referenced in...

Yeah the `\sigma^2` thing is weird. I am wondering if it is a typo. Good to know about the Singular Matrix issue. I will explore. At this point, the way...

It is hard for me to answer without looking at code. Do you have a complete minimal snippet that I can have a look at?

Could you post the input dataset `Input_Data.csv`.

the method you are showing is better, but I never got around to setting it up. So the method you are proposing could be done in chaospy manually by using...