Use sub-sampled tensor-product quadrature points to build a polynomial chaos expansion.


  • Alias: None

  • Arguments: None

  • Default: regression with random sample set


Tthe collocation grid is defined using a subset of tensor-product quadrature points: the order of the tensor-product grid is selected as one more than the expansion order in each dimension (to avoid sampling at roots of the basis polynomials) and then the tensor multi-index is uniformly sampled to generate a non-repeated subset of tensor quadrature points.