Hi,
I have a minor question:
You defined the number of collocation points for PCE such as:
nr_collocation_nodes = 2*len(P) + 2
then draw samples from the corresponding distribution
nodes = distribution.sample(nr_collocation_nodes, "M")
Do you arbitrary choice 2*len(P) + 2 or is it a sort of rule of thumb in the UQ literature?
Do you have some literature in your mind?
Thank you very much in advance.