Use Chaospy with external model

[puck147]

Hi,

I want to perform simple uncertainty quantification using PCE on a finite element model, so not a model in python. Is there a way to just give the inputs and outputs and then perform PCE? I only have two parameters, so it would look something like:

samples = [[1.1, 0.950], [1.5, 1.323], [2.1, 2.235], [1.3, 4.307], ...]
output = [5, 2, 4, 6, ...]

In the online tutorial I could not find an answer to this.

Thanks in advance!

[jonathf]

PCE assumes that the samples comes from a probability distribution. Irrespective of technique, it is needed for e.g. polynomial generation.

Assuming you have that, you can follow the quick tutorial and just use your own samples instead of generating them and evaluations = outputs.

Hope this helps.