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Add Sobol Index Method for all Grid Types #544

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mkstoyanov opened this issue Jun 23, 2020 · 0 comments
Open

Add Sobol Index Method for all Grid Types #544

mkstoyanov opened this issue Jun 23, 2020 · 0 comments

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@mkstoyanov
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mkstoyanov commented Jun 23, 2020 •
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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
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