How to combine PCA with PCE in UQLab?

UQ with UQLab Community Q&A and How To
1

Dear community members

I’m constructing a PCE model to represent the original finite element model. The model output is a time-series vector. So I’m trying to combine PCA with PCE to reduce dimensionality.

My question is how to combine PCA with PCE in UQLab? I’m using UQLab V2.0.0 now. I have consulted the manuals, but I have not found the information about PCA.

I would appreciate if someone can help me. Thank you very much.

Best regards

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Dear @Major_Hou

I assume with PCA you are referring to principal component analysis. You are right, UQLab does not include examples or sections in the manuals that use PCE in conjunction with PCA. Probably because the manuals and examples explain and demonstrate the use of UQLab and the combination of UQLab with other methods and software in a broader perspective. The combination of PCE and PCA, on the other hand, is very specific.

If you provide more context about your problem and a more detailed explanation how you want to solve it I can try to guide you with the implementation.

Best regards
Styfen

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Dear Dr. @styfen.schaer

Thanks for your kind reply. I consulted some materials about PCA, and I’m trying to slove my problem in UQLab step by step. If I can’t implement it successfully, I may need to find your help.

Thank you very much again.

Best regards
Lin