PCE with mixed continuous and categorical variables

Hi everyone,

I recently found a presentation by Xujia Zhu with the title of “Construction of sparse polynomial chaos surrogate models for simulators with mixed continuous and categorical variables

I was wondering if the feature of PCE with categorical variables has been included (or will be included) in UQLab. I also would like to know if there are any more literatures on this topic which can help me understand the content of the presentation.

Thank,

Hongzhou

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Hi @HZhang,

Thanks for your interest in our recent research. The method will for sure be included in UQLab in a future release. Regarding the method, we are preparing a paper providing all the details. I will keep you informed.

Best regards,
Xujia

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Hi @xujia,

Thank you so much for the reply. Look forward to the new release and also the paper!

Best,
Hongzhou