I am dealing with a 21-dimensional uncertain input problem. The inputs are all Gaussian distributed, and one of them is a negative number. I used the LARS method to expand it into a chaotic polynomial. When it is expanded into a Hermite polynomial, the program can run. However, when the polynomial is set to an arbitrary polynomial, the program will report an error. I took a quick look at the program and the reason for the error is that the program cannot handle the inverse cumulative distribution of negative inputs. So I would like to ask everyone how to deal with this problem.
Hi Eric,
Could you provide a minimal working example to reproduce the error?
In principle there should be no issues in using arbitrary polynomials with negative variables.