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This is a quick tutorial on how to use the chaospy library to construct a PCE for any function with uncertainties.

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Polynomial Chaos Expansion for Uncertainty Propagation

This notebook was created as an addition for a presentation in the seminar Uncertainty in Machine Learning WiSe23/24.

The purpose of this notebook is a very basic introduction on how to create Polynomial Chaos Expansion for a function with the use of the chaos library.

To see you you can construct a PCE by hand I can really recommend the this video and the corresponding notebook by Emily Gorcenski

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This is a quick tutorial on how to use the chaospy library to construct a PCE for any function with uncertainties.

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