Inheritance diagram for python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy:

Public Member Functions
def	__init__ (self, refnums=0, epsilon=1e-6, level=0, deg=2)

def	estimate (self, vol, grid, alpha, f, U, T, dd)

Public Attributes
	level

Constructor & Destructor Documentation

◆ init()

def python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.__init__	(	self,
		refnums = `0`,
		epsilon = `1e-6`,
		level = `0`,
		deg = `2`
	)

References python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.__epsilon, and python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.__refnums.

Member Function Documentation

◆ estimate()

def python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.estimate	(	self,
		vol,
		grid,
		alpha,
		f,
		U,
		T,
		dd
	)

Extraction of the expectation the given sg function
interpolating the product of function value and pdf.

\int\limits_{[0, 1]^d} v(x) dy

where v(x) := u(x) q(x)

References python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.__deg, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__deg, python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.__epsilon, python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.__extractPDFforMomentEstimation(), python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.__refnums, python.uq.operations.discretization.discretize(), python.uq.quadrature.marginalization.marginalization.doMarginalize(), python.statsfileInfo.f, sgpp::combigrid::ExponentialChebyshevPermutationIterator.level, sgpp::combigrid::TensorGrid.level, sgpp::combigrid::ExponentialLevelorderPermutationIterator.level, sgpp::combigrid::ExponentialNoBoundaryPermutationIterator.level, python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.level, python.learner.folding.FoldingPolicy.FoldingPolicy.level, sgpp::combigrid::AbstractEvaluator< V >.level, sgpp::combigrid::QueueEntry.level, python.learner.folding.FilesFoldingPolicy.FilesFoldingPolicy.level, sgpp::base::HashGridPoint.level, and python.utils.pca_normalize_dataset.u.

Member Data Documentation

◆ level

python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.level

Referenced by python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGrid.__eq__(), python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGrid.contains(), python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGrid.containsDimx(), python.uq.learner.builder.GridDescriptor.GridDescriptor.createGrid(), python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.estimate(), python.uq.learner.builder.GridDescriptor.GridDescriptor.fromGrid(), python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGrid.getLevelIndex(), python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGrid.getMaxLevel(), python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGrid.overlap(), python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGrid.overlapDimx(), python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGrid.transformToReferenceGrid(), python.uq.manager.ASGCStatistics.ASGCStatistics.updateResults(), python.uq.learner.SimulationLearner.SimulationLearner.updateResults(), python.uq.learner.builder.GridDescriptor.GridDescriptor.withLevel(), and python.uq.learner.builder.RegressorSpecificationDescriptor.FoldingDescriptor.withLevel().

The documentation for this class was generated from the following file:

datadriven/python/uq/estimators/MarginalIntegralStrategy.py

Public Member Functions