This repository contains a collection of Matlab scripts and functions I wrote for the purpose of constructing surrogate models (SM) using uncertainty quantification (UQ) techniques. These techniques I have not implemented myself but they are taken from the UQ framework UQlab (www.uqlab.com).
The functions in this repo are meant to provide both a flexible and yet easy-to-use way to quickly produce a surrogate model for regression problems.
So far (as of March 2019) the only technique used is sparse polynomial chaos expansion (SPCE).