POD-PCE (Non-Intrusive PCE)

[ChrisRackauckas]

https://arxiv.org/abs/1903.10202

[FHoltorf]

Remarkably good review for everything around non-intrusive PCE:

https://arc.aiaa.org/doi/abs/10.2514/6.2009-2274

Almost everything todo with generating a polynomial basis and numerical integration is supported by PolyChaos.jl but what is really missing is a good API that makes it easily applied in the context of UQ via PCE.