Constructs classical orthogonal VWK basis for Volterra estimation and proves order-2 excess risk penalty for Gaussian basis under input skew, with conditioning experiments and Lean proof.
Physical systems with random uncertainties: Chaos representations with arbitrary probability measure.SIAM Journal on Scientific Computing, 26(2):395–410, 2004
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Volterra--Wiener--Kunchenko Orthogonalization: From Wiener--Hermite to Distribution-Matched Volterra Bases
Constructs classical orthogonal VWK basis for Volterra estimation and proves order-2 excess risk penalty for Gaussian basis under input skew, with conditioning experiments and Lean proof.