StochasticCollocationSampling. Implements core SCMC components for efficient sampling from expensive distributions. Includes functions to build a moment matrix, compute collocation nodes and weights via Gauss quadrature, and perform Lagrange interpolation for mapping cheap-to-expensive distributions. Based on Grzelak et al. (2019).

github.com/LechGrzelak/StochasticCollocationSampling

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