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The challenge of quantifying uncertainty propagation in real-world systems is rooted in the high-dimensionality of the stochastic input and the frequent lack of explicit knowledge of its probability distribution. Traditional approaches show limitations for such problems, especially when the size of the training data is limited. To address these difficulties, we have developed a general framework of constructing surrogate models on spaces of stochastic input with arbitrary probability measure irrespective of the mutual dependencies betwee
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