diff --git a/.gitignore b/.gitignore
index 191faa64d4cb4bc050f36124c20763478c71bac3..423a52d16b06a08d3f9e81333eb2f10abb2542ab 100644
--- a/.gitignore
+++ b/.gitignore
@@ -4,11 +4,13 @@
 *.png
 !docs/logo/*.png
 *.svg
+!examples/model-comparison/reference/*.svg
 *.zip
 *.vtu
 *.vtp
 *.pvd
 *.pkl
+!examples/model-comparison/reference/*.pkl
 
 # Ignore __pycache__ directories
 */__pycache__/
@@ -24,3 +26,4 @@ examples/*/.ipynb_checkpoints
 # Ignore Outputs_*
 examples/*/Outputs_*
 */Outputs_*
+
diff --git a/examples/OHagan-function/OHagan.py b/examples/OHagan-function/OHagan.py
new file mode 100644
index 0000000000000000000000000000000000000000..71a58e092600bcd5edd0aca320d0ba6b840e9152
--- /dev/null
+++ b/examples/OHagan-function/OHagan.py
@@ -0,0 +1,58 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Created on Mon Nov 19 08:56:21 2018
+
+@author: farid
+"""
+import numpy as np
+
+
+def OHagan(xx, *args):
+    """
+    Oakley & O'Hagan (2004) Function
+
+    This function's a-coefficients are chosen so that 5 of the input variables
+    contribute significantly to the output variance, 5 have a much smaller
+    effect, and the remaining 5 have almost no effect on the output variance.
+
+    O'Hagan, 2004, Probabilistic sensitivity analysis of complex models: a
+    Bayesian approach J. R. Statist. Soc. B (2004) 66, Part 3, pp. 751-769.
+
+    Parameters
+    ----------
+    xx : array of shape (n_samples, n_params)
+        Input parameter sets.
+
+    Returns
+    -------
+    output: dict
+        Ourput value.
+
+    """
+    n_samples, n_params = xx.shape
+
+    # Read M
+    M = np.loadtxt('data/M.csv', delimiter=',')
+
+    a_1 = np.array([0.0118, 0.0456, 0.2297, 0.0393, 0.1177, 0.3865, 0.3897,
+                    0.6061, 0.6159, 0.4005, 1.0741, 1.1474, 0.7880, 1.1242,
+                    1.1982])
+    a_2 = np.array([0.4341, 0.0887, 0.0512, 0.3233, 0.1489, 1.0360, 0.9892,
+                    0.9672, 0.8977, 0.8083, 1.8426, 2.4712, 2.3946, 2.0045,
+                    2.2621])
+    a_3 = np.array([0.1044, 0.2057, 0.0774, 0.2730, 0.1253, 0.7526, 0.8570,
+                    1.0331, 0.8388, 0.7970, 2.2145, 2.0382, 2.4004, 2.0541,
+                    1.9845])
+
+    # Compute response
+    xx_M = np.dot(xx, M)
+    last_term = np.sum(xx_M * xx, axis=1)
+
+    y = np.dot(xx, a_1) + np.dot(np.sin(xx), a_2) + np.dot(np.cos(xx), a_3)
+    y += last_term
+
+    # Prepare output dict using standard bayesvalidrox format
+    output = {'x_values': np.zeros(1), 'Z': y.T}
+
+    return output
diff --git a/examples/OHagan-function/data/M.csv b/examples/OHagan-function/data/M.csv
new file mode 100644
index 0000000000000000000000000000000000000000..98ec96817d7910bac21cd1ea54d54d7a5f432ad8
--- /dev/null
+++ b/examples/OHagan-function/data/M.csv
@@ -0,0 +1,15 @@
+-0.022482886,-0.18501666,0.13418263,0.36867264,0.17172785,0.13651143,-0.44034404,-0.081422854,0.71321025,-0.44361072,0.50383394,-0.024101458,-0.045939684,0.21666181,0.055887417
+0.2565963,0.053792287,0.25800381,0.23795905,-0.59125756,-0.081627077,-0.28749073,0.41581639,0.49752241,0.083893165,-0.11056683,0.033222351,-0.13979497,-0.031020556,-0.22318721
+-0.055999811,0.19542252,0.095529005,-0.2862653,-0.14441303,0.22369356,0.14527412,0.28998481,0.2310501,-0.31929879,-0.29039128,-0.20956898,0.43139047,0.024429152,0.044904409
+0.66448103,0.43069872,0.29924645,-0.16202441,-0.31479544,-0.39026802,0.17679822,0.057952663,0.17230342,0.13466011,-0.3527524,0.25146896,-0.018810529,0.36482392,-0.32504618
+-0.121278,0.12463327,0.10656519,0.046562296,-0.21678617,0.19492172,-0.065521126,0.024404669,-0.09682886,0.19366196,0.33354757,0.31295994,-0.083615456,-0.25342082,0.37325717
+-0.2837623,-0.32820154,-0.10496068,-0.22073452,-0.13708154,-0.14426375,-0.11503319,0.22424151,-0.030395022,-0.51505615,0.017254978,0.038957118,0.36069184,0.30902452,0.050030193
+-0.077875893,0.003745656,0.88685604,-0.26590028,-0.079325357,-0.042734919,-0.18653782,-0.35604718,-0.17497421,0.088699956,0.40025886,-0.055979693,0.13724479,0.21485613,-0.011265799
+-0.09229473,0.59209563,0.031338285,-0.033080861,-0.24308858,-0.099798547,0.034460195,0.095119813,-0.3380162,0.0063860024,-0.61207299,0.081325416,0.88683114,0.14254905,0.14776204
+-0.13189434,0.52878496,0.12652391,0.045113625,0.58373514,0.37291503,0.11395325,-0.29479222,-0.57014085,0.46291592,-0.094050179,0.13959097,-0.38607402,-0.4489706,-0.14602419
+0.058107658,-0.32289338,0.093139162,0.072427234,-0.56919401,0.52554237,0.23656926,-0.011782016,0.071820601,0.078277291,-0.13355752,0.22722721,0.14369455,-0.45198935,-0.55574794
+0.66145875,0.34633299,0.14098019,0.51882591,-0.28019898,-0.1603226,-0.068413337,-0.20428242,0.069672173,0.23112577,-0.044368579,-0.16455425,0.21620977,0.0042702105,-0.087399014
+0.31599556,-0.027551859,0.13434254,0.13497371,0.05400568,-0.17374789,0.17525393,0.060258929,-0.17914162,-0.31056619,-0.25358691,0.025847535,-0.43006001,-0.62266361,-0.033996882
+-0.29038151,0.03410127,0.034903413,-0.12121764,0.026030714,-0.33546274,-0.41424111,0.05324838,-0.27099455,-0.026251302,0.41024137,0.26636349,0.15582891,-0.18666254,0.019895831
+-0.24388652,-0.44098852,0.012618825,0.24945112,0.071101888,0.24623792,0.17484502,0.0085286769,0.2514707,-0.14659862,-0.08462515,0.36931333,-0.29955293,0.1104436,-0.75690139
+0.041494323,-0.25980564,0.46402128,-0.36112127,-0.94980789,-0.16504063,0.0030943325,0.052792942,0.22523648,0.38390366,0.45562427,-0.18631744,0.0082333995,0.16670803,0.16045688
diff --git a/examples/OHagan-function/data/sparse_solver_comparison.py b/examples/OHagan-function/data/sparse_solver_comparison.py
new file mode 100644
index 0000000000000000000000000000000000000000..5245bb89d56ecba9967e2c1f1ddb90438dc23ce9
--- /dev/null
+++ b/examples/OHagan-function/data/sparse_solver_comparison.py
@@ -0,0 +1,240 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Created on Sat Sep 10 09:44:05 2022
+
+@author: farid
+"""
+
+import numpy as np
+import joblib
+import os
+import scipy.stats as st
+
+import sys
+sys.path.append("../../../src/bayesvalidrox/")
+
+from pylink.pylink import PyLinkForwardModel
+from surrogate_models.inputs import Input
+from surrogate_models.surrogate_models import MetaModel
+from post_processing.post_processing import PostProcessing
+from bayes_inference.bayes_inference import BayesInference
+from bayes_inference.discrepancy import Discrepancy
+import matplotlib
+matplotlib.use('agg')
+from matplotlib.backends.backend_pdf import PdfPages
+import matplotlib.ticker as ticker
+from matplotlib.offsetbox import AnchoredText
+from matplotlib.patches import Patch
+import matplotlib.pyplot as plt
+# Load the mplstyle
+plt.style.use(os.path.join(
+    os.path.split(__file__)[0],
+    '../../../src/bayesvalidrox/', 'bayesvalidrox.mplstyle'))
+
+
+def plot_seq_design_diagnostics(meta_model, util_funcs,
+                                ref_BME_KLD=None, save_fig=True):
+    """
+    Plots the Bayesian Model Evidence (BME) and Kullback-Leibler divergence
+    (KLD) for the sequential design.
+
+    Parameters
+    ----------
+    ref_BME_KLD : array, optional
+        Reference BME and KLD . The default is `None`.
+    save_fig : bool, optional
+        Whether to save the figures. The default is `True`.
+
+    Returns
+    -------
+    None.
+
+    """
+    n_init_samples = meta_model.ExpDesign.n_init_samples
+    n_total_samples = meta_model.ExpDesign.X.shape[0]
+
+    if save_fig:
+        newpath = f'{path}/boxplot_{model_name}/'
+        if not os.path.exists(newpath):
+            os.makedirs(newpath)
+
+    plotList = ['Modified LOO error', 'Validation error', 'KLD', 'BME',
+                'RMSEMean', 'RMSEStd', 'Hellinger distance']
+    seqList = [meta_model.SeqModifiedLOO, meta_model.seqValidError,
+               meta_model.SeqKLD, meta_model.SeqBME, meta_model.seqRMSEMean,
+               meta_model.seqRMSEStd, meta_model.SeqDistHellinger]
+
+    markers = ('x', 'o', 'd', '*', '+')
+    colors = ('k', 'darkgreen', 'b', 'navy', 'darkred')
+
+    # Plot the evolution of the diagnostic criteria of the
+    # Sequential Experimental Design.
+    for plotidx, plot in enumerate(plotList):
+        fig, ax = plt.subplots(figsize=(27, 15))
+        seq_dict = seqList[plotidx]
+        name_util = list(seq_dict.keys())
+
+        if len(name_util) == 0:
+            continue
+
+        # Box plot when Replications have been detected.
+        if any(int(name.split("rep_", 1)[1]) > 1 for name in name_util):
+            # Extract the values from dict
+            sorted_seq_opt = {}
+            # Number of replications
+            n_reps = meta_model.ExpDesign.n_replication
+
+            # Get the list of utility function names
+            # Handle if only one UtilityFunction is provided
+            if not isinstance(util_funcs, list):
+                util_funcs = [util_funcs]
+
+            for util in util_funcs:
+                sortedSeq = {}
+                # min number of runs available from reps
+                n_runs = min([seq_dict[f'{util}_rep_{i+1}'].shape[0]
+                             for i in range(n_reps)])
+
+                for runIdx in range(n_runs):
+                    values = []
+                    for key in seq_dict.keys():
+                        if util in key:
+                            values.append(seq_dict[key][runIdx].mean())
+                    sortedSeq['SeqItr_'+str(runIdx)] = np.array(values)
+                sorted_seq_opt[util] = sortedSeq
+
+            # BoxPlot
+            def draw_plot(data, labels, edge_color, fill_color, idx):
+                pos = labels - (4*idx-6)
+                bp = plt.boxplot(data, positions=pos, labels=labels,
+                                 patch_artist=True, sym='', widths=3)
+
+                ax.plot(pos, np.median(data, axis=0), lw=4, color=fill_color[idx])
+
+                elements = ['boxes', 'whiskers', 'fliers', 'means',
+                            'medians', 'caps']
+                for element in elements:
+                    plt.setp(bp[element], color=edge_color[idx], alpha=0.6)
+
+                for patch in bp['boxes']:
+                    patch.set(facecolor=fill_color[idx], alpha=0.6)
+
+            if meta_model.ExpDesign.n_new_samples != 1:
+                step1 = meta_model.ExpDesign.n_new_samples
+                step2 = 1
+            else:
+                step1 = 10
+                step2 = 10
+            edge_color = ['red', 'blue', 'green', 'black']
+            fill_color = ['tan', 'cyan', 'lightgreen', 'grey']
+            plot_label = plot
+            # Plot for different Utility Functions
+            for idx, util in enumerate(util_funcs):
+                all_errors = np.empty((n_reps, 0))
+
+                for key in list(sorted_seq_opt[util].keys()):
+                    errors = sorted_seq_opt.get(util, {}).get(key)[:, None]
+                    all_errors = np.hstack((all_errors, errors))
+
+                # Special cases for BME and KLD
+                if plot == 'KLD' or plot == 'BME':
+                    # BME convergence if refBME is provided
+                    if ref_BME_KLD is not None:
+                        if plot == 'BME':
+                            refValue = ref_BME_KLD[0]
+                            plot_label = r'BME/BME$^{Ref.}$'
+                        if plot == 'KLD':
+                            refValue = ref_BME_KLD[1]
+                            plot_label = '$D_{KL}[p(\\theta|y_*),p(\\theta)]'\
+                                ' / D_{KL}^{Ref.}[p(\\theta|y_*), '\
+                                'p(\\theta)]$'
+
+                        # Difference between BME/KLD and the ref. values
+                        all_errors = np.divide(all_errors,
+                                               np.full((all_errors.shape),
+                                                       refValue))
+
+                        # Plot baseline for zero, i.e. no difference
+                        plt.axhline(y=1.0, xmin=0, xmax=1, c='green',
+                                    ls='--', lw=2)
+
+                # Plot each UtilFuncs
+                labels = np.arange(n_init_samples, n_total_samples+1, step1)
+                draw_plot(all_errors[:, ::step2], labels, edge_color,
+                          fill_color, idx)
+                # labels = np.array([10, 30, 50, 70, 90, 120, 150, 200])
+                # indices = [0, 20, 40, 60, 80, 110, 140, 190]
+                # draw_plot(all_errors[:, indices], labels, edge_color,
+                #           fill_color, idx)
+
+            plt.xticks(labels)
+            # Set the major and minor locators
+            # ax.xaxis.set_major_locator(ticker.AutoLocator())
+            # ax.xaxis.set_minor_locator(ticker.AutoMinorLocator())
+            # ax.xaxis.grid(True, which='major', linestyle='-')
+            # ax.xaxis.grid(True, which='minor', linestyle='--')
+
+            # Shade
+            for center in labels[::2]:
+                ax.axvspan(center-8, center+8, alpha=0.1, color='grey')
+
+            # Legend
+            legend_elements = []
+            for idx, util in enumerate(util_funcs):
+                legend_elements.append(Patch(facecolor=fill_color[idx],
+                                             edgecolor=edge_color[idx],
+                                             label=util))
+            plt.legend(handles=legend_elements[::-1], loc='best')
+
+            if plot != 'BME' and plot != 'KLD':
+                plt.yscale('log')
+            plt.autoscale(True)
+            # ax.yaxis.set_minor_locator(ticker.LogLocator(numticks=999, subs="auto"))
+            ax.yaxis.grid(True, which='minor', linestyle='--')
+            plt.xlabel('\\# of training samples', fontsize=f_size)
+            plt.ylabel(plot_label, fontsize=f_size)
+            # plt.title(plot)
+            plt.xticks(fontsize=f_size)
+            plt.yticks(fontsize=f_size)
+
+            if save_fig:
+                # save the current figure
+                plot_name = plot.replace(' ', '_')
+                fig.savefig(
+                    f'{newpath}/boxplot_solver_ishigami_{plot_name}.pdf',
+                    bbox_inches='tight'
+                    )
+                # Destroy the current plot
+                plt.clf()
+    return
+
+
+if __name__ == "__main__":
+    # Set variables
+    model_name = 'borehole'
+    solvers = ['BCS', 'FastARD', 'OMP', 'OLS']
+    path = f'/home/farid/bwSyncShare/Scientific_LH2/Promotion/dissertation/surrogate/data-borehole/'
+    f_size = 45
+
+    all_loo_errors = {}
+    all_valid_errors = {}
+    for solver in solvers:
+        # reading the data from the file
+        with open(f"{path}/{solver}/PCEModel_{model_name}.pkl", "rb") as input:
+            meta_model = joblib.load(input)
+
+        # Update name and Concatenate
+        all_valid_errors.update({key.replace('ALM', solver): value
+                                 for key, value in
+                                 meta_model.seqValidError.items()
+                                 })
+        all_loo_errors.update({key.replace('ALM', solver): value
+                               for key, value in
+                               meta_model.SeqModifiedLOO.items()
+                               })
+    meta_model.seqValidError = all_valid_errors
+    meta_model.SeqModifiedLOO = all_loo_errors
+
+    # Plot box plot
+    plot_seq_design_diagnostics(meta_model, solvers)
diff --git a/examples/OHagan-function/data/valid_outputs.npy b/examples/OHagan-function/data/valid_outputs.npy
new file mode 100644
index 0000000000000000000000000000000000000000..6b0f28b72e05d71f6a0c7a677f416e9493301ac0
Binary files /dev/null and b/examples/OHagan-function/data/valid_outputs.npy differ
diff --git a/examples/OHagan-function/data/valid_samples.npy b/examples/OHagan-function/data/valid_samples.npy
new file mode 100644
index 0000000000000000000000000000000000000000..2a2a38e1a1718d94f39243fac3d0f047fdd870d1
Binary files /dev/null and b/examples/OHagan-function/data/valid_samples.npy differ
diff --git a/examples/OHagan-function/test_OHagan.py b/examples/OHagan-function/test_OHagan.py
new file mode 100644
index 0000000000000000000000000000000000000000..2fc629d3423d7ef3312e0182a8f15d1f0fd18ba0
--- /dev/null
+++ b/examples/OHagan-function/test_OHagan.py
@@ -0,0 +1,191 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+This test deals with the surrogate modeling of O'Hagan function with 15
+parameters.
+
+You will see how to:
+    Check the quality of your regression model
+    Perform sensitivity analysis via Sobol Indices
+
+Author: Farid Mohammadi, M.Sc.
+E-Mail: farid.mohammadi@iws.uni-stuttgart.de
+Department of Hydromechanics and Modelling of Hydrosystems (LH2)
+Institute for Modelling Hydraulic and Environmental Systems (IWS), University
+of Stuttgart, www.iws.uni-stuttgart.de/lh2/
+Pfaffenwaldring 61
+70569 Stuttgart
+
+Created on Wed Jul 10 2019
+
+"""
+
+import numpy as np
+import joblib
+
+# import bayesvalidrox
+# Add BayesValidRox path
+import sys
+sys.path.append("../../src/bayesvalidrox/")
+
+from pylink.pylink import PyLinkForwardModel
+from surrogate_models.inputs import Input
+from surrogate_models.surrogate_models import MetaModel
+from surrogate_models.meta_model_engine import MetaModelEngine
+from post_processing.post_processing import PostProcessing
+from bayes_inference.bayes_inference import BayesInference
+from bayes_inference.discrepancy import Discrepancy
+import matplotlib
+matplotlib.use('agg')
+
+if __name__ == "__main__":
+
+    # =====================================================
+    # =============   COMPUTATIONAL MODEL  ================
+    # =====================================================
+    Model = PyLinkForwardModel()
+
+    # Define model options
+    Model.link_type = 'Function'
+    Model.py_file = 'OHagan'
+    Model.name = 'OHagan'
+
+    Model.Output.names = ['Z']
+
+    # =====================================================
+    # =========   PROBABILISTIC INPUT MODEL  ==============
+    # =====================================================
+    Inputs = Input()
+
+    n_dim = 15
+
+    for i in range(n_dim):
+        Inputs.add_marginals()
+        Inputs.Marginals[i].name = "$\\theta_{"+str(i+1)+"}$"
+        Inputs.Marginals[i].dist_type = 'normal'
+        Inputs.Marginals[i].parameters = [0, 1]
+
+    # =====================================================
+    # ======  POLYNOMIAL CHAOS EXPANSION METAMODELS  ======
+    # =====================================================
+    MetaModelOpts = MetaModel(Inputs, Model)
+
+    # Select your metamodel method
+    # 1) PCE (Polynomial Chaos Expansion) 2) aPCE (arbitrary PCE)
+    # 3) GPE (Gaussian Process Emulator)
+    MetaModelOpts.meta_model_type = 'aPCE'
+
+    # ------------------------------------------------
+    # ------------- PCE Specification ----------------
+    # ------------------------------------------------
+    # Select the sparse least-square minimization method for
+    # the PCE coefficients calculation:
+    # 1)OLS: Ordinary Least Square  2)BRR: Bayesian Ridge Regression
+    # 3)LARS: Least angle regression  4)ARD: Bayesian ARD Regression
+    # 5)FastARD: Fast Bayesian ARD Regression
+    # 6)BCS: Bayesian Compressive Sensing
+    # 7)OMP: Orthogonal Matching Pursuit
+    # 8)VBL: Variational Bayesian Learning
+    # 9)EBL: Emperical Bayesian Learning
+    MetaModelOpts.pce_reg_method = 'FastARD'
+
+    # Specify the max degree to be compared by the adaptive algorithm:
+    # The degree with the lowest Leave-One-Out cross-validation (LOO)
+    # error (or the highest score=1-LOO)estimator is chosen as the final
+    # metamodel. pce_deg accepts degree as a scalar or a range.
+    MetaModelOpts.pce_deg = 7
+
+    # q-quasi-norm 0<q<1 (default=1)
+    MetaModelOpts.pce_q_norm = 0.65
+
+    # Print summary of the regression results
+    # MetaModelOpts.verbose = True
+
+    # ------------------------------------------------
+    # ------ Experimental Design Configuration -------
+    # ------------------------------------------------
+    MetaModelOpts.add_ExpDesign()
+
+    # One-shot (normal) or Sequential Adaptive (sequential) Design
+    MetaModelOpts.ExpDesign.method = 'sequential'
+    MetaModelOpts.ExpDesign.n_init_samples = 100
+
+    # Sampling methods
+    # 1) random 2) latin_hypercube 3) sobol 4) halton 5) hammersley 6) korobov
+    # 7) chebyshev(FT) 8) grid(FT) 9) nested_grid(FT) 10)user
+    MetaModelOpts.ExpDesign.sampling_method = 'latin_hypercube'
+
+    # Provide the experimental design object with a hdf5 file
+    # MetaModelOpts.ExpDesign.hdf5_file = 'ExpDesign_OHagan_orig.hdf5'
+
+    # Sequential experimental design (needed only for sequential ExpDesign)
+    MetaModelOpts.ExpDesign.n_new_samples = 1
+    MetaModelOpts.ExpDesign.n_max_samples = 500  # 150
+    MetaModelOpts.ExpDesign.mod_LOO_threshold = 1e-16
+
+    # ------------------------------------------------
+    # ------- Sequential Design configuration --------
+    # ------------------------------------------------
+    # 1) None 2) 'equal' 3)'epsilon-decreasing' 4) 'adaptive'
+    MetaModelOpts.ExpDesign.tradeoff_scheme = None
+    # MetaModelOpts.ExpDesign.n_replication = 50
+    # -------- Exploration ------
+    # 1)'Voronoi' 2)'random' 3)'latin_hypercube' 4)'dual annealing'
+    MetaModelOpts.ExpDesign.explore_method = 'latin_hypercube'
+
+    # Use when 'dual annealing' chosen
+    MetaModelOpts.ExpDesign.max_func_itr = 200
+
+    # Use when 'Voronoi' or 'random' or 'latin_hypercube' chosen
+    MetaModelOpts.ExpDesign.n_canddidate = 10000
+    MetaModelOpts.ExpDesign.n_cand_groups = 4
+
+    # -------- Exploitation ------
+    # 1)'BayesOptDesign' 2)'VarOptDesign' 3)'alphabetic' 4)'Space-filling'
+    MetaModelOpts.ExpDesign.exploit_method = 'Space-filling'
+
+    # BayesOptDesign -> when data is available
+    # 1)DKL (Kullback-Leibler Divergence) 2)DPP (D-Posterior-percision)
+    # 3)APP (A-Posterior-percision)
+    # MetaModelOpts.ExpDesign.util_func = 'DKL'
+
+    # VarBasedOptDesign -> when data is not available
+    # Only with Vornoi >>> 1)Entropy 2)EIGF, 3)ALM, 4)LOOCV
+    MetaModelOpts.ExpDesign.util_func = 'ALM'
+
+    # alphabetic
+    # 1)D-Opt (D-Optimality) 2)A-Opt (A-Optimality)
+    # 3)K-Opt (K-Optimality)
+    # MetaModelOpts.ExpDesign.util_func = 'D-Opt'
+
+    MetaModelOpts.valid_samples = np.load("data/valid_samples.npy")
+    MetaModelOpts.valid_model_runs = {
+        'Z': np.load("data/valid_outputs.npy")
+        }
+    # >>>>>>>>>>>>>>>>>>>>>> Build Surrogate <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
+    meta_model_engine = MetaModelEngine(MetaModelOpts)
+    meta_model_engine.run()
+    PCEModel = meta_model_engine.MetaModel
+
+    # Save PCE models
+    with open(f'PCEModel_{Model.name}.pkl', 'wb') as output:
+        joblib.dump(PCEModel, output, 2)
+
+    # =====================================================
+    # =========  POST PROCESSING OF METAMODELS  ===========
+    # =====================================================
+    PostPCE = PostProcessing(PCEModel)
+
+    # Plot to check validation visually.
+    PostPCE.valid_metamodel(n_samples=200)
+
+    # PostPCE.eval_PCEmodel_3D()
+    # Compute and print RMSE error
+    PostPCE.check_accuracy(n_samples=3000)
+
+    # Plot the evolution of the KLD,BME, and Modified LOOCV error
+    if MetaModelOpts.ExpDesign.method == 'sequential':
+        PostPCE.plot_seq_design_diagnostics()
+
+    # Plot the sobol indices
+    total_sobol = PostPCE.sobol_indices(plot_type='bar')
diff --git a/examples/analytical_function/analytical_function.py b/examples/analytical-function/analytical_function.py
similarity index 76%
rename from examples/analytical_function/analytical_function.py
rename to examples/analytical-function/analytical_function.py
index 7d1075a0195c7e3ab3db40465f02b840cebf28dc..c7dfaca489abd3dcd2a147f3192c22af8be0c810 100644
--- a/examples/analytical_function/analytical_function.py
+++ b/examples/analytical-function/analytical_function.py
@@ -61,11 +61,12 @@ def analytical_function(xx, t=None):
 
     Output = term4 + np.repeat(const[:, None], len(t), axis=1)
 
-    return np.vstack((t, Output))
+    return {'x_values': t, 'Z': Output[0]}
+
 
 if __name__ == "__main__":
 
-    MCSize = 10000 #1000000
+    MCSize = 10000
     ndim = 10
     sigma = 2
 
@@ -75,7 +76,7 @@ if __name__ == "__main__":
     t = np.arange(0, 10, 1.) / 9
 
     MAP = np.zeros((1, ndim))
-    synthethicData = AnalyticalFunction(MAP, t=t)
+    synthethicData = analytical_function(MAP, t=t)
 
     # -------------------------------------------------------------------------
     # ---------------------- Generate Prior distribution ----------------------
@@ -83,22 +84,25 @@ if __name__ == "__main__":
 
     xx = np.zeros((MCSize, ndim))
 
-    params = (-5,5)
+    params = (-5, 5)
 
     for idxDim in range(ndim):
         lower, upper = params
-        xx[:,idxDim] = stats.uniform(loc=lower, scale=upper-lower).rvs(size=MCSize)
+        xx[:, idxDim] = stats.uniform(
+            loc=lower, scale=upper-lower).rvs(size=MCSize)
 
     # -------------------------------------------------------------------------
     # ------------- BME and Kullback-Leibler Divergence -----------------------
     # -------------------------------------------------------------------------
-    Outputs = AnalyticalFunction(xx, t=t)
+    Outputs = analytical_function(xx, t=t)
 
     cov_matrix = np.diag(np.repeat(sigma**2, synthethicData.shape[1]))
 
-    Likelihoods = st.multivariate_normal.pdf(Outputs[1:], mean=synthethicData[1], cov=cov_matrix)
+    Likelihoods = st.multivariate_normal.pdf(
+        Outputs['Z'], mean=synthethicData[1], cov=cov_matrix)
 
-    sns.kdeplot(np.log(Likelihoods[Likelihoods>0]), shade=True, color="g", label='Ref. Likelihood')
+    sns.kdeplot(np.log(Likelihoods[Likelihoods > 0]),
+                shade=True, color="g", label='Ref. Likelihood')
 
     normLikelihood = Likelihoods / np.nanmax(Likelihoods)
     # Random numbers between 0 and 1
@@ -109,23 +113,23 @@ if __name__ == "__main__":
 
     # Prior-based estimation of BME
     logBME = np.log(np.nanmean(Likelihoods))
-    print('\nThe Naive MC-Estimation of BME is %.5f.'%(logBME))
+    print(f'\nThe Naive MC-Estimation of BME is {logBME:.5f}.')
 
     # Posterior-based expectation of likelihoods
     postExpLikelihoods = np.mean(np.log(Likelihoods[accepted]))
 
     # Calculate Kullback-Leibler Divergence
     KLD = postExpLikelihoods - logBME
-    print("The Kullback-Leibler divergence estimation is %.5f."%KLD)
+    print("The Kullback-Leibler divergence estimation is {KLD:.5f}.")
 
     # -------------------------------------------------------------------------
     # ----------------- Save the arrays as .npy files -------------------------
     # -------------------------------------------------------------------------
     if MCSize > 500000:
-        np.save("data/refBME_KLD_"+str(ndim)+".npy", (logBME, KLD))
-        np.save("data/mean_"+str(ndim)+".npy", np.mean(Outputs[1:],axis=0))
-        np.save("data/std_"+str(ndim)+".npy", np.std(Outputs[1:],axis=0))
+        np.save(f"data/refBME_KLD_{ndim}.npy", (logBME, KLD))
+        np.save(f"data/mean_{ndim}.npy", np.mean(Outputs['Z'], axis=0))
+        np.save(f"data/std_{ndim}.npy", np.std(Outputs['Z'], axis=0))
     else:
-        np.save("data/Prior_"+str(ndim)+".npy", xx)
-        np.save("data/origModelOutput_"+str(ndim)+".npy", Outputs[1:])
-        np.save("data/validLikelihoods_"+str(ndim)+".npy", Likelihoods)
+        np.save(f"data/Prior_{ndim}.npy", xx)
+        np.save(f"data/origModelOutput_{ndim}.npy", Outputs[1:])
+        np.save(f"data/validLikelihoods_{ndim}.npy", Likelihoods)
diff --git a/examples/analytical_function/data/InputParameters_10.npy b/examples/analytical-function/data/InputParameters_10.npy
similarity index 100%
rename from examples/analytical_function/data/InputParameters_10.npy
rename to examples/analytical-function/data/InputParameters_10.npy
diff --git a/examples/analytical_function/data/InputParameters_2.npy b/examples/analytical-function/data/InputParameters_2.npy
similarity index 100%
rename from examples/analytical_function/data/InputParameters_2.npy
rename to examples/analytical-function/data/InputParameters_2.npy
diff --git a/examples/analytical_function/data/Prior_10.npy b/examples/analytical-function/data/Prior_10.npy
similarity index 100%
rename from examples/analytical_function/data/Prior_10.npy
rename to examples/analytical-function/data/Prior_10.npy
diff --git a/examples/analytical_function/data/Prior_2.npy b/examples/analytical-function/data/Prior_2.npy
similarity index 100%
rename from examples/analytical_function/data/Prior_2.npy
rename to examples/analytical-function/data/Prior_2.npy
diff --git a/examples/analytical_function/data/Samples.npy b/examples/analytical-function/data/Samples.npy
similarity index 100%
rename from examples/analytical_function/data/Samples.npy
rename to examples/analytical-function/data/Samples.npy
diff --git a/examples/analytical_function/data/mean_10.npy b/examples/analytical-function/data/mean_10.npy
similarity index 100%
rename from examples/analytical_function/data/mean_10.npy
rename to examples/analytical-function/data/mean_10.npy
diff --git a/examples/analytical_function/data/mean_2.npy b/examples/analytical-function/data/mean_2.npy
similarity index 100%
rename from examples/analytical_function/data/mean_2.npy
rename to examples/analytical-function/data/mean_2.npy
diff --git a/examples/analytical_function/data/origModelOutput_10.npy b/examples/analytical-function/data/origModelOutput_10.npy
similarity index 100%
rename from examples/analytical_function/data/origModelOutput_10.npy
rename to examples/analytical-function/data/origModelOutput_10.npy
diff --git a/examples/analytical_function/data/origModelOutput_2.npy b/examples/analytical-function/data/origModelOutput_2.npy
similarity index 100%
rename from examples/analytical_function/data/origModelOutput_2.npy
rename to examples/analytical-function/data/origModelOutput_2.npy
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+-0.6411302935809028,1.0107226841362684
+-0.141537760020739,2.0204724074795446
+0.5056331195584159,0.12689652153538145
+0.818442575498995,-0.32046899078425684
+1.415663869301723,-0.6371429503939015
+0.6747783345763082,1.138525643848899
+1.2000713060486878,-0.6432325439997829
+1.1048023901281445,-1.8628166704283617
+0.500992283679762,1.3286456757846365
+0.09909402239353479,0.6953659829411527
+1.7161760835678823,-1.765805464466759
+0.42608499915202114,1.61319438901121
+-0.06621486471306831,-0.023711362458398222
+1.2771406459887804,-0.5275380629082864
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+0.7046970742890377,-0.5401007158927142
+1.520599174529758,-1.66062704208478
+0.018753583621624048,1.3400044489264695
+1.227812440506634,-1.7895296785715735
+0.8385513383856399,-0.7012850198861103
+-0.1681096909524904,1.8867440489863023
+1.3977788454868607,-0.6274783068342283
+-0.8004125132052518,0.1454785859418939
+-0.5298980691827858,1.7005400428451025
+-0.2876873885381517,1.5279505085781722
+-0.4741908131166956,2.200337212962925
+0.2870687009543045,2.2972688484791046
+-0.3394708345961541,0.4994406125839257
+1.5459872975589903,-1.4823031048003454
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+1.711441183568525,-1.7525020181725899
+-0.14772769075308187,1.9557026915485514
+0.818442575498995,-0.32046899078425684
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+1.7664844912926263,-1.3396476549816587
+1.2000713060486878,-0.6432325439997829
+0.7930348228537695,-1.4592761897916446
+0.13907130645040305,1.4937799581585631
+-0.5905805312220964,1.3819372622453676
+1.7161760835678823,-1.765805464466759
+0.42608499915202114,1.61319438901121
+-0.06621486471306831,-0.023711362458398222
+1.122669516490616,-1.0599718683323087
+1.7465051403177156,-2.5506831242943213
+0.7046970742890377,-0.5401007158927142
+1.3823738519450015,-0.08987227625343108
+0.8782167395669898,0.1955622069069416
+1.227812440506634,-1.7895296785715735
+0.8385513383856399,-0.7012850198861103
+0.9173929410897279,1.3851730948470629
+1.3977788454868607,-0.6274783068342283
+-0.8004125132052518,0.1454785859418939
+-0.5298980691827858,1.7005400428451025
+-0.2876873885381517,1.5279505085781722
+0.6008338188981632,-0.7119565817088463
+-0.06328279352855737,0.14273928994662655
+-0.5077650596403934,1.6190249743754916
+1.5459872975589903,-1.4823031048003454
+1.3780543180518845,-1.5556451903574646
+-0.6411302935809028,1.0107226841362684
+0.36692939829923477,1.3663557758634597
+-0.14772769075308187,1.9557026915485514
+0.818442575498995,-0.32046899078425684
+0.21492312795880075,-0.07073970228441095
+1.74141730540398,-2.449611861457524
+0.25828807903627615,-0.0462871884677547
+0.7930348228537695,-1.4592761897916446
+1.4203239774695429,-1.5508140080619186
+-0.5905805312220964,1.3819372622453676
+0.8031674600916358,0.26952999635908337
+0.42608499915202114,1.61319438901121
+-0.8408600405886498,-0.22048639688358562
+1.122669516490616,-1.0599718683323087
+1.7465051403177156,-2.5506831242943213
+-0.2741585644592176,0.0665677104631417
+-0.2159522749584882,0.5840581075860138
+0.8782167395669898,0.1955622069069416
+1.227812440506634,-1.7895296785715735
+-0.7348458359356912,-0.0591611075596255
+0.9173929410897279,1.3851730948470629
+1.3977788454868607,-0.6274783068342283
+-0.8004125132052518,0.1454785859418939
+-0.5298980691827858,1.7005400428451025
+-0.2876873885381517,1.5279505085781722
+0.6008338188981632,-0.7119565817088463
+-0.06328279352855737,0.14273928994662655
diff --git a/examples/analytical-function/data/posterior/posterior_plot.py b/examples/analytical-function/data/posterior/posterior_plot.py
new file mode 100644
index 0000000000000000000000000000000000000000..840d0bcd7717f903750e6cadf8978e5d7df6b06a
--- /dev/null
+++ b/examples/analytical-function/data/posterior/posterior_plot.py
@@ -0,0 +1,52 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Created on Thu May 19 14:31:50 2022
+
+@author: farid
+"""
+import matplotlib.pyplot as plt
+import os
+import pandas as pd
+import seaborn as sns
+import numpy as np
+# Load the mplstyle
+plt.style.use(os.path.join(
+    os.path.split(__file__)[0],
+    '../../../../src/bayesvalidrox/', 'bayesvalidrox.mplstyle'))
+
+font_size = 80
+
+posterior_df = pd.read_csv('posterior_orig.csv')
+par_names = list(posterior_df.keys())
+n_params = len(par_names)
+posterior = posterior_df.values
+bound_tuples = [(-5, 5), (-5, 5)]
+
+folder = 'BAL_DKL'
+file = 'SeqPosterior_45'
+posterior = np.load(f'{folder}/{file}.npy')
+
+figPosterior, ax = plt.subplots(figsize=(15, 15))
+
+sns.kdeplot(x=posterior[:, 0], y=posterior[:, 1],
+            fill=True, ax=ax, cmap=plt.cm.jet,
+            clip=bound_tuples)
+# Axis labels
+plt.xlabel(par_names[0], fontsize=font_size)
+plt.ylabel(par_names[1], fontsize=font_size)
+
+# Set axis limit
+plt.xlim(bound_tuples[0])
+plt.ylim(bound_tuples[1])
+
+# Increase font size
+plt.xticks(fontsize=font_size)
+plt.yticks(fontsize=font_size)
+
+# Switch off the grids
+plt.grid(False)
+plt.show()
+# figPosterior.savefig("orig_posterior.pdf", bbox_inches='tight')
+figPosterior.savefig(f"seq_posterior_45_{folder}.pdf", bbox_inches='tight')
+plt.close()
diff --git a/examples/analytical_function/data/refBME_KLD_10.npy b/examples/analytical-function/data/refBME_KLD_10.npy
similarity index 100%
rename from examples/analytical_function/data/refBME_KLD_10.npy
rename to examples/analytical-function/data/refBME_KLD_10.npy
diff --git a/examples/analytical_function/data/refBME_KLD_2.npy b/examples/analytical-function/data/refBME_KLD_2.npy
similarity index 100%
rename from examples/analytical_function/data/refBME_KLD_2.npy
rename to examples/analytical-function/data/refBME_KLD_2.npy
diff --git a/examples/analytical_function/data/std_10.npy b/examples/analytical-function/data/std_10.npy
similarity index 100%
rename from examples/analytical_function/data/std_10.npy
rename to examples/analytical-function/data/std_10.npy
diff --git a/examples/analytical_function/data/std_2.npy b/examples/analytical-function/data/std_2.npy
similarity index 100%
rename from examples/analytical_function/data/std_2.npy
rename to examples/analytical-function/data/std_2.npy
diff --git a/examples/analytical_function/data/validLikelihoods_10.npy b/examples/analytical-function/data/validLikelihoods_10.npy
similarity index 100%
rename from examples/analytical_function/data/validLikelihoods_10.npy
rename to examples/analytical-function/data/validLikelihoods_10.npy
diff --git a/examples/analytical_function/data/validLikelihoods_2.npy b/examples/analytical-function/data/validLikelihoods_2.npy
similarity index 100%
rename from examples/analytical_function/data/validLikelihoods_2.npy
rename to examples/analytical-function/data/validLikelihoods_2.npy
diff --git a/examples/analytical_function/example_analytical_function.ipynb b/examples/analytical-function/example_analytical_function.ipynb
similarity index 100%
rename from examples/analytical_function/example_analytical_function.ipynb
rename to examples/analytical-function/example_analytical_function.ipynb
diff --git a/examples/analytical_function/test_analytical_function.py b/examples/analytical-function/test_analytical_function.py
similarity index 75%
rename from examples/analytical_function/test_analytical_function.py
rename to examples/analytical-function/test_analytical_function.py
index c832c4f0483a49beb3ee0430a291932e7a693b93..fa3daf3ea324416e74c649d521d98f87690e5863 100755
--- a/examples/analytical_function/test_analytical_function.py
+++ b/examples/analytical-function/test_analytical_function.py
@@ -22,12 +22,12 @@ import sys
 import joblib
 # import bayesvalidrox
 # Add BayesValidRox path
-import sys
 sys.path.append("../../src/bayesvalidrox/")
 
 from pylink.pylink import PyLinkForwardModel
 from surrogate_models.inputs import Input
 from surrogate_models.surrogate_models import MetaModel
+from surrogate_models.meta_model_engine import MetaModelEngine
 from post_processing.post_processing import PostProcessing
 from bayes_inference.bayes_inference import BayesInference
 from bayes_inference.discrepancy import Discrepancy
@@ -38,7 +38,7 @@ matplotlib.use('agg')
 if __name__ == "__main__":
 
     # Number of parameters
-    ndim = 2  # 2, 10
+    ndim = 10  # 2, 10
 
     # =====================================================
     # =============   COMPUTATIONAL MODEL  ================
@@ -74,7 +74,7 @@ if __name__ == "__main__":
 
     for i in range(ndim):
         Inputs.add_marginals()
-        Inputs.Marginals[i].name = f'$X_{i+1}$'
+        Inputs.Marginals[i].name = "$\\theta_{"+str(i+1)+"}$"
         Inputs.Marginals[i].dist_type = 'uniform'
         Inputs.Marginals[i].parameters = [-5, 5]
 
@@ -88,12 +88,12 @@ if __name__ == "__main__":
     # =====================================================
     # ==========  DEFINITION OF THE METAMODEL  ============
     # =====================================================
-    MetaModelOpts = MetaModel(Inputs)
+    MetaModelOpts = MetaModel(Inputs, Model)
 
     # Select if you want to preserve the spatial/temporal depencencies
     # MetaModelOpts.dim_red_method = 'PCA'
     # MetaModelOpts.var_pca_threshold = 99.999
-    # MetaModelOpts.n_pca_components = 12
+    # MetaModelOpts.n_pca_components = 10
 
     # Select your metamodel method
     # 1) PCE (Polynomial Chaos Expansion) 2) aPCE (arbitrary PCE)
@@ -108,19 +108,25 @@ if __name__ == "__main__":
     # 1)OLS: Ordinary Least Square  2)BRR: Bayesian Ridge Regression
     # 3)LARS: Least angle regression  4)ARD: Bayesian ARD Regression
     # 5)FastARD: Fast Bayesian ARD Regression
-    # 6)VBL: Variational Bayesian Learning
-    # 7)EBL: Emperical Bayesian Learning
+    # 6)BCS: Bayesian Compressive Sensing
+    # 7)OMP: Orthogonal Matching Pursuit
+    # 8)VBL: Variational Bayesian Learning
+    # 9)EBL: Emperical Bayesian Learning
     MetaModelOpts.pce_reg_method = 'FastARD'
 
+    # Bootstraping
+    # 1) normal 2) fast
+    MetaModelOpts.bootstrap_method = 'fast'
+    MetaModelOpts.n_bootstrap_itrs = 1
+
     # Specify the max degree to be compared by the adaptive algorithm:
     # The degree with the lowest Leave-One-Out cross-validation (LOO)
     # error (or the highest score=1-LOO)estimator is chosen as the final
     # metamodel. pce_deg accepts degree as a scalar or a range.
-    MetaModelOpts.pce_deg = np.arange(9)
+    MetaModelOpts.pce_deg = 12
 
     # q-quasi-norm 0<q<1 (default=1)
-    MetaModelOpts.pce_q_norm = 0.75 if ndim < 5 else 0.5
-    # MetaModelOpts.pce_q_norm = np.linspace(0.25,0.75, 3)
+    MetaModelOpts.pce_q_norm = 0.85 if ndim < 5 else 0.5
 
     # Print summary of the regression results
     # MetaModelOpts.verbose = True
@@ -131,12 +137,12 @@ if __name__ == "__main__":
     MetaModelOpts.add_ExpDesign()
 
     # One-shot (normal) or Sequential Adaptive (sequential) Design
-    MetaModelOpts.ExpDesign.method = 'normal'
-    MetaModelOpts.ExpDesign.n_init_samples = 75  # 5*ndim
+    MetaModelOpts.ExpDesign.method = 'sequential'
+    MetaModelOpts.ExpDesign.n_init_samples = 3*ndim
 
     # Sampling methods
-    # 1) random 2) latin_hypercube 3) sobol 4) halton 5) hammersley 6) korobov
-    # 7) chebyshev(FT) 8) grid(FT) 9) nested_grid(FT) 10)user
+    # 1) random 2) latin_hypercube 3) sobol 4) halton 5) hammersley
+    # 6) chebyshev(FT) 7) grid(FT) 8)user
     MetaModelOpts.ExpDesign.sampling_method = 'latin_hypercube'
 
     # Provide the experimental design object with a hdf5 file
@@ -147,38 +153,44 @@ if __name__ == "__main__":
     # ------------------------------------------------
     # Set the sampling parameters
     MetaModelOpts.ExpDesign.n_new_samples = 1
-    MetaModelOpts.ExpDesign.n_max_samples = 25  # 150
+    MetaModelOpts.ExpDesign.n_max_samples = 150
     MetaModelOpts.ExpDesign.mod_LOO_threshold = 1e-16
 
-    MetaModelOpts.adapt_verbose = True
+    # MetaModelOpts.adapt_verbose = True
     # 1) None 2) 'equal' 3)'epsilon-decreasing' 4) 'adaptive'
     MetaModelOpts.ExpDesign.tradeoff_scheme = None
-    # MetaModelOpts.ExpDesign.n_replication = 20
+    # MetaModelOpts.ExpDesign.n_replication = 5
     # -------- Exploration ------
     # 1)'Voronoi' 2)'random' 3)'latin_hypercube' 4)'LOOCV' 5)'dual annealing'
-    MetaModelOpts.ExpDesign.explore_method = 'Voronoi'
+    MetaModelOpts.ExpDesign.explore_method = 'random'
 
     # Use when 'dual annealing' chosen
-    MetaModelOpts.ExpDesign.max_func_itr = 200
+    MetaModelOpts.ExpDesign.max_func_itr = 1000
 
     # Use when 'Voronoi' or 'random' or 'latin_hypercube' chosen
-    MetaModelOpts.ExpDesign.n_canddidate = 5000
-    MetaModelOpts.ExpDesign.n_cand_groups = 4  # 8
+    MetaModelOpts.ExpDesign.n_canddidate = 1000
+    MetaModelOpts.ExpDesign.n_cand_groups = 4
 
     # -------- Exploitation ------
     # 1)'BayesOptDesign' 2)'BayesActDesign' 3)'VarOptDesign' 4)'alphabetic'
     # 5)'Space-filling'
-    MetaModelOpts.ExpDesign.exploit_method = 'VarOptDesign'
+    MetaModelOpts.ExpDesign.exploit_method = 'BayesActDesign'
 
-    # BayesOptDesign -> when data is available
-    # 1)DKL (Kullback-Leibler Divergence) 2)DPP (D-Posterior-percision)
-    # 3)APP (A-Posterior-percision)  # ['DKL', 'BME', 'infEntropy']
+    # BayesOptDesign/BayesActDesign -> when data is available
+    # 1) MI (Mutual information) 2) ALC (Active learning McKay)
+    # 2)DKL (Kullback-Leibler Divergence) 3)DPP (D-Posterior-percision)
+    # 4)APP (A-Posterior-percision)  # ['DKL', 'BME', 'infEntropy']
     # MetaModelOpts.ExpDesign.util_func = 'DKL'
 
+    # BayesActDesign -> when data is available
+    # 1) BME (Bayesian model evidence) 2) infEntropy (Information entropy)
+    # 2)DKL (Kullback-Leibler Divergence)
+    MetaModelOpts.ExpDesign.util_func = 'DKL'
+
     # VarBasedOptDesign -> when data is not available
-    # 1)Entropy 2)EIGF, 3)LOOCV
+    # 1)ALM 2)EIGF, 3)LOOCV
     # or a combination as a list
-    MetaModelOpts.ExpDesign.util_func = 'Entropy'
+    # MetaModelOpts.ExpDesign.util_func = 'EIGF'
 
     # alphabetic
     # 1)D-Opt (D-Optimality) 2)A-Opt (A-Optimality)
@@ -201,20 +213,22 @@ if __name__ == "__main__":
     prior = np.load(f"data/Prior_{ndim}.npy")
     prior_outputs = np.load(f"data/origModelOutput_{ndim}.npy")
     likelihood = np.load(f"data/validLikelihoods_{ndim}.npy")
-    MetaModelOpts.valid_samples = prior
-    MetaModelOpts.valid_model_runs = {'Z': prior_outputs}
-    MetaModelOpts.valid_likelihoods = likelihood
+    MetaModelOpts.valid_samples = prior[:500]
+    MetaModelOpts.valid_model_runs = {'Z': prior_outputs[:500]}
+    # MetaModelOpts.valid_likelihoods = likelihood
 
     # >>>>>>>>>>>>>>>>>>>>>> Build Surrogate <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
     # Train the meta model
-    PCEModel = MetaModelOpts.create_metamodel(Model)
+    meta_model_engine = MetaModelEngine(MetaModelOpts)
+    meta_model_engine.run()
+    PCEModel = meta_model_engine.MetaModel
 
     # Save PCE models
     with open(f'PCEModel_{Model.name}.pkl', 'wb') as output:
         joblib.dump(PCEModel, output, 2)
 
-    # Load PCEModel
-    # with open(f'PCEModel_{Model.name}.pkl', 'rb') as input:
+    # Load the objects
+    # with open(f"PCEModel_{Model.name}.pkl", "rb") as input:
     #     PCEModel = joblib.load(input)
 
     # =====================================================
@@ -223,7 +237,10 @@ if __name__ == "__main__":
     PostPCE = PostProcessing(PCEModel)
 
     # Plot to check validation visually.
-    PostPCE.valid_metamodel(n_samples=3)
+    PostPCE.valid_metamodel(n_samples=1)
+
+    # Compute and print RMSE error
+    PostPCE.check_accuracy(n_samples=300)
 
     # Compute the moments and compare with the Monte-Carlo reference
     if MetaModelOpts.meta_model_type != 'GPE':
@@ -236,11 +253,8 @@ if __name__ == "__main__":
 
     # Plot the sobol indices
     if MetaModelOpts.meta_model_type != 'GPE':
-        sobol_cell, total_sobol = PostPCE.sobol_indices()
+        total_sobol = PostPCE.sobol_indices()
 
-    # Compute and print RMSE error
-    PostPCE.check_accuracy(n_samples=200)
-    # sys.exit()
     # =====================================================
     # ========  Bayesian inference with Emulator ==========
     # =====================================================
@@ -310,44 +324,3 @@ if __name__ == "__main__":
     # Save class objects
     with open(f'Bayes_{Model.name}.pkl', 'wb') as output:
         joblib.dump(Bayes_PCE, output, 2)
-
-    sys.exit('STOP!!')
-    # =====================================================
-    # ====== Bayesian inference with Forward Model ========
-    # =====================================================
-    if ndim < 7:
-        PCEModel.ModelObj.Name = 'OrigAnalyticFunc'
-
-        BayesOptsModel = bayesvalidrox.BayesInference(PCEModel)
-        BayesOptsModel.emulator = False
-        BayesOptsModel.NrofSamples = 10000
-
-        # Evaluation of forward model predictions for the surrogate posterior
-        # BayesOptsModel.Samples = Bayes_PCE.Samples
-        # BayesOptsModel.SamplingMethod = 'MCMC'
-
-        # Bootstrap for BME calulations
-        BayesOptsModel.Bootstrap = True
-        BayesOptsModel.BootstrapItrNr = 1
-        BayesOptsModel.BootstrapNoise = 0.05
-
-        BayesOptsModel.PlotPostDist = True
-        BayesOptsModel.PlotPostPred = False
-
-        # ----- Define the discrepancy model -------
-        BayesOptsModel.MeasurementError = obsData
-        # (Option B)
-        DiscrepancyOpts = bayesvalidrox.Discrepancy('')
-        DiscrepancyOpts.Type = 'Gaussian'
-        DiscrepancyOpts.Parameters = obsData ** 2
-        BayesOptsModel.Discrepancy = DiscrepancyOpts
-
-        # Start the infernce
-        Bayes_Model = BayesOptsModel.create_Inference()
-
-    # =====================================================
-    # ==============  Save class objects  =================
-    # =====================================================
-    if ndim < 7:
-        with open('AnalyticFunc_Results.pkl', 'wb') as output:
-            joblib.dump(Bayes_Model, output, 2)
diff --git a/examples/analytical_function/util/AnalytFuncValid_Test.py b/examples/analytical-function/util/AnalytFuncValid_Test.py
similarity index 100%
rename from examples/analytical_function/util/AnalytFuncValid_Test.py
rename to examples/analytical-function/util/AnalytFuncValid_Test.py
diff --git a/examples/analytical_function/util/AnalyticFunc_Demo.py b/examples/analytical-function/util/AnalyticFunc_Demo.py
similarity index 100%
rename from examples/analytical_function/util/AnalyticFunc_Demo.py
rename to examples/analytical-function/util/AnalyticFunc_Demo.py
diff --git a/examples/analytical_function/util/AnalyticalFunction.py b/examples/analytical-function/util/AnalyticalFunction.py
similarity index 100%
rename from examples/analytical_function/util/AnalyticalFunction.py
rename to examples/analytical-function/util/AnalyticalFunction.py
diff --git a/examples/analytical_function/util/PCE_vs_Chaospy.py b/examples/analytical-function/util/PCE_vs_Chaospy.py
similarity index 100%
rename from examples/analytical_function/util/PCE_vs_Chaospy.py
rename to examples/analytical-function/util/PCE_vs_Chaospy.py
diff --git a/examples/analytical_function/util/Psi_BayesValidRox.npy b/examples/analytical-function/util/Psi_BayesValidRox.npy
similarity index 100%
rename from examples/analytical_function/util/Psi_BayesValidRox.npy
rename to examples/analytical-function/util/Psi_BayesValidRox.npy
diff --git a/examples/analytical_function/util/Psi_Chaospy.npy b/examples/analytical-function/util/Psi_Chaospy.npy
similarity index 100%
rename from examples/analytical_function/util/Psi_Chaospy.npy
rename to examples/analytical-function/util/Psi_Chaospy.npy
diff --git a/examples/analytical_function/util/__pycache__/AnalyticalFunction.cpython-38.pyc b/examples/analytical-function/util/__pycache__/AnalyticalFunction.cpython-38.pyc
similarity index 100%
rename from examples/analytical_function/util/__pycache__/AnalyticalFunction.cpython-38.pyc
rename to examples/analytical-function/util/__pycache__/AnalyticalFunction.cpython-38.pyc
diff --git a/examples/analytical_function/util/dynamic_image.py b/examples/analytical-function/util/dynamic_image.py
similarity index 100%
rename from examples/analytical_function/util/dynamic_image.py
rename to examples/analytical-function/util/dynamic_image.py
diff --git a/examples/analytical_function/util/indices_bayesValid.npy b/examples/analytical-function/util/indices_bayesValid.npy
similarity index 100%
rename from examples/analytical_function/util/indices_bayesValid.npy
rename to examples/analytical-function/util/indices_bayesValid.npy
diff --git a/examples/analytical_function/util/indices_chaospy.npy b/examples/analytical-function/util/indices_chaospy.npy
similarity index 100%
rename from examples/analytical_function/util/indices_chaospy.npy
rename to examples/analytical-function/util/indices_chaospy.npy
diff --git a/examples/analytical-function/util/svg_gif.py b/examples/analytical-function/util/svg_gif.py
new file mode 100644
index 0000000000000000000000000000000000000000..4430de69c299a495bba9642ea5d5115e7452bdda
--- /dev/null
+++ b/examples/analytical-function/util/svg_gif.py
@@ -0,0 +1,47 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Created on Mon May 16 10:51:20 2022
+
+@author: farid
+"""
+
+import imageio
+import os
+import re
+
+
+def tryint(s):
+    try:
+        return int(s)
+    except:
+        return s
+
+
+def alphanum_key(s):
+    """ Turn a string into a list of string and number chunks.
+        "z23a" -> ["z", 23, "a"]
+    """
+    return [tryint(c) for c in re.split('([0-9]+)', s)]
+
+
+def sort_nicely(input_list):
+    """ Sort the given list in the way that humans expect.
+    """
+    input_list.sort(key=alphanum_key)
+
+
+path = '../adaptivePlots'
+file_ext = 'pdf'
+
+
+filenames = []
+for file in os.listdir(path):
+    if file.endswith(f'.{file_ext}'):
+        filenames.append(os.path.join(path, file))
+sort_nicely(filenames)
+
+images = []
+for filename in filenames:
+    images.append(imageio.imread(filename))
+imageio.mimsave(f'{path}/movie.gif', images)
diff --git a/examples/analytical_function/.ipynb_checkpoints/example_analytical_function-checkpoint.ipynb b/examples/analytical_function/.ipynb_checkpoints/example_analytical_function-checkpoint.ipynb
deleted file mode 100644
index e63948ddc4e636a1e0eef9834c706a40f5be6890..0000000000000000000000000000000000000000
--- a/examples/analytical_function/.ipynb_checkpoints/example_analytical_function-checkpoint.ipynb
+++ /dev/null
@@ -1,926 +0,0 @@
-{
- "cells": [
-  {
-   "cell_type": "markdown",
-   "id": "13c8e941",
-   "metadata": {},
-   "source": [
-    "# Example: Surrogate Model"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "de58892b",
-   "metadata": {},
-   "source": [
-    "In this example, we train a surrogate model via the `bayesvalidrox` package. We aim at training a Polynomial Chaos Expansion to a simple analytical function. \n",
-    "The PCE representation of the computational model $M$ provides the dependence of this model on the uncertain model's parameters $\\mathbf{\\theta}$ using projection onto an orthonormal polynomial basis. It could be also seen as a linear regression that includes linear combinations of a fixed set of nonlinear functions with respect to the input variables, known as polynomial basis function"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "2890d7ef",
-   "metadata": {},
-   "source": [
-    "\\begin{equation}\n",
-    "\\label{eq:PCE_Trunc}\n",
-    "    M(x,y,z,t, \\mathbf{\\theta}) \\approx \\sum_{\\mathbf{\\alpha} \\in \\mathcal{A} } c_{\\mathbf{\\alpha}} (x,y,z,t) \\Psi_{\\mathbf{\\alpha}}(\\mathbf{\\theta}) \\, .\n",
-    "\\end{equation}"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "bccdaebc",
-   "metadata": {},
-   "source": [
-    "Here, $x,y,z,t$ are the spatial and temporal components of the quantity of interest, $\\mathbf{\\theta}$ is the vector of the $N$ uncertain parameters of model $M$, $c_{\\mathbf{\\alpha}}(x,y,z,t)  \\in \\mathbb{R}$ are the corresponding expansion coefficients that are functions of space and time, and $\\Psi_{\\mathbf{\\alpha}}(\\mathbf{\\theta})$ represents multivariate polynomials orthogonal with respect to a multi-index $\\mathbf{\\alpha}$. "
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "50023bea",
-   "metadata": {},
-   "source": [
-    "The latter represents the combinatoric information how to enumerate all possible products of $N$ individual univariate basis functions with respect to the total degree of expansions less or equal to polynomial degree $d$:"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "538c43c8",
-   "metadata": {},
-   "source": [
-    "\\begin{equation}\n",
-    "\\label{eq:truncation}\n",
-    "\\begin{split}\n",
-    "    \\mathcal{A}^{N, d} = \\{ \\alpha \\in \\mathbb{N}^{N} \\ : \\ |\\alpha|\\leq d\\} \\, , \\qquad\n",
-    "    \\text{card} \\ \\mathcal{A}^{N, d} \\equiv P = \\binom{N+d}{d}.\n",
-    "\\end{split}\n",
-    "\\end{equation}"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "b22c0ccb",
-   "metadata": {},
-   "source": [
-    "The multivariate polynomials $\\Psi_{\\alpha}(\\mathbf{\\theta})$ are comprised of the tensor product of univariate polynomials"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "41eeb9d3",
-   "metadata": {},
-   "source": [
-    "\\begin{equation}\n",
-    "\\label{eq:Psi}\n",
-    "    \\Psi_{\\alpha}(\\mathbf{\\theta}_k) :=  \\prod_{i=1}^{N_k} \\psi_{\\alpha_i}^{(i)}(\\mathbf{\\theta}_{k,i}) \\, ,\n",
-    "\\end{equation}"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "860cbcbd",
-   "metadata": {},
-   "source": [
-    "where the univariate orthonormal polynomials $\\psi_{\\alpha_i}^{(i)}(\\mathbf{\\theta}_{i})$ must satisfy "
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "459de9cc",
-   "metadata": {},
-   "source": [
-    "\\begin{equation}\n",
-    "\\label{eq:univPsi}\n",
-    "    \\langle \\psi_j^{(i)}(\\mathbf{\\theta}_{k,i}), \\psi_l^{(i)}(\\mathbf{\\theta}_{k,i}) \\rangle := \\int_{\\Theta_{k,i}} \\psi_j^{(i)}(\\mathbf{\\theta}_{k,i}) \\psi_l^{(i)}(\\mathbf{\\theta}_{k,i}) f_{\\Theta_{k,i}}  (\\mathbf{\\theta}_{k,i})d \\mathbf{\\theta}_{k,i} = \\delta_{j l} \\, .\n",
-    "\\end{equation}"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "34403fc6",
-   "metadata": {},
-   "source": [
-    "Here, $i$ represents the input variable with respect to which the polynomials are orthogonal as well as the corresponding polynomial family, $j$ and $l$ are the corresponding polynomial degree, $f_{\\Theta_{i}}(\\mathbf{\\theta}_{i})$ is the $i$th-input marginal distribution and $\\delta_{j l}$ is the Kronecker delta.\n",
-    "We use an arbitrary polynomial chaos expansion (aPCE), introduced by [Oladyshkin & Nowak (2012)](https://www.sciencedirect.com/science/article/pii/S0951832012000853?casa_token=pbisUgY4niQAAAAA:8WsqMi1mCyfUIJ3GnFGdv6FXFA6a4g8MB75kjGGdEvocV64cd4E8LxcSh8_fwZTeI2ONlUalq_8), that can operate with probability measures that may be implicitly and incompletely defined via their statistical moments. Using aPCE, one can build the multivariate orthonormal polynomials even in the absence of the exact probability density function $f_{\\Theta}(\\theta)$"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "3bd3feba",
-   "metadata": {},
-   "source": [
-    "In this tutorial, we use an extension of aPCE as Bayesian sparse arbitrary polynomial chaos (BsaPCE) representation. This method computes the coefficients $c_\\alpha$ in a Bayesian setting via a so-called Bayesian sparse learning approach, introduced by [Tipping (2001)](https://www.jmlr.org/papers/volume1/tipping01a/tipping01a.pdf?ref=https://githubhelp.com)."
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "6a291027",
-   "metadata": {},
-   "source": [
-    "The posterior distribution of the expansion coefficients, conditioned on the model responses $\\mathrm{\\mathbf{Y}}$ resulting from the training sets $\\mathbf{X}$, is given by the combination of a Gaussian likelihood and a Gaussian prior distribution over the unknown expansion coefficients $\\mathbf{c}$ according to Bayes' rule. Then, the posterior of the expansion coefficients given the model responses $\\mathrm{\\mathbf{Y}}$ and values of hyper-parameters $\\mathbf{\\alpha}$ and $\\beta$ describing the Gauss process, can take the following form"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "3127c49a",
-   "metadata": {},
-   "source": [
-    "\\begin{equation}\n",
-    "\\label{eq:PCE_Posterior}\n",
-    "    p(\\mathrm{\\mathbf{c}}|\\mathbf{Y},\\mathbf{\\alpha}, \\beta) = \\frac{p(\\mathrm{\\mathbf{Y}}|\\mathbf{X},\\mathbf{c}, \\beta) p(\\mathbf{c}|\\mathbf{\\alpha})}{p(\\mathrm{\\mathbf{Y}}| \\mathbf{X}, \\mathbf{\\alpha} , \\beta)},\n",
-    "\\end{equation}"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "46381c6d",
-   "metadata": {},
-   "source": [
-    "which is also Gaussian defined by $\\mathcal{N}( \\mathbf{c}| \\mathbf{\\mu}, \\mathbf{\\Sigma})$ with"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "515d47e6",
-   "metadata": {},
-   "source": [
-    "\\begin{equation}\n",
-    "\\label{eq:PCE_Posterior_moments}\n",
-    "    \\mathbf{\\mu} = \\beta \\mathbf{\\Sigma} \\mathbf{\\Psi}^{\\top} \\mathrm{\\mathbf{Y}} \\, , \\qquad\n",
-    "    \\mathbf{\\Sigma} = \\left(\\mathbf{A}+ \\mathbf{\\Psi}^{\\top} \\beta \\mathbf{\\Psi} \\right)^{-1} \\, .\n",
-    "\\end{equation}"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "ce4636d9",
-   "metadata": {},
-   "source": [
-    "Here, $\\mathbf{\\Psi}$ is the design matrix of size $E \\times N$ with elements $\\Psi_{ni}=\\psi_i(x_n)$, where $E$ represents the number of model evaluations using the training samples, and $\\mathbf{A}=\\mathrm{diag}(\\alpha_i)$. The values of $\\mathbf{\\alpha}$ and $\\beta$ can be determined via type-II maximum likelihood [Berger (2013)](https://books.google.com/books?hl=en&lr=&id=1CDaBwAAQBAJ&oi=fnd&pg=PA1&dq=Statistical+decision+theory+and+Bayesian+analysis.++berger+2013&ots=LMulrdTL3O&sig=xMTVRCVf5scWBLQi98BgUie5d-M)"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "c50a317d",
-   "metadata": {},
-   "source": [
-    "## Problem description: Analytical function"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "d13b9da3",
-   "metadata": {},
-   "source": [
-    "This test shows a surrogate-assisted Bayesian calibration of a time dependent non-linear analytical function of ten ($n=10$) uncertain parameters $\\omega=\\{\\omega_1, ..., \\omega_n\\}$, which reads as:"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "b715ea87",
-   "metadata": {},
-   "source": [
-    "\\begin{equation}\n",
-    "\\mathbf{y}(\\boldsymbol{\\omega}, t)=\\left(\\omega_{1}^{2}+\\omega_{2}-1\\right)^{2}+\\omega_{1}^{2}+0.1 \\omega_{1} \\exp \\left(\\omega_{2}\\right)-2 \\omega_{1} \\sqrt{0.5 t}+1+\\sum_{i=2}^{n} \\frac{\\omega_{i}^{3}}{i}\n",
-    "\\end{equation}"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "6625cdf6",
-   "metadata": {},
-   "source": [
-    "where the prior parameter distribution $p(\\omega)$ is considered to be independent and uniform with $\\omega_i \\sim \\mathcal{U} (-5, 5)$."
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "efe8f59c",
-   "metadata": {},
-   "source": [
-    "## Import necessary libraries"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 1,
-   "id": "31b60d45",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "import numpy as np\n",
-    "import pandas as pd\n",
-    "import sys\n",
-    "import joblib\n",
-    "from IPython.display import IFrame"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "6d44d5af",
-   "metadata": {},
-   "source": [
-    "## Define the model with PyLinkForwardModel"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "bf3f4dfe",
-   "metadata": {},
-   "source": [
-    "We use the`PyLinkForwardModel`object for this purpose. Fistly, we are going to import the `bayesvalidrox` package and then, we instantiate the `PyLinkForwardModel` object."
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 2,
-   "id": "25a3b65a",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "from bayesvalidrox import PyLinkForwardModel\n",
-    "Model = PyLinkForwardModel()"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "0452955f",
-   "metadata": {},
-   "source": [
-    "Next, we will pass the `link_type`, `name` and `py_file` variables to the `Model` object. Since the analytical function is implmented as a python function in a separate file, we only need to pass it's name (without `.py` extension) to the object variable `py_file`. Note that the function name in the python script should match that of the script. For models implemented as a separate python file, the `link_type` is `Function` to be given as a string. The `name` variable takes any user defined string."
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 3,
-   "id": "f26dbacd",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "Model.link_type = 'Function'\n",
-    "Model.py_file = 'analytical_function'\n",
-    "Model.name = 'AnalyticFunc'"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "e12ef2ab",
-   "metadata": {},
-   "source": [
-    "The model output name is defined as follows:"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 4,
-   "id": "c2778a83",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "Model.Output.names = ['Z'] # As a list of strings"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "d4106fb6",
-   "metadata": {},
-   "source": [
-    "**Bonus**: For this example, we have a Monte-Carlo reference solution for the first moements (mean and standard deviation) of the analytical function. The numpy (`*.npy`) files can be found in the `data\\` directory. We will discuss the first two moments with our estimate moments using the surrogate model. These values can be passed in a form of a dictionary to the object variable `mc_reference`."
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 5,
-   "id": "9dc9e177",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "Model.mc_reference = {}\n",
-    "Model.mc_reference['Time [s]'] = np.arange(0, 10, 1.) / 9\n",
-    "Model.mc_reference['mean'] = np.load(f\"data/mean_2.npy\")\n",
-    "Model.mc_reference['std'] = np.load(f\"data/std_2.npy\")"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "c2c68eee",
-   "metadata": {},
-   "source": [
-    "## Define probablistic input model"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "af7f7d8f",
-   "metadata": {},
-   "source": [
-    "Now, we define the distribution of the model inputs. `bayesvalidrox` accepts the definition in two ways: by defining the distribution directly or by passing available data. The latter is handy, when little information is available on the parameters or they do not follow any typical distributions. We will use the second option and read the input parameters form a numpy file in the `data/` directory."
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 6,
-   "id": "f1d2deb0",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "# Import and instantiate the input object\n",
-    "from bayesvalidrox import Input\n",
-    "Inputs = Input()\n",
-    "\n",
-    "# Option I: Define distribution directy with their name, type and parameters \n",
-    "\n",
-    "# First parameter\n",
-    "Inputs.add_marginals()\n",
-    "Inputs.Marginals[0].name = '$X_1$'\n",
-    "Inputs.Marginals[0].dist_type = 'unif'\n",
-    "Inputs.Marginals[0].parameters =  [-5, 5]\n",
-    "\n",
-    "# Second parameter\n",
-    "Inputs.add_marginals()\n",
-    "Inputs.Marginals[1].name = '$X_2$'\n",
-    "Inputs.Marginals[1].dist_type = 'unif'\n",
-    "Inputs.Marginals[1].parameters =  [-5, 5]\n",
-    "\n",
-    "# ----------------------------------------------------------------------------\n",
-    "\n",
-    "# Option II: Pass available data for input parameters\n",
-    "# inputParams = np.load('data/InputParameters_2.npy')\n",
-    "\n",
-    "# First parameter\n",
-    "# Inputs.add_marginals()\n",
-    "# Inputs.Marginals[0].name = '$X_1$'\n",
-    "# Inputs.Marginals[0].input_data = inputParams[:, 0]\n",
-    "\n",
-    "# Second parameter\n",
-    "# Inputs.add_marginals()\n",
-    "# Inputs.Marginals[1].name = '$X_2$'\n",
-    "# Inputs.Marginals[1].input_data = inputParams[:, 1]"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "10ff4b23",
-   "metadata": {},
-   "source": [
-    "## Define surrogate (meta) model"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "d0e8a911",
-   "metadata": {},
-   "source": [
-    "In this example, we use a Polynomial Chaos Expansion (PCE) as our meta model. Like before, we need to import the `MetaModel` object from `bayesvalidrox` package and instantiate a meta-model object. This object, however, accepts the input object (`Input`) as an argument."
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 7,
-   "id": "7256d8f0",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "from bayesvalidrox import MetaModel\n",
-    "MetaModelOpts = MetaModel(Inputs)"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "aa7756f5",
-   "metadata": {},
-   "source": [
-    "Let us define now the meta model type, the regression type, degree of the polynomials and the trunction norm `q_norm` which lies between 0 and 1. This parameter defines hyperbolic truncation scheme. As for `meta_model_type`, there are two PCE implementations available in `bayesvalidrox`, namely generalized PCE (`PCE`) [Xiu & Karniadakis (2002)](https://doi.org/10.1137/S1064827501387826) or its arbitrary extension (`aPCE`) [Oladyshkin & Nowak (2012)](https://doi.org/10.1016/j.ress.2012.05.002)."
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 8,
-   "id": "39a2ece3",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "# Select your metamodel method\n",
-    "# Options: PCE and aPCE\n",
-    "MetaModelOpts.meta_model_type = 'aPCE'\n",
-    "\n",
-    "# Select the regression method for calculation of the PCE coefficients:\n",
-    "# 1)OLS: Ordinary Least Square  2)BRR: Bayesian Ridge Regression\n",
-    "# 3)LARS: Least angle regression  4)ARD: Bayesian ARD Regression\n",
-    "# 5)FastARD: Fast Bayesian ARD Regression\n",
-    "# 6)VBL: Variational Bayesian Learning\n",
-    "# 7)EBL: Emperical Bayesian Learning\n",
-    "MetaModelOpts.pce_reg_method = 'FastARD'\n",
-    "\n",
-    "\n",
-    "# Specify the polynomial degree to be compared by the adaptive algorithm:\n",
-    "# The degree with the lowest Leave-One-Out cross-validation (LOO)\n",
-    "# error (or the highest score=1-LOO)estimator is chosen as the final\n",
-    "# metamodel. pce_deg accepts degree as a scalar or a range.\n",
-    "MetaModelOpts.pce_deg = np.arange(9)\n",
-    "\n",
-    "# Hyperbolic truncation scheme 0<q<1 (default=1)\n",
-    "MetaModelOpts.pce_q_norm = 0.75"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "a3048f38",
-   "metadata": {},
-   "source": [
-    "After defining the metamodel type, we need to define the so-called experimental design (ExpDesign). ExpDesign basically provides instruction on how to samplie the input parameter space."
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 9,
-   "id": "f8e1bf2d",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "# ------------------------------------------------\n",
-    "# ------ Experimental Design Configuration -------\n",
-    "# ------------------------------------------------\n",
-    "MetaModelOpts.add_ExpDesign()\n",
-    "\n",
-    "# One-shot (normal) or Sequential Adaptive (sequential) Design\n",
-    "MetaModelOpts.ExpDesign.Method = 'normal'\n",
-    "MetaModelOpts.ExpDesign.n_init_samples = 100\n",
-    "\n",
-    "# Sampling methods\n",
-    "# 1) random 2) latin_hypercube 3) sobol 4) halton 5) hammersley 6) korobov\n",
-    "# 7) chebyshev(FT) 8) grid(FT) 9) nested_grid(FT) 10)user\n",
-    "MetaModelOpts.ExpDesign.sampling_method = 'latin_hypercube'"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "8f7cd8dc",
-   "metadata": {},
-   "source": [
-    "Now, we can start training the surrogate (meta-) model by using the `create_metamodel` method and passing the model object as the only argument."
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 10,
-   "id": "82fffca5",
-   "metadata": {},
-   "outputs": [
-    {
-     "name": "stderr",
-     "output_type": "stream",
-     "text": [
-      "Computing orth. polynomial coeffs: 100%|##########| 2/2 [00:02<00:00,  1.42s/it]"
-     ]
-    },
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "\n",
-      " Now the forward model needs to be run!\n",
-      "\n"
-     ]
-    },
-    {
-     "name": "stderr",
-     "output_type": "stream",
-     "text": [
-      "\n",
-      "Running forward model : 100%|██████████| 100/100 [00:00<00:00, 6414.49it/s]\n",
-      "Fitting regression:   0%|          | 0/1 [00:00<?, ?it/s]"
-     ]
-    },
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "\n",
-      ">>>> Training the aPCE metamodel started. <<<<<<\n",
-      "\n"
-     ]
-    },
-    {
-     "name": "stderr",
-     "output_type": "stream",
-     "text": [
-      "Fitting regression: 100%|██████████| 1/1 [00:04<00:00,  4.51s/it]"
-     ]
-    },
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "\n",
-      ">>>> Training the aPCE metamodel sucessfully completed. <<<<<<\n",
-      "\n"
-     ]
-    },
-    {
-     "name": "stderr",
-     "output_type": "stream",
-     "text": [
-      "\n"
-     ]
-    }
-   ],
-   "source": [
-    "# Train the meta model\n",
-    "PCEModel = MetaModelOpts.create_metamodel(Model)\n",
-    "\n",
-    "# Save PCE models as pkl object for further deployment for example on a cloud\n",
-    "with open(f'PCEModel_{Model.name}.pkl', 'wb') as output:\n",
-    "    joblib.dump(PCEModel, output, 2)"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "4b2b6a1b",
-   "metadata": {},
-   "source": [
-    "## Post-processing"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "64ea5912",
-   "metadata": {},
-   "source": [
-    "As before, we need to import the `PostProcessing` module of `bayesvalidrox` and instantiate it. Bear in mind that it accepts the meta-model object `PCEModel` as the only argument."
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 11,
-   "id": "d51e4195",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "from bayesvalidrox import PostProcessing\n",
-    "PostPCE = PostProcessing(PCEModel)"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "51aed43d",
-   "metadata": {},
-   "source": [
-    "### Moment comparison"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "69de7856",
-   "metadata": {},
-   "source": [
-    "Since the reference moments obtained from a Monte-Carlo simulation is available, we only need to call the `plotMoments` method from the PostProcessing object. This method generates a plot and stores it in `Outputs_PostProcessing_calib` directory."
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 13,
-   "id": "96e85fb9",
-   "metadata": {},
-   "outputs": [
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "   Time [s]        mean         std\n",
-      "0  0.000000  126.943408  170.920339\n",
-      "1  0.111111  126.941468  170.889593\n",
-      "2  0.222222  126.940664  170.880029\n",
-      "3  0.333333  126.940047  170.873950\n",
-      "4  0.444444  126.939527  170.869675\n",
-      "5  0.555556  126.939069  170.866553\n",
-      "6  0.666667  126.938655  170.864251\n",
-      "7  0.777778  126.938274  170.862569\n",
-      "8  0.888889  126.937919  170.861378\n",
-      "9  1.000000  126.937586  170.860589\n",
-      "\n",
-      ">>>>> Moments of Z <<<<<\n",
-      "\n",
-      "Index  |  Mean   |  Std. deviation\n",
-      "-----------------------------------\n",
-      "1  |  1.266e+02  |  1.705e+02\n",
-      "2  |  1.266e+02  |  1.705e+02\n",
-      "3  |  1.266e+02  |  1.705e+02\n",
-      "4  |  1.266e+02  |  1.705e+02\n",
-      "5  |  1.266e+02  |  1.705e+02\n",
-      "6  |  1.266e+02  |  1.705e+02\n",
-      "7  |  1.266e+02  |  1.705e+02\n",
-      "8  |  1.266e+02  |  1.705e+02\n",
-      "9  |  1.266e+02  |  1.705e+02\n",
-      "10  |  1.266e+02  |  1.705e+02\n",
-      "----------------------------------------\n"
-     ]
-    },
-    {
-     "data": {
-      "text/html": [
-       "\n",
-       "        <iframe\n",
-       "            width=\"900\"\n",
-       "            height=\"600\"\n",
-       "            src=\"./Outputs_PostProcessing_calib/Mean_Std_PCE.pdf\"\n",
-       "            frameborder=\"0\"\n",
-       "            allowfullscreen\n",
-       "        ></iframe>\n",
-       "        "
-      ],
-      "text/plain": [
-       "<IPython.lib.display.IFrame at 0x7f44a48ed670>"
-      ]
-     },
-     "execution_count": 13,
-     "metadata": {},
-     "output_type": "execute_result"
-    },
-    {
-     "data": {
-      "text/plain": [
-       "<Figure size 1728x1152 with 0 Axes>"
-      ]
-     },
-     "metadata": {},
-     "output_type": "display_data"
-    }
-   ],
-   "source": [
-    "# Compute the moments and compare with the Monte-Carlo reference\n",
-    "PostPCE.plot_moments()\n",
-    "# Show the pdf\n",
-    "IFrame(\"./Outputs_PostProcessing_calib/Mean_Std_PCE.pdf\", width=900, height=600)"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "a6cf5333",
-   "metadata": {},
-   "source": [
-    "### Validation of the metamodel"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "9d506ae2",
-   "metadata": {},
-   "source": [
-    "Let us first visually compare the results of the metamodel and the original model, i.e. `Analyrical Function` for 3 randomly drawn samples for the prior parameter distribution. "
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 15,
-   "id": "cfd42c02",
-   "metadata": {},
-   "outputs": [
-    {
-     "name": "stderr",
-     "output_type": "stream",
-     "text": [
-      "Running forward model valid: 100%|██████████| 3/3 [00:00<00:00, 3583.85it/s]\n"
-     ]
-    },
-    {
-     "data": {
-      "text/html": [
-       "\n",
-       "        <iframe\n",
-       "            width=\"900\"\n",
-       "            height=\"600\"\n",
-       "            src=\"./Outputs_PostProcessing_calib/Model_vs_PCEModel.pdf\"\n",
-       "            frameborder=\"0\"\n",
-       "            allowfullscreen\n",
-       "        ></iframe>\n",
-       "        "
-      ],
-      "text/plain": [
-       "<IPython.lib.display.IFrame at 0x7f44a47a7bb0>"
-      ]
-     },
-     "execution_count": 15,
-     "metadata": {},
-     "output_type": "execute_result"
-    },
-    {
-     "data": {
-      "text/plain": [
-       "<Figure size 1728x1152 with 0 Axes>"
-      ]
-     },
-     "metadata": {},
-     "output_type": "display_data"
-    }
-   ],
-   "source": [
-    "# Plot to check validation visually.\n",
-    "PostPCE.valid_metamodel(n_samples=3)\n",
-    "# Show the pdf\n",
-    "IFrame(\"./Outputs_PostProcessing_calib/Model_vs_PCEModel.pdf\", width=900, height=600)"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "3b39e05f",
-   "metadata": {},
-   "source": [
-    "Another way to check the accuracy of the meta model is to use the `accuracyCheckMetaModel` method to show the Root Mean Square Error and the validation error. "
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 14,
-   "id": "e2f83de2",
-   "metadata": {},
-   "outputs": [
-    {
-     "name": "stderr",
-     "output_type": "stream",
-     "text": [
-      "Running forward model validSet: 100%|██████████| 200/200 [00:00<00:00, 8584.59it/s]"
-     ]
-    },
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "\n",
-      ">>>>> Errors of Z <<<<<\n",
-      "\n",
-      "Index  |  RMSE   |  Validation Error\n",
-      "-----------------------------------\n",
-      "1  |  4.415e-01  |  3.393e-08\n",
-      "2  |  4.415e-01  |  3.399e-08\n",
-      "3  |  4.415e-01  |  3.402e-08\n",
-      "4  |  4.415e-01  |  3.404e-08\n",
-      "5  |  4.415e-01  |  3.406e-08\n",
-      "6  |  4.416e-01  |  3.408e-08\n",
-      "7  |  4.418e-01  |  3.412e-08\n",
-      "8  |  4.458e-01  |  3.475e-08\n",
-      "9  |  4.410e-01  |  3.401e-08\n",
-      "10  |  4.412e-01  |  3.405e-08\n"
-     ]
-    },
-    {
-     "name": "stderr",
-     "output_type": "stream",
-     "text": [
-      "\n"
-     ]
-    }
-   ],
-   "source": [
-    "# Compute and print RMSE error\n",
-    "PostPCE.accuracyCheckMetaModel(nSamples=200)"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "ef686ae7",
-   "metadata": {},
-   "source": [
-    "### Global sensitivity analysis with Sobol indices"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "1ffecd15",
-   "metadata": {},
-   "source": [
-    "Here, we analyze how the variability of the model response quantity (`Z`) is affected by the variability of each input variable or combinations thereof. Here, we use the so-called Sobol indices ([Sobol original paper](https://mae.ufl.edu/haftka/eoed/protected/Sobol%20Original%20Paper.pdf)), derived from a variance decomposition of model outputs in terms of contributions of each input parameter or combinations thereof. \n",
-    "Using Sobol decomposition, one can describe the total variance of the model in terms of the sum of the summands' variances. Once the PC representation of the model is available, the expansion coefficients are simply gathered according to the dependency of each basis polynomial, square-summed and normalized"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "3e95b594",
-   "metadata": {},
-   "source": [
-    "\\begin{equation}\n",
-    "\\label{eq:pce-sobol-1st}\n",
-    "\\begin{array}{l}\n",
-    "S_{i_{1}, \\ldots, i_{s}}=\\frac{\\sum\\limits_{j=1}^{M} \\chi_{j} c_{j}^{2}}{\\sum\\limits_{j=1}^{M} c_{j}^{2}} \\, ,\\qquad\n",
-    "\\chi_{j}=\\left\\{\\begin{array}{ll}\n",
-    "1, & \\text { if } \\alpha_{j}^{k}>0, \\quad \\forall j \\in\\left(i_{1}, \\ldots, i_{s}\\right) \\\\[0.5em]\n",
-    "0, & \\text { if } \\alpha_{j}^{k}=0, \\quad \\exists j \\in\\left(i_{1}, \\ldots, i_{s}\\right)\n",
-    "\\end{array}\\right\\} \\, .\n",
-    "\\end{array}\n",
-    "\\end{equation}"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "a255fc43",
-   "metadata": {},
-   "source": [
-    "Here,  $S_{i_{1}, \\ldots, i_{s}}$ is the Sobol index that indicates what fraction of total variance of the response quantity can be traced back to the joint contributions of the parameters $\\theta_{i_{1}}, \\ldots, \\theta_{i_{s}}.$ The index selection operator $\\chi_{j}$ indicates where the chosen parameters $\\theta$ numbered as $i_{1}, \\ldots, i_{s}$ (i.e., $\\left.\\theta_{i_{1}}, \\ldots, \\theta_{i_{s}}\\right)$ have concurrent contributions to the variance within the overall expansion. Simply put, it selects all polynomial terms with the specified combination $i_{1}, \\ldots, i_{s}$ of model parameters."
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "025e4a83",
-   "metadata": {},
-   "source": [
-    "A complementing measure for sensitivity analysis is the Sobol Total Index. It expresses the total contribution to the variance of model output due to the uncertainty of an individual parameter $\\theta_j$ in all cross-combinations with other parameters"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "9da5d910",
-   "metadata": {},
-   "source": [
-    "\\begin{equation}\n",
-    "\\label{eq:pce-sobol-total}\n",
-    "S_{j}^{T}=\\sum_{\\left\\{i_{1}, \\ldots, i_{s}\\right\\} \\supset j} S_{i_{1}, \\ldots, i_{s}},\n",
-    "\\end{equation}"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "59413b8c",
-   "metadata": {},
-   "source": [
-    "where $S_{j}^{T}$ is simply a summation of all Sobol indices in which the variable $\\theta_j$ appears as univariate as well as joint influences.\n",
-    "The Total Sobol indices sum to one, if input variables are independent. When dealing with correlated variables, however, this is not the case."
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "id": "962bf769",
-   "metadata": {},
-   "source": [
-    "To perform the sensitivity analysis with `bayesvalidrox` package, we need to call the `sobolIndicesPCE` of the `PostProcessing` object. This returns two dictionaries containing the single sobol indices and the total ones. Moreover, it plots the Total Sobol Indices and stores the plots in `pdf` format in `Outputs_PostProcessing_calib` directory."
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 15,
-   "id": "135173d6",
-   "metadata": {
-    "scrolled": true
-   },
-   "outputs": [
-    {
-     "data": {
-      "text/html": [
-       "\n",
-       "        <iframe\n",
-       "            width=\"900\"\n",
-       "            height=\"600\"\n",
-       "            src=\"./Outputs_PostProcessing_calib/Sobol_indices.pdf\"\n",
-       "            frameborder=\"0\"\n",
-       "            allowfullscreen\n",
-       "        ></iframe>\n",
-       "        "
-      ],
-      "text/plain": [
-       "<IPython.lib.display.IFrame at 0x7fe0b57d1340>"
-      ]
-     },
-     "execution_count": 15,
-     "metadata": {},
-     "output_type": "execute_result"
-    },
-    {
-     "data": {
-      "text/plain": [
-       "<Figure size 1728x1152 with 0 Axes>"
-      ]
-     },
-     "metadata": {},
-     "output_type": "display_data"
-    }
-   ],
-   "source": [
-    "# Plot the sobol indices\n",
-    "sobol_cell, total_sobol = PostPCE.sobolIndicesPCE()\n",
-    "# Show the pdf\n",
-    "IFrame(\"./Outputs_PostProcessing_calib/Sobol_indices.pdf\", width=900, height=600)"
-   ]
-  }
- ],
- "metadata": {
-  "kernelspec": {
-   "display_name": "Python 3",
-   "language": "python",
-   "name": "python3"
-  },
-  "language_info": {
-   "codemirror_mode": {
-    "name": "ipython",
-    "version": 3
-   },
-   "file_extension": ".py",
-   "mimetype": "text/x-python",
-   "name": "python",
-   "nbconvert_exporter": "python",
-   "pygments_lexer": "ipython3",
-   "version": "3.9.4"
-  }
- },
- "nbformat": 4,
- "nbformat_minor": 5
-}
diff --git a/examples/analytical_function/util/polyCoeffs/par_1.npy b/examples/analytical_function/util/polyCoeffs/par_1.npy
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diff --git a/examples/analytical_function/util/polyCoeffs/par_9.npy b/examples/analytical_function/util/polyCoeffs/par_9.npy
deleted file mode 100644
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diff --git a/examples/beam/data/MCrefs_MeanStd.csv b/examples/beam/data/MCrefs_MeanStd.csv
index 435da6a3fa0d17ead4712f67b90b1707f704a495..e9592bf45db032790f95259b8cedd7f961e70a81 100644
--- a/examples/beam/data/MCrefs_MeanStd.csv
+++ b/examples/beam/data/MCrefs_MeanStd.csv
@@ -1,12 +1,12 @@
 x [m],mean,std
 0,0,0
-0.555555555555556,-0.002623091088022,6.21E-07
-1.11111111111111,-0.004962749295994,2.22E-06
-1.66666666666667,-0.006794367435948,4.16E-06
-2.22222222222222,-0.007957511802197,5.71E-06
-2.77777777777778,-0.008355922171325,6.3E-06
-3.33333333333333,-0.007957511802197,5.71E-06
-3.88888888888889,-0.006794367435948,4.16E-06
-4.44444444444444,-0.004962749295994,2.22E-06
-5,-0.002623091088022,6.21E-07
-5.55555555555556,0,0
+0.1,-0.002623091088022,8.06E-04
+0.2,-0.004962749295994,0.001525818175278
+0.3,-0.006794367435948,0.002088956887598
+0.4,-0.007957511802197,0.002446570522429
+0.5,-0.008355922171325,0.002569063468612
+0.6,-0.007957511802197,0.002446570522429
+0.7,-0.006794367435948,0.002088956887598
+0.8,-0.004962749295994,0.001525818175278
+0.9,-0.002623091088022,8.06E-04
+1,0,0
diff --git a/examples/beam/read_Beam_Deflection.py b/examples/beam/read_Beam_Deflection.py
index 92ae490334e47c07e63c117ef70a47c2d11dd10f..cd7a5e26ee498496abd6b49fed201e1506e14823 100644
--- a/examples/beam/read_Beam_Deflection.py
+++ b/examples/beam/read_Beam_Deflection.py
@@ -12,11 +12,14 @@ import numpy as np
 def read_Beam_Deflection(FileNames):
 
     df_Mean = pd.read_csv(FileNames[0], header=None, delimiter=' ')
-    x_values = np.arange(0, 5.6, 5./9)  # [1:]
-    Deflection = df_Mean[df_Mean.columns[0]]
+    x_values = np.linspace(0, 1, 11)
+    deflection = df_Mean[df_Mean.columns[0]]
 
-    Deflection_zero = np.zeros((1))
-    Deflection_mid = np.append(Deflection_zero, Deflection)
-    Deflection_Final = np.append(Deflection_mid, Deflection_zero)
+    deflection_zero = np.zeros((1))
+    deflection_mid = np.append(deflection_zero, deflection)
+    deflection_final = np.append(deflection_mid, deflection_zero)
 
-    return np.vstack((x_values, Deflection_Final))
+    # Prepare output dict using standard bayesvalidrox format
+    output = {'x_values': x_values, 'Deflection [m]': deflection_final}
+
+    return output
diff --git a/examples/beam/test_beam.py b/examples/beam/test_beam.py
index e1d1ababc8da4b3bd6d96e14dbc9e82c48259549..8e17a42408ea7405b7b0d45f615a86a38216509f 100644
--- a/examples/beam/test_beam.py
+++ b/examples/beam/test_beam.py
@@ -1,9 +1,9 @@
 #!/usr/bin/env python3
 # -*- coding: utf-8 -*-
 """
-This test shows a surrogate-assisted Bayesian calibration of a beam deflection
-    model. This example also illustrate how a model with an executable and a
-    input file can be linked with the bayesvalidrox package.
+This test shows a surrogate for a beam deflection model can be created.
+This example also illustrate how a model with an executable and a
+input file can be linked with the bayesvalidrox package.
 
 Author: Farid Mohammadi, M.Sc.
 E-Mail: farid.mohammadi@iws.uni-stuttgart.de
@@ -16,10 +16,6 @@ Pfaffenwaldring 61
 Created on Wed Jul 10 2019
 
 """
-import os
-import numpy as np
-import pandas as pd
-import joblib
 # Add BayesValidRox path
 import sys
 sys.path.append("../../src/bayesvalidrox/")
@@ -86,7 +82,7 @@ if __name__ == "__main__":
     # =====================================================
     # ==========  DEFINITION OF THE METAMODEL  ============
     # =====================================================
-    MetaModelOpts = MetaModel(Inputs)
+    MetaModelOpts = MetaModel(Inputs, Model)
 
     # Select if you want to preserve the spatial/temporal depencencies
     # MetaModelOpts.dim_red_method = 'PCA'
@@ -96,7 +92,7 @@ if __name__ == "__main__":
     # Select your metamodel method
     # 1) PCE (Polynomial Chaos Expansion) 2) aPCE (arbitrary PCE)
     # 3) GPE (Gaussian Process Emulator)
-    MetaModelOpts.meta_model_type = 'aPCE'
+    MetaModelOpts.meta_model_type = 'PCE'
 
     # ------------------------------------------------
     # ------------- PCE Specification ----------------
@@ -106,15 +102,17 @@ if __name__ == "__main__":
     # 1)OLS: Ordinary Least Square  2)BRR: Bayesian Ridge Regression
     # 3)LARS: Least angle regression  4)ARD: Bayesian ARD Regression
     # 5)FastARD: Fast Bayesian ARD Regression
-    # 6)VBL: Variational Bayesian Learning
-    # 7)EBL: Emperical Bayesian Learning
+    # 6)BCS: Bayesian Compressive Sensing
+    # 7)OMP: Orthogonal Matching Pursuit
+    # 8)VBL: Variational Bayesian Learning
+    # 9)EBL: Emperical Bayesian Learning
     MetaModelOpts.pce_reg_method = 'FastARD'
 
     # Specify the max degree to be compared by the adaptive algorithm:
     # The degree with the lowest Leave-One-Out cross-validation (LOO)
     # error (or the highest score=1-LOO)estimator is chosen as the final
     # metamodel. pce_deg accepts degree as a scalar or a range.
-    MetaModelOpts.pce_deg = np.arange(6)
+    MetaModelOpts.pce_deg = 6
 
     # q-quasi-norm 0<q<1 (default=1)
     MetaModelOpts.pce_q_norm = 0.75
@@ -126,18 +124,18 @@ if __name__ == "__main__":
 
     # One-shot (normal) or Sequential Adaptive (sequential) Design
     MetaModelOpts.ExpDesign.method = 'normal'
-    MetaModelOpts.ExpDesign.n_init_samples = 20
+    MetaModelOpts.ExpDesign.n_init_samples = 100
 
     # Sampling methods
     # 1) random 2) latin_hypercube 3) sobol 4) halton 5) hammersley
-    # 6) chebyshev(FT) 7) korobov 8) grid(FT) 9) nested_grid(FT) 10)user
+    # 6) chebyshev(FT) 7) grid(FT) 8)user
     MetaModelOpts.ExpDesign.sampling_method = 'latin_hypercube'
 
     # Provide the experimental design object with a hdf5 file
     # MetaModelOpts.ExpDesign.hdf5_file = 'ExpDesign_Beam9points.hdf5'
 
     # ------ Train the surrogate model ------
-    PCEModel = MetaModelOpts.create_metamodel(Model)
+    PCEModel = MetaModelOpts.create_metamodel()
 
     # =====================================================
     # =========  POST PROCESSING OF METAMODELS  ===========
@@ -145,37 +143,11 @@ if __name__ == "__main__":
     PostPCE = PostProcessing(PCEModel)
 
     # Compute the moments and compare with the Monte-Carlo reference
-    PostPCE.plot_moments()
+    PostPCE.plot_moments(xlabel='$\\mathrm{L_{rel}}$ (-)')
 
     # Plot the sobol indices
     if MetaModelOpts.meta_model_type != 'GPE':
-        sobol_cell, total_sobol = PostPCE.sobol_indices()
+        total_sobol = PostPCE.sobol_indices()
 
     # Plot to check validation visually.
     PostPCE.valid_metamodel(n_samples=3)
-
-    # =====================================================
-    # ============  Bayesian calibration  =================
-    # =====================================================
-    BayesOpts = BayesInference(PCEModel)
-    BayesOpts.name = 'Calib'
-    BayesOpts.emulator = True
-
-    # Bootstrap for BME calulations
-    BayesOpts.bootstrap = True
-    BayesOpts.n_bootstrap_itrs = 100
-    BayesOpts.bootstrap_noise = 0.05
-
-    # -------- Discrepancy model ------
-    DiscrepancyOpts = Discrepancy('')
-    DiscrepancyOpts.type = 'Gaussian'
-    obsData = pd.read_csv(Model.meas_file)
-    DiscrepancyOpts.parameters = (0.01*obsData)**2
-    BayesOpts.Discrepancy = DiscrepancyOpts
-
-    Bayes_Calib = BayesOpts.create_inference()
-
-    with open('Beam_Results.pkl', 'wb') as output:
-        joblib.dump(PCEModel, output, 2)
-        joblib.dump(PostPCE, output, 2)
-        joblib.dump(Bayes_Calib, output, 2)
diff --git a/examples/borehole/borehole.py b/examples/borehole/borehole.py
new file mode 100644
index 0000000000000000000000000000000000000000..b2a0dcd4a08091e05b74cceae3eda3709308ae49
--- /dev/null
+++ b/examples/borehole/borehole.py
@@ -0,0 +1,73 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Author: Farid Mohammadi, M.Sc.
+E-Mail: farid.mohammadi@iws.uni-stuttgart.de
+Department of Hydromechanics and Modelling of Hydrosystems (LH2)
+Institute for Modelling Hydraulic and Environmental Systems (IWS), University
+of Stuttgart, www.iws.uni-stuttgart.de/lh2/
+Pfaffenwaldring 61
+70569 Stuttgart
+
+Created on Mon Sep 12 2022
+
+"""
+import numpy as np
+
+
+def borehole(xx, *args):
+    """
+    BOREHOLE FUNCTION
+
+    Authors: Sonja Surjanovic, Simon Fraser University
+             Derek Bingham, Simon Fraser University
+    Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca.
+
+    Copyright 2013. Derek Bingham, Simon Fraser University.
+
+    THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY
+    FOR THE USE OF THIS SOFTWARE.  If software is modified to produce
+    derivative works, such modified software should be clearly marked.
+    Additionally, this program is free software; you can redistribute it
+    and/or modify it under the terms of the GNU General Public License as
+    published by the Free Software Foundation; version 2.0 of the License.
+    Accordingly, this program is distributed in the hope that it will be
+    useful, but WITHOUT ANY WARRANTY; without even the implied warranty
+    of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+    General Public License for more details.
+
+    For function details and reference information, see:
+        https://www.sfu.ca/~ssurjano/ishigami.html
+
+    Parameters
+    ----------
+    xx : array of shape (n_samples, n_params)
+        Input parameter sets. [rw, L, kw, Tu, Tl, Hu, Hl, r]
+
+    Returns
+    -------
+    output: dict
+        Water flow rate.
+
+    """
+    rw = xx[:, 0]
+    L = xx[:, 1]
+    Kw = xx[:, 2]
+    Tu = xx[:, 3]
+    Tl = xx[:, 4]
+    Hu = xx[:, 5]
+    Hl = xx[:, 6]
+    r = xx[:, 7]
+
+    frac1 = 2 * np.pi * Tu * (Hu-Hl)
+
+    frac2a = 2*L*Tu / (np.log(r/rw)*(rw**2)*Kw)
+    frac2b = Tu / Tl
+    frac2 = np.log(r/rw) * (1 + frac2a + frac2b)
+
+    y = frac1 / frac2
+
+    # Prepare output dict using standard bayesvalidrox format
+    output = {'x_values': np.zeros(1), 'flow rate [m$^3$/yr]': y}
+
+    return output
diff --git a/examples/borehole/data/sparse_solver_comparison.py b/examples/borehole/data/sparse_solver_comparison.py
new file mode 100644
index 0000000000000000000000000000000000000000..c438162f8e167ee420ca2b521eae917b30eb4130
--- /dev/null
+++ b/examples/borehole/data/sparse_solver_comparison.py
@@ -0,0 +1,240 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Created on Sat Sep 10 09:44:05 2022
+
+@author: farid
+"""
+
+import numpy as np
+import joblib
+import os
+import scipy.stats as st
+
+import sys
+sys.path.append("../../../src/bayesvalidrox/")
+
+from pylink.pylink import PyLinkForwardModel
+from surrogate_models.inputs import Input
+from surrogate_models.surrogate_models import MetaModel
+from post_processing.post_processing import PostProcessing
+from bayes_inference.bayes_inference import BayesInference
+from bayes_inference.discrepancy import Discrepancy
+import matplotlib
+matplotlib.use('agg')
+from matplotlib.backends.backend_pdf import PdfPages
+import matplotlib.ticker as ticker
+from matplotlib.offsetbox import AnchoredText
+from matplotlib.patches import Patch
+import matplotlib.pyplot as plt
+# Load the mplstyle
+plt.style.use(os.path.join(
+    os.path.split(__file__)[0],
+    '../../../src/bayesvalidrox/', 'bayesvalidrox.mplstyle'))
+
+
+def plot_seq_design_diagnostics(meta_model, util_funcs,
+                                ref_BME_KLD=None, save_fig=True):
+    """
+    Plots the Bayesian Model Evidence (BME) and Kullback-Leibler divergence
+    (KLD) for the sequential design.
+
+    Parameters
+    ----------
+    ref_BME_KLD : array, optional
+        Reference BME and KLD . The default is `None`.
+    save_fig : bool, optional
+        Whether to save the figures. The default is `True`.
+
+    Returns
+    -------
+    None.
+
+    """
+    n_init_samples = meta_model.ExpDesign.n_init_samples
+    n_total_samples = meta_model.ExpDesign.X.shape[0]
+
+    if save_fig:
+        newpath = f'{path}/boxplot_{model_name}/'
+        if not os.path.exists(newpath):
+            os.makedirs(newpath)
+
+    plotList = ['Modified LOO error', 'Validation error', 'KLD', 'BME',
+                'RMSEMean', 'RMSEStd', 'Hellinger distance']
+    seqList = [meta_model.SeqModifiedLOO, meta_model.seqValidError,
+               meta_model.SeqKLD, meta_model.SeqBME, meta_model.seqRMSEMean,
+               meta_model.seqRMSEStd, meta_model.SeqDistHellinger]
+
+    markers = ('x', 'o', 'd', '*', '+')
+    colors = ('k', 'darkgreen', 'b', 'navy', 'darkred')
+
+    # Plot the evolution of the diagnostic criteria of the
+    # Sequential Experimental Design.
+    for plotidx, plot in enumerate(plotList):
+        fig, ax = plt.subplots(figsize=(27, 15))
+        seq_dict = seqList[plotidx]
+        name_util = list(seq_dict.keys())
+
+        if len(name_util) == 0:
+            continue
+
+        # Box plot when Replications have been detected.
+        if any(int(name.split("rep_", 1)[1]) > 1 for name in name_util):
+            # Extract the values from dict
+            sorted_seq_opt = {}
+            # Number of replications
+            n_reps = meta_model.ExpDesign.n_replication
+
+            # Get the list of utility function names
+            # Handle if only one UtilityFunction is provided
+            if not isinstance(util_funcs, list):
+                util_funcs = [util_funcs]
+
+            for util in util_funcs:
+                sortedSeq = {}
+                # min number of runs available from reps
+                n_runs = min([seq_dict[f'{util}_rep_{i+1}'].shape[0]
+                             for i in range(n_reps)])
+
+                for runIdx in range(n_runs):
+                    values = []
+                    for key in seq_dict.keys():
+                        if util in key:
+                            values.append(seq_dict[key][runIdx].mean())
+                    sortedSeq['SeqItr_'+str(runIdx)] = np.array(values)
+                sorted_seq_opt[util] = sortedSeq
+
+            # BoxPlot
+            def draw_plot(data, labels, edge_color, fill_color, idx):
+                pos = labels - (4*idx-6)
+                bp = plt.boxplot(data, positions=pos, labels=labels,
+                                 patch_artist=True, sym='', widths=3)
+
+                ax.plot(pos, np.median(data, axis=0), lw=4, color=fill_color[idx])
+
+                elements = ['boxes', 'whiskers', 'fliers', 'means',
+                            'medians', 'caps']
+                for element in elements:
+                    plt.setp(bp[element], color=edge_color[idx], alpha=0.6)
+
+                for patch in bp['boxes']:
+                    patch.set(facecolor=fill_color[idx], alpha=0.6)
+
+            if meta_model.ExpDesign.n_new_samples != 1:
+                step1 = meta_model.ExpDesign.n_new_samples
+                step2 = 1
+            else:
+                step1 = 25
+                step2 = 25
+            edge_color = ['red', 'blue', 'green', 'black']
+            fill_color = ['tan', 'cyan', 'lightgreen', 'grey']
+            plot_label = plot
+            # Plot for different Utility Functions
+            for idx, util in enumerate(util_funcs):
+                all_errors = np.empty((n_reps, 0))
+
+                for key in list(sorted_seq_opt[util].keys()):
+                    errors = sorted_seq_opt.get(util, {}).get(key)[:, None]
+                    all_errors = np.hstack((all_errors, errors))
+
+                # Special cases for BME and KLD
+                if plot == 'KLD' or plot == 'BME':
+                    # BME convergence if refBME is provided
+                    if ref_BME_KLD is not None:
+                        if plot == 'BME':
+                            refValue = ref_BME_KLD[0]
+                            plot_label = r'BME/BME$^{Ref.}$'
+                        if plot == 'KLD':
+                            refValue = ref_BME_KLD[1]
+                            plot_label = '$D_{KL}[p(\\theta|y_*),p(\\theta)]'\
+                                ' / D_{KL}^{Ref.}[p(\\theta|y_*), '\
+                                'p(\\theta)]$'
+
+                        # Difference between BME/KLD and the ref. values
+                        all_errors = np.divide(all_errors,
+                                               np.full((all_errors.shape),
+                                                       refValue))
+
+                        # Plot baseline for zero, i.e. no difference
+                        plt.axhline(y=1.0, xmin=0, xmax=1, c='green',
+                                    ls='--', lw=2)
+
+                # Plot each UtilFuncs
+                labels = np.arange(n_init_samples, n_total_samples+1, step1)
+                draw_plot(all_errors[:, ::step2], labels, edge_color,
+                          fill_color, idx)
+                # labels = np.array([10, 30, 50, 70, 90, 120, 150, 200])
+                # indices = [0, 20, 40, 60, 80, 110, 140, 190]
+                # draw_plot(all_errors[:, indices], labels, edge_color,
+                #           fill_color, idx)
+
+            plt.xticks(labels)
+            # Set the major and minor locators
+            # ax.xaxis.set_major_locator(ticker.AutoLocator())
+            # ax.xaxis.set_minor_locator(ticker.AutoMinorLocator())
+            # ax.xaxis.grid(True, which='major', linestyle='-')
+            # ax.xaxis.grid(True, which='minor', linestyle='--')
+
+            # Shade
+            for center in labels[::2]:
+                ax.axvspan(center-8, center+8, alpha=0.1, color='grey')
+
+            # Legend
+            legend_elements = []
+            for idx, util in enumerate(util_funcs):
+                legend_elements.append(Patch(facecolor=fill_color[idx],
+                                             edgecolor=edge_color[idx],
+                                             label=util))
+            plt.legend(handles=legend_elements[::-1], loc='best')
+
+            if plot != 'BME' and plot != 'KLD':
+                plt.yscale('log')
+            plt.autoscale(True)
+            # ax.yaxis.set_minor_locator(ticker.LogLocator(numticks=999, subs="auto"))
+            #ax.yaxis.grid(True, which='minor', linestyle='--')
+            plt.xlabel('\\# of training samples', fontsize=f_size)
+            plt.ylabel(plot_label, fontsize=f_size)
+            # plt.title(plot)
+            plt.xticks(fontsize=f_size)
+            plt.yticks(fontsize=f_size)
+
+            if save_fig:
+                # save the current figure
+                plot_name = plot.replace(' ', '_')
+                fig.savefig(
+                    f'{newpath}/boxplot_solver_{model_name}_{plot_name}.pdf',
+                    bbox_inches='tight'
+                    )
+                # Destroy the current plot
+                plt.clf()
+    return
+
+
+if __name__ == "__main__":
+    # Set variables
+    model_name = 'borehole'
+    solvers = ['FastLaplace', 'FastARD', 'OMP', 'OLS']
+    path = '../solver_comparison'
+    f_size = 45
+
+    all_loo_errors = {}
+    all_valid_errors = {}
+    for solver in solvers:
+        # reading the data from the file
+        with open(f"{path}/{solver}/PCEModel_{model_name}.pkl", "rb") as input:
+            meta_model = joblib.load(input)
+
+        # Update name and Concatenate
+        all_valid_errors.update({key.replace('ALM', solver): value
+                                 for key, value in
+                                 meta_model.seqValidError.items()
+                                 })
+        all_loo_errors.update({key.replace('ALM', solver): value
+                               for key, value in
+                               meta_model.SeqModifiedLOO.items()
+                               })
+    meta_model.seqValidError = all_valid_errors
+    meta_model.SeqModifiedLOO = all_loo_errors
+
+    # Plot box plot
+    plot_seq_design_diagnostics(meta_model, solvers)
diff --git a/examples/borehole/data/valid_outputs.npy b/examples/borehole/data/valid_outputs.npy
new file mode 100644
index 0000000000000000000000000000000000000000..076320cebb087989776523cbfd6e1dd122c84b63
Binary files /dev/null and b/examples/borehole/data/valid_outputs.npy differ
diff --git a/examples/borehole/data/valid_samples.npy b/examples/borehole/data/valid_samples.npy
new file mode 100644
index 0000000000000000000000000000000000000000..27564f822ee863e5d75d7b8c71fcd8a763d5bc63
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diff --git a/examples/borehole/test_borehole.py b/examples/borehole/test_borehole.py
new file mode 100644
index 0000000000000000000000000000000000000000..e28e9a30f76afa9deb158e23532af12623f2d8e2
--- /dev/null
+++ b/examples/borehole/test_borehole.py
@@ -0,0 +1,235 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+This test deals with the surrogate modeling of a Borehole function.
+
+You will see how to:
+    Check the quality of your regression model
+    Perform sensitivity analysis via Sobol Indices
+
+Author: Farid Mohammadi, M.Sc.
+E-Mail: farid.mohammadi@iws.uni-stuttgart.de
+Department of Hydromechanics and Modelling of Hydrosystems (LH2)
+Institute for Modelling Hydraulic and Environmental Systems (IWS), University
+of Stuttgart, www.iws.uni-stuttgart.de/lh2/
+Pfaffenwaldring 61
+70569 Stuttgart
+
+Created on Sep 12 2022
+
+"""
+
+import numpy as np
+import joblib
+
+# import bayesvalidrox
+# Add BayesValidRox path
+import sys
+sys.path.append("../../src/bayesvalidrox/")
+
+from pylink.pylink import PyLinkForwardModel
+from surrogate_models.inputs import Input
+from surrogate_models.surrogate_models import MetaModel
+from post_processing.post_processing import PostProcessing
+from bayes_inference.bayes_inference import BayesInference
+from bayes_inference.discrepancy import Discrepancy
+from surrogate_models.meta_model_engine import MetaModelEngine
+
+import matplotlib
+matplotlib.use('agg')
+
+if __name__ == "__main__":
+
+    # =====================================================
+    # =============   COMPUTATIONAL MODEL  ================
+    # =====================================================
+    Model = PyLinkForwardModel()
+
+    # Define model options
+    Model.link_type = 'Function'
+    Model.py_file = 'borehole'
+    Model.name = 'borehole'
+
+    Model.Output.names = ['flow rate [m$^3$/yr]']
+
+    # =====================================================
+    # =========   PROBABILISTIC INPUT MODEL  ==============
+    # =====================================================
+    Inputs = Input()
+
+    # borehole radius
+    Inputs.add_marginals()
+    Inputs.Marginals[0].name = '$r_w$'
+    Inputs.Marginals[0].dist_type = 'normal'
+    Inputs.Marginals[0].parameters = [0.10, 0.0161812]
+
+    # borehole length
+    Inputs.add_marginals()
+    Inputs.Marginals[1].name = '$L$'
+    Inputs.Marginals[1].dist_type = 'unif'
+    Inputs.Marginals[1].parameters = [1120, 1680]
+
+    # borehole hydraulic conductivity
+    Inputs.add_marginals()
+    Inputs.Marginals[2].name = '$K_w$'
+    Inputs.Marginals[2].dist_type = 'unif'
+    Inputs.Marginals[2].parameters = [9855, 12045]
+
+    # transmissivity of upper aquifer
+    Inputs.add_marginals()
+    Inputs.Marginals[3].name = '$T_u$'
+    Inputs.Marginals[3].dist_type = 'unif'
+    Inputs.Marginals[3].parameters = [63070, 115600]
+
+    # transmissivity of lower aquifer
+    Inputs.add_marginals()
+    Inputs.Marginals[4].name = '$T_l$'
+    Inputs.Marginals[4].dist_type = 'unif'
+    Inputs.Marginals[4].parameters = [63.1, 116]
+
+    # potentiometric head of upper aquifer
+    Inputs.add_marginals()
+    Inputs.Marginals[5].name = '$H_u$'
+    Inputs.Marginals[5].dist_type = 'unif'
+    Inputs.Marginals[5].parameters = [990, 1110]
+
+    # potentiometric head of lower aquifer
+    Inputs.add_marginals()
+    Inputs.Marginals[6].name = '$H_l$'
+    Inputs.Marginals[6].dist_type = 'unif'
+    Inputs.Marginals[6].parameters = [700, 820]
+
+    # radius of influence
+    Inputs.add_marginals()
+    Inputs.Marginals[7].name = '$r$'
+    Inputs.Marginals[7].dist_type = 'lognorm'
+    Inputs.Marginals[7].parameters = [7.71, 1.0056]
+
+    # =====================================================
+    # ======  POLYNOMIAL CHAOS EXPANSION METAMODELS  ======
+    # =====================================================
+    MetaModelOpts = MetaModel(Inputs, Model)
+
+    # Select your metamodel method
+    # 1) PCE (Polynomial Chaos Expansion) 2) aPCE (arbitrary PCE)
+    # 3) GPE (Gaussian Process Emulator)
+    MetaModelOpts.meta_model_type = 'aPCE'
+
+    # ------------------------------------------------
+    # ------------- PCE Specification ----------------
+    # ------------------------------------------------
+    # Select the sparse least-square minimization method for
+    # the PCE coefficients calculation:
+    # 1)OLS: Ordinary Least Square  2)BRR: Bayesian Ridge Regression
+    # 3)LARS: Least angle regression  4)ARD: Bayesian ARD Regression
+    # 5)FastARD: Fast Bayesian ARD Regression
+    # 6)BCS: Bayesian Compressive Sensing
+    # 7)OMP: Orthogonal Matching Pursuit
+    # 8)VBL: Variational Bayesian Learning
+    # 9)EBL: Emperical Bayesian Learning
+    MetaModelOpts.pce_reg_method = 'OMP'
+
+    # Specify the max degree to be compared by the adaptive algorithm:
+    # The degree with the lowest Leave-One-Out cross-validation (LOO)
+    # error (or the highest score=1-LOO)estimator is chosen as the final
+    # metamodel. pce_deg accepts degree as a scalar or a range.
+    MetaModelOpts.pce_deg = 5
+
+    # q-quasi-norm 0<q<1 (default=1)
+    MetaModelOpts.pce_q_norm = 1.0
+
+    # Print summary of the regression results
+    # MetaModelOpts.verbose = True
+
+    # ------------------------------------------------
+    # ------ Experimental Design Configuration -------
+    # ------------------------------------------------
+    MetaModelOpts.add_ExpDesign()
+
+    # One-shot (normal) or Sequential Adaptive (sequential) Design
+    MetaModelOpts.ExpDesign.method = 'sequential'
+    MetaModelOpts.ExpDesign.n_init_samples = 50
+
+    # Sampling methods
+    # 1) random 2) latin_hypercube 3) sobol 4) halton 5) hammersley 6) korobov
+    # 7) chebyshev(FT) 8) grid(FT) 9) nested_grid(FT) 10)user
+    MetaModelOpts.ExpDesign.sampling_method = 'latin_hypercube'
+
+    # Provide the experimental design object with a hdf5 file
+    # MetaModelOpts.ExpDesign.hdf5_file = 'ExpDesign_borehole.hdf5'
+
+    # Sequential experimental design (needed only for sequential ExpDesign)
+    MetaModelOpts.ExpDesign.n_new_samples = 1
+    MetaModelOpts.ExpDesign.n_max_samples = 300
+    MetaModelOpts.ExpDesign.mod_LOO_threshold = 1e-16
+
+    # ------------------------------------------------
+    # ------- Sequential Design configuration --------
+    # ------------------------------------------------
+    # 1) None 2) 'equal' 3)'epsilon-decreasing' 4) 'adaptive'
+    MetaModelOpts.ExpDesign.tradeoff_scheme = None
+    # MetaModelOpts.ExpDesign.n_replication = 50
+    # -------- Exploration ------
+    # 1)'Voronoi' 2)'random' 3)'latin_hypercube' 4)'dual annealing'
+    MetaModelOpts.ExpDesign.explore_method = 'latin_hypercube'
+
+    # Use when 'dual annealing' chosen
+    MetaModelOpts.ExpDesign.max_func_itr = 200
+
+    # Use when 'Voronoi' or 'random' or 'latin_hypercube' chosen
+    MetaModelOpts.ExpDesign.n_canddidate = 5000
+    MetaModelOpts.ExpDesign.n_cand_groups = 4
+
+    # -------- Exploitation ------
+    # 1)'BayesOptDesign' 2)'VarOptDesign' 3)'alphabetic' 4)'Space-filling'
+    MetaModelOpts.ExpDesign.exploit_method = 'Space-filling'
+
+    # BayesOptDesign -> when data is available
+    # 1)DKL (Kullback-Leibler Divergence) 2)DPP (D-Posterior-percision)
+    # 3)APP (A-Posterior-percision)
+    # MetaModelOpts.ExpDesign.util_func = 'DKL'
+
+    # VarBasedOptDesign -> when data is not available
+    # Only with Vornoi >>> 1)Entropy 2)EIGF, 3)ALM, 4)LOOCV
+    MetaModelOpts.ExpDesign.util_func = 'ALM'
+
+    # alphabetic
+    # 1)D-Opt (D-Optimality) 2)A-Opt (A-Optimality)
+    # 3)K-Opt (K-Optimality)
+    # MetaModelOpts.ExpDesign.util_func = 'D-Opt'
+
+    MetaModelOpts.valid_samples = np.load("data/valid_samples.npy")
+    MetaModelOpts.valid_model_runs = {
+        'flow rate [m$^3$/yr]': np.load("data/valid_outputs.npy")
+        }
+    # >>>>>>>>>>>>>>>>>>>>>> Build Surrogate <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
+    # Use MetaModelEngine for sequential experimental design
+    meta_model_engine = MetaModelEngine(MetaModelOpts)
+    meta_model_engine.run()
+    PCEModel = meta_model_engine.MetaModel
+
+    # Save PCE models
+    with open(f'PCEModel_{Model.name}.pkl', 'wb') as output:
+        joblib.dump(PCEModel, output, 2)
+
+    # =====================================================
+    # =========  POST PROCESSING OF METAMODELS  ===========
+    # =====================================================
+    PostPCE = PostProcessing(PCEModel)
+
+    # Plot to check validation visually.
+    PostPCE.valid_metamodel(n_samples=200)
+
+    # Check the quality of your regression model
+    PostPCE.check_reg_quality()
+
+    # PostPCE.eval_PCEmodel_3D()
+    # Compute and print RMSE error
+    PostPCE.check_accuracy(n_samples=3000)
+
+    # Plot the evolution of the KLD,BME, and Modified LOOCV error
+    if MetaModelOpts.ExpDesign.method == 'sequential':
+        PostPCE.plot_seq_design_diagnostics()
+
+    # Plot the sobol indices
+    total_sobol = PostPCE.sobol_indices(plot_type='bar')
diff --git a/examples/ishigami/Ishigami.py b/examples/ishigami/Ishigami.py
index a2efe98eed2fe5269ee2e2ce7af59fdfa3b50894..9a60daae698f40bb2425c81fe40fe5f7a6f6292b 100644
--- a/examples/ishigami/Ishigami.py
+++ b/examples/ishigami/Ishigami.py
@@ -9,51 +9,51 @@ import numpy as np
 
 
 def Ishigami(xx, *args):
+    """
+    ISHIGAMI FUNCTION
+
+    Authors: Sonja Surjanovic, Simon Fraser University
+             Derek Bingham, Simon Fraser University
+    Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca.
+
+    Copyright 2013. Derek Bingham, Simon Fraser University.
+
+    THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY
+    FOR THE USE OF THIS SOFTWARE.  If software is modified to produce
+    derivative works, such modified software should be clearly marked.
+    Additionally, this program is free software; you can redistribute it
+    and/or modify it under the terms of the GNU General Public License as
+    published by the Free Software Foundation; version 2.0 of the License.
+    Accordingly, this program is distributed in the hope that it will be
+    useful, but WITHOUT ANY WARRANTY; without even the implied warranty
+    of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+    General Public License for more details.
+
+    For function details and reference information, see:
+        https://www.sfu.ca/~ssurjano/ishigami.html
+
+    Parameters
+    ----------
+    xx : array of shape (n_samples, n_params)
+        Input parameter sets.
+    *args : coefficients
+        a = coefficient (optional), with default value 7
+        b = coefficient (optional), with default value 0.1
+
+    Returns
+    -------
+    output: dict
+        Output with x_values.
 
-    """#%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
-    #%
-    #% ISHIGAMI FUNCTION
-    #%
-    #% Authors: Sonja Surjanovic, Simon Fraser University
-    #%          Derek Bingham, Simon Fraser University
-    #% Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca.
-    #%
-    #% Copyright 2013. Derek Bingham, Simon Fraser University.
-    #%
-    #% THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY
-    #% FOR THE USE OF THIS SOFTWARE.  If software is modified to produce
-    #% derivative works, such modified software should be clearly marked.
-    #% Additionally, this program is free software; you can redistribute it 
-    #% and/or modify it under the terms of the GNU General Public License as 
-    #% published by the Free Software Foundation; version 2.0 of the License. 
-    #% Accordingly, this program is distributed in the hope that it will be 
-    #% useful, but WITHOUT ANY WARRANTY; without even the implied warranty 
-    #% of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 
-    #% General Public License for more details.
-    #%
-    #% For function details and reference information, see:
-    #% https://www.sfu.ca/~ssurjano/ishigami.html
-    #%
-    #%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
-    #%
-    #% INPUTS:
-    #%
-    #% xx = [x1, x2, x3]
-    #% a = coefficient (optional), with default value 7
-    #% b = coefficient (optional), with default value 0.1
-    #%
-    #%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
     """
-    
-    x1 = xx[:,0]
-    x2 = xx[:,1]
-    x3 = xx[:,2]
-    
+
+    x1, x2, x3 = xx[:, 0], xx[:, 1], xx[:, 2]
+
     if (len(args) == 0):
-        	a = 7
-        	b = 0.1
+        a = 7
+        b = 0.1
     elif (len(args) == 1):
-        	b = 0.1
+        b = 0.1
 
     term1 = np.sin(x1)
     term2 = a * (np.sin(x2))**2
@@ -61,9 +61,7 @@ def Ishigami(xx, *args):
 
     y = term1 + term2 + term3
 
-    
-    return np.vstack((np.zeros(1),y))
-    
-    
-    
-    
\ No newline at end of file
+    # Prepare output dict using standard bayesvalidrox format
+    output = {'x_values': np.zeros(1), 'Z': y}
+
+    return output
diff --git a/examples/ishigami/data/sparse_solver_comparison.py b/examples/ishigami/data/sparse_solver_comparison.py
new file mode 100644
index 0000000000000000000000000000000000000000..8bf8e00ca4b32c46ba7df8651397f969669c735b
--- /dev/null
+++ b/examples/ishigami/data/sparse_solver_comparison.py
@@ -0,0 +1,240 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Created on Sat Sep 10 09:44:05 2022
+
+@author: farid
+"""
+
+import numpy as np
+import joblib
+import os
+import scipy.stats as st
+
+import sys
+sys.path.append("../../../src/bayesvalidrox/")
+
+from pylink.pylink import PyLinkForwardModel
+from surrogate_models.inputs import Input
+from surrogate_models.surrogate_models import MetaModel
+from post_processing.post_processing import PostProcessing
+from bayes_inference.bayes_inference import BayesInference
+from bayes_inference.discrepancy import Discrepancy
+import matplotlib
+matplotlib.use('agg')
+from matplotlib.backends.backend_pdf import PdfPages
+import matplotlib.ticker as ticker
+from matplotlib.offsetbox import AnchoredText
+from matplotlib.patches import Patch
+import matplotlib.pyplot as plt
+# Load the mplstyle
+plt.style.use(os.path.join(
+    os.path.split(__file__)[0],
+    '../../../src/bayesvalidrox/', 'bayesvalidrox.mplstyle'))
+
+
+def plot_seq_design_diagnostics(meta_model, util_funcs,
+                                ref_BME_KLD=None, save_fig=True):
+    """
+    Plots the Bayesian Model Evidence (BME) and Kullback-Leibler divergence
+    (KLD) for the sequential design.
+
+    Parameters
+    ----------
+    ref_BME_KLD : array, optional
+        Reference BME and KLD . The default is `None`.
+    save_fig : bool, optional
+        Whether to save the figures. The default is `True`.
+
+    Returns
+    -------
+    None.
+
+    """
+    n_init_samples = meta_model.ExpDesign.n_init_samples
+    n_total_samples = meta_model.ExpDesign.X.shape[0]
+
+    if save_fig:
+        newpath = f'{path}/boxplot_{model_name}/'
+        if not os.path.exists(newpath):
+            os.makedirs(newpath)
+
+    plotList = ['Modified LOO error', 'Validation error', 'KLD', 'BME',
+                'RMSEMean', 'RMSEStd', 'Hellinger distance']
+    seqList = [meta_model.SeqModifiedLOO, meta_model.seqValidError,
+               meta_model.SeqKLD, meta_model.SeqBME, meta_model.seqRMSEMean,
+               meta_model.seqRMSEStd, meta_model.SeqDistHellinger]
+
+    markers = ('x', 'o', 'd', '*', '+')
+    colors = ('k', 'darkgreen', 'b', 'navy', 'darkred')
+
+    # Plot the evolution of the diagnostic criteria of the
+    # Sequential Experimental Design.
+    for plotidx, plot in enumerate(plotList):
+        fig, ax = plt.subplots(figsize=(27, 15))
+        seq_dict = seqList[plotidx]
+        name_util = list(seq_dict.keys())
+
+        if len(name_util) == 0:
+            continue
+
+        # Box plot when Replications have been detected.
+        if any(int(name.split("rep_", 1)[1]) > 1 for name in name_util):
+            # Extract the values from dict
+            sorted_seq_opt = {}
+            # Number of replications
+            n_reps = meta_model.ExpDesign.n_replication
+
+            # Get the list of utility function names
+            # Handle if only one UtilityFunction is provided
+            if not isinstance(util_funcs, list):
+                util_funcs = [util_funcs]
+
+            for util in util_funcs:
+                sortedSeq = {}
+                # min number of runs available from reps
+                n_runs = min([seq_dict[f'{util}_rep_{i+1}'].shape[0]
+                             for i in range(n_reps)])
+
+                for runIdx in range(n_runs):
+                    values = []
+                    for key in seq_dict.keys():
+                        if util in key:
+                            values.append(seq_dict[key][runIdx].mean())
+                    sortedSeq['SeqItr_'+str(runIdx)] = np.array(values)
+                sorted_seq_opt[util] = sortedSeq
+
+            # BoxPlot
+            def draw_plot(data, labels, edge_color, fill_color, idx):
+                pos = labels - (4*idx-6)
+                bp = plt.boxplot(data, positions=pos, labels=labels,
+                                 patch_artist=True, sym='', widths=3)
+
+                ax.plot(pos, np.median(data, axis=0), lw=4, color=fill_color[idx])
+
+                elements = ['boxes', 'whiskers', 'fliers', 'means',
+                            'medians', 'caps']
+                for element in elements:
+                    plt.setp(bp[element], color=edge_color[idx], alpha=0.6)
+
+                for patch in bp['boxes']:
+                    patch.set(facecolor=fill_color[idx], alpha=0.6)
+
+            if meta_model.ExpDesign.n_new_samples != 1:
+                step1 = meta_model.ExpDesign.n_new_samples
+                step2 = 1
+            else:
+                step1 = 10
+                step2 = 10
+            edge_color = ['red', 'blue', 'green', 'black']
+            fill_color = ['tan', 'cyan', 'lightgreen', 'grey']
+            plot_label = plot
+            # Plot for different Utility Functions
+            for idx, util in enumerate(util_funcs):
+                all_errors = np.empty((n_reps, 0))
+
+                for key in list(sorted_seq_opt[util].keys()):
+                    errors = sorted_seq_opt.get(util, {}).get(key)[:, None]
+                    all_errors = np.hstack((all_errors, errors))
+
+                # Special cases for BME and KLD
+                if plot == 'KLD' or plot == 'BME':
+                    # BME convergence if refBME is provided
+                    if ref_BME_KLD is not None:
+                        if plot == 'BME':
+                            refValue = ref_BME_KLD[0]
+                            plot_label = r'BME/BME$^{Ref.}$'
+                        if plot == 'KLD':
+                            refValue = ref_BME_KLD[1]
+                            plot_label = '$D_{KL}[p(\\theta|y_*),p(\\theta)]'\
+                                ' / D_{KL}^{Ref.}[p(\\theta|y_*), '\
+                                'p(\\theta)]$'
+
+                        # Difference between BME/KLD and the ref. values
+                        all_errors = np.divide(all_errors,
+                                               np.full((all_errors.shape),
+                                                       refValue))
+
+                        # Plot baseline for zero, i.e. no difference
+                        plt.axhline(y=1.0, xmin=0, xmax=1, c='green',
+                                    ls='--', lw=2)
+
+                # Plot each UtilFuncs
+                # labels = np.arange(n_init_samples, n_total_samples+1, step1)
+                labels = np.array([10, 30, 50, 70, 90, 120, 150, 200])
+                indices = [0, 20, 40, 60, 80, 110, 140, 190]
+                draw_plot(all_errors[:, indices], labels, edge_color,
+                          fill_color, idx)
+                # draw_plot(all_errors[:, ::step2], labels, edge_color,
+                #           fill_color, idx)
+
+            plt.xticks(labels)
+            # Set the major and minor locators
+            # ax.xaxis.set_major_locator(ticker.AutoLocator())
+            # ax.xaxis.set_minor_locator(ticker.AutoMinorLocator())
+            # ax.xaxis.grid(True, which='major', linestyle='-')
+            # ax.xaxis.grid(True, which='minor', linestyle='--')
+
+            # Shade
+            for center in [30, 70, 120, 200]:#labels[::2]:
+                ax.axvspan(center-8, center+8, alpha=0.1, color='grey')
+
+            # Legend
+            legend_elements = []
+            for idx, util in enumerate(util_funcs):
+                legend_elements.append(Patch(facecolor=fill_color[idx],
+                                             edgecolor=edge_color[idx],
+                                             label=util))
+            plt.legend(handles=legend_elements[::-1], loc='best')
+
+            if plot != 'BME' and plot != 'KLD':
+                plt.yscale('log')
+            plt.autoscale(True)
+            # ax.yaxis.set_minor_locator(ticker.LogLocator(numticks=999, subs="auto"))
+            ax.yaxis.grid(True, which='minor', linestyle='--')
+            plt.xlabel('\\# of training samples', fontsize=f_size)
+            plt.ylabel(plot_label, fontsize=f_size)
+            # plt.title(plot)
+            plt.xticks(fontsize=f_size)
+            plt.yticks(fontsize=f_size)
+
+            if save_fig:
+                # save the current figure
+                plot_name = plot.replace(' ', '_')
+                fig.savefig(
+                    f'{newpath}/boxplot_solver_ishigami_{plot_name}.pdf',
+                    bbox_inches='tight'
+                    )
+                # Destroy the current plot
+                plt.clf()
+    return
+
+
+if __name__ == "__main__":
+    # Set variables
+    model_name = 'Ishigami'
+    solvers = ['FastLaplace', 'FastARD', 'OMP', 'OLS']
+    path = f'/home/farid/bwSyncShare/Scientific_LH2/Promotion/dissertation/surrogate/data-ishigami/'
+    f_size = 45
+
+    all_loo_errors = {}
+    all_valid_errors = {}
+    for solver in solvers:
+        # reading the data from the file
+        with open(f"{path}/{solver}/PCEModel_{model_name}.pkl", "rb") as input:
+            meta_model = joblib.load(input)
+
+        # Update name and Concatenate
+        all_valid_errors.update({key.replace('ALM', solver): value
+                                 for key, value in
+                                 meta_model.seqValidError.items()
+                                 })
+        all_loo_errors.update({key.replace('ALM', solver): value
+                               for key, value in
+                               meta_model.SeqModifiedLOO.items()
+                               })
+    meta_model.seqValidError = all_valid_errors
+    meta_model.SeqModifiedLOO = all_loo_errors
+
+    # Plot box plot
+    plot_seq_design_diagnostics(meta_model, solvers)
diff --git a/examples/ishigami/data/valid_outputs.npy b/examples/ishigami/data/valid_outputs.npy
new file mode 100644
index 0000000000000000000000000000000000000000..049f39311e41b8f0b00d443078068385470af45f
Binary files /dev/null and b/examples/ishigami/data/valid_outputs.npy differ
diff --git a/examples/ishigami/data/valid_samples.npy b/examples/ishigami/data/valid_samples.npy
new file mode 100644
index 0000000000000000000000000000000000000000..882ca288df7951d0025dd36e2ed4823c3ae361f9
Binary files /dev/null and b/examples/ishigami/data/valid_samples.npy differ
diff --git a/examples/ishigami/test_ishigami.py b/examples/ishigami/test_ishigami.py
index 3e37246d4c83b321cbb6286f6bbc301a742a59db..313ad38280acfe6bf3a4b8c29b1f94d74da399b7 100644
--- a/examples/ishigami/test_ishigami.py
+++ b/examples/ishigami/test_ishigami.py
@@ -20,6 +20,7 @@ Created on Wed Jul 10 2019
 """
 
 import numpy as np
+import joblib
 
 # import bayesvalidrox
 # Add BayesValidRox path
@@ -29,6 +30,7 @@ sys.path.append("../../src/bayesvalidrox/")
 from pylink.pylink import PyLinkForwardModel
 from surrogate_models.inputs import Input
 from surrogate_models.surrogate_models import MetaModel
+from surrogate_models.meta_model_engine import MetaModelEngine
 from post_processing.post_processing import PostProcessing
 from bayes_inference.bayes_inference import BayesInference
 from bayes_inference.discrepancy import Discrepancy
@@ -72,7 +74,7 @@ if __name__ == "__main__":
     # =====================================================
     # ======  POLYNOMIAL CHAOS EXPANSION METAMODELS  ======
     # =====================================================
-    MetaModelOpts = MetaModel(Inputs)
+    MetaModelOpts = MetaModel(Inputs, Model)
 
     # Select your metamodel method
     # 1) PCE (Polynomial Chaos Expansion) 2) aPCE (arbitrary PCE)
@@ -87,19 +89,24 @@ if __name__ == "__main__":
     # 1)OLS: Ordinary Least Square  2)BRR: Bayesian Ridge Regression
     # 3)LARS: Least angle regression  4)ARD: Bayesian ARD Regression
     # 5)FastARD: Fast Bayesian ARD Regression
-    # 6)VBL: Variational Bayesian Learning
-    # 7)EBL: Emperical Bayesian Learning
-    MetaModelOpts.pce_reg_method = 'FastARD'
+    # 6)BCS: Bayesian Compressive Sensing
+    # 7)OMP: Orthogonal Matching Pursuit
+    # 8)VBL: Variational Bayesian Learning
+    # 9)EBL: Emperical Bayesian Learning
+    MetaModelOpts.pce_reg_method = 'BCS'
 
     # Specify the max degree to be compared by the adaptive algorithm:
     # The degree with the lowest Leave-One-Out cross-validation (LOO)
     # error (or the highest score=1-LOO)estimator is chosen as the final
     # metamodel. pce_deg accepts degree as a scalar or a range.
-    MetaModelOpts.pce_deg = np.arange(9)
+    MetaModelOpts.pce_deg = 14
 
     # q-quasi-norm 0<q<1 (default=1)
     MetaModelOpts.pce_q_norm = 1.0
 
+    # Print summary of the regression results
+    # MetaModelOpts.verbose = True
+
     # ------------------------------------------------
     # ------ Experimental Design Configuration -------
     # ------------------------------------------------
@@ -107,7 +114,7 @@ if __name__ == "__main__":
 
     # One-shot (normal) or Sequential Adaptive (sequential) Design
     MetaModelOpts.ExpDesign.method = 'normal'
-    MetaModelOpts.ExpDesign.n_init_samples = 100
+    MetaModelOpts.ExpDesign.n_init_samples = 50
 
     # Sampling methods
     # 1) random 2) latin_hypercube 3) sobol 4) halton 5) hammersley 6) korobov
@@ -119,7 +126,7 @@ if __name__ == "__main__":
 
     # Sequential experimental design (needed only for sequential ExpDesign)
     MetaModelOpts.ExpDesign.n_new_samples = 1
-    MetaModelOpts.ExpDesign.n_max_samples = 100  # 150
+    MetaModelOpts.ExpDesign.n_max_samples = 200  # 150
     MetaModelOpts.ExpDesign.mod_LOO_threshold = 1e-16
 
     # ------------------------------------------------
@@ -127,10 +134,10 @@ if __name__ == "__main__":
     # ------------------------------------------------
     # 1) None 2) 'equal' 3)'epsilon-decreasing' 4) 'adaptive'
     MetaModelOpts.ExpDesign.tradeoff_scheme = None
-    # MetaModelOpts.ExpDesign.n_replication = 20
+    # MetaModelOpts.ExpDesign.n_replication = 50
     # -------- Exploration ------
     # 1)'Voronoi' 2)'random' 3)'latin_hypercube' 4)'dual annealing'
-    MetaModelOpts.ExpDesign.explore_method = 'Voronoi'
+    MetaModelOpts.ExpDesign.explore_method = 'latin_hypercube'
 
     # Use when 'dual annealing' chosen
     MetaModelOpts.ExpDesign.max_func_itr = 200
@@ -141,7 +148,7 @@ if __name__ == "__main__":
 
     # -------- Exploitation ------
     # 1)'BayesOptDesign' 2)'VarOptDesign' 3)'alphabetic' 4)'Space-filling'
-    MetaModelOpts.ExpDesign.exploit_method = 'VarOptDesign'
+    MetaModelOpts.ExpDesign.exploit_method = 'Space-filling'
 
     # BayesOptDesign -> when data is available
     # 1)DKL (Kullback-Leibler Divergence) 2)DPP (D-Posterior-percision)
@@ -150,16 +157,23 @@ if __name__ == "__main__":
 
     # VarBasedOptDesign -> when data is not available
     # Only with Vornoi >>> 1)Entropy 2)EIGF, 3)ALM, 4)LOOCV
-    MetaModelOpts.ExpDesign.util_func = 'Entropy'
+    MetaModelOpts.ExpDesign.util_func = 'ALM'
 
     # alphabetic
     # 1)D-Opt (D-Optimality) 2)A-Opt (A-Optimality)
     # 3)K-Opt (K-Optimality)
     # MetaModelOpts.ExpDesign.util_func = 'D-Opt'
 
+    MetaModelOpts.valid_samples = np.load("data/valid_samples.npy")
+    MetaModelOpts.valid_model_runs = {'Z': np.load("data/valid_outputs.npy")}
     # >>>>>>>>>>>>>>>>>>>>>> Build Surrogate <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
-    # Adaptive sparse arbitrary polynomial chaos expansion
-    PCEModel = MetaModelOpts.create_metamodel(Model)
+    meta_model_engine = MetaModelEngine(MetaModelOpts)
+    meta_model_engine.run()
+    PCEModel = meta_model_engine.MetaModel
+
+    # Save PCE models
+    with open(f'PCEModel_{Model.name}.pkl', 'wb') as output:
+        joblib.dump(PCEModel, output, 2)
 
     # =====================================================
     # =========  POST PROCESSING OF METAMODELS  ===========
@@ -181,4 +195,4 @@ if __name__ == "__main__":
         PostPCE.plot_seq_design_diagnostics()
 
     # Plot the sobol indices
-    sobol_cell, total_sobol = PostPCE.sobol_indices(plot_type='bar')
+    total_sobol = PostPCE.sobol_indices(plot_type='bar')
diff --git a/examples/model-comparison/L2_model.py b/examples/model-comparison/L2_model.py
new file mode 100644
index 0000000000000000000000000000000000000000..6b28c818101e25859bdb222b82cfd9bee741d381
--- /dev/null
+++ b/examples/model-comparison/L2_model.py
@@ -0,0 +1,57 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+This is a simple linear model.
+
+The code for this numerical experiments is available at
+https://github.com/MichaelSinsbeck/paper_sequential-design-model-selection.
+
+Author: Farid Mohammadi, M.Sc.
+E-Mail: farid.mohammadi@iws.uni-stuttgart.de
+Department of Hydromechanics and Modelling of Hydrosystems (LH2)
+Institute for Modelling Hydraulic and Environmental Systems (IWS),
+University of Stuttgart, www.iws.uni-stuttgart.de/lh2/
+Pfaffenwaldring 61
+70569 Stuttgart
+
+Created on Fri Oct 8 2021
+
+"""
+import numpy as np
+
+
+def L2_model(xx):
+    """
+    Linear model y = a*x+b
+
+    Models adapted from Anneli Guthke's paper:
+        ch€oniger, A., T. W€ohling, L. Samaniego,and W. Nowak (2014), Model
+        selection on solid ground: Rigorous comparison ofnine ways to evaluate
+        Bayesian modelevidence,Water Resour. Res.,50,9484–9513,
+        doi:10.1002/2014WR016062
+
+    Parameters
+    ----------
+    xx : array
+        Parameters a and b.
+
+    Returns
+    -------
+    2D-array
+        The first row contains the measurement locations.
+        The second row contains the model outputs.
+
+    """
+    n_output = 15
+    meas_loc = np.linspace(0.25, 4.75, n_output)
+
+    # L2_model
+    L2_model = xx[:, 0] * meas_loc + xx[:, 1]
+
+    # Output
+    output = {
+        'x_values': meas_loc,
+        'Z': L2_model
+        }
+
+    return output
diff --git a/examples/model-comparison/NL2_model.py b/examples/model-comparison/NL2_model.py
new file mode 100644
index 0000000000000000000000000000000000000000..5fd4820e76a9756b85b891b0d8272404e81d3361
--- /dev/null
+++ b/examples/model-comparison/NL2_model.py
@@ -0,0 +1,57 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+This is a nonlinear cosine model.
+
+The code for this numerical experiments is available at
+https://github.com/MichaelSinsbeck/paper_sequential-design-model-selection.
+
+Author: Farid Mohammadi, M.Sc.
+E-Mail: farid.mohammadi@iws.uni-stuttgart.de
+Department of Hydromechanics and Modelling of Hydrosystems (LH2)
+Institute for Modelling Hydraulic and Environmental Systems (IWS),
+University of Stuttgart, www.iws.uni-stuttgart.de/lh2/
+Pfaffenwaldring 61
+70569 Stuttgart
+
+Created on Fri Oct 8 2021
+
+"""
+import numpy as np
+
+
+def NL2_model(xx):
+    """
+    Nonlinear model y = exp(a*x) + b
+
+    Models adapted from Anneli Guthke's paper:
+        ch€oniger, A., T. W€ohling, L. Samaniego,and W. Nowak (2014), Model
+        selection on solid ground: Rigorous comparison ofnine ways to evaluate
+        Bayesian modelevidence,Water Resour. Res.,50,9484–9513,
+        doi:10.1002/2014WR016062
+
+    Parameters
+    ----------
+    xx : array
+        Parameters a and b.
+
+    Returns
+    -------
+    2D-array
+        The first row contains the measurement locations.
+        The second row contains the model outputs.
+
+    """
+    n_output = 15
+    meas_loc = np.linspace(0.25, 4.75, n_output)
+
+    # NL2_model
+    NL2_model = np.exp(xx[:, 0] * meas_loc) + xx[:, 1]
+
+    # Output
+    output = {
+        'x_values': meas_loc,
+        'Z': NL2_model
+        }
+
+    return output
diff --git a/examples/model-comparison/NL4_model.py b/examples/model-comparison/NL4_model.py
new file mode 100644
index 0000000000000000000000000000000000000000..5ca495306d9a6d277ec654a3efbdfb84bfc28ce1
--- /dev/null
+++ b/examples/model-comparison/NL4_model.py
@@ -0,0 +1,57 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+This is a nonlinear cosine model.
+
+The code for this numerical experiments is available at
+https://github.com/MichaelSinsbeck/paper_sequential-design-model-selection.
+
+Author: Farid Mohammadi, M.Sc.
+E-Mail: farid.mohammadi@iws.uni-stuttgart.de
+Department of Hydromechanics and Modelling of Hydrosystems (LH2)
+Institute for Modelling Hydraulic and Environmental Systems (IWS),
+University of Stuttgart, www.iws.uni-stuttgart.de/lh2/
+Pfaffenwaldring 61
+70569 Stuttgart
+
+Created on Fri Oct 8 2021
+
+"""
+import numpy as np
+
+
+def NL4_model(xx):
+    """
+    Nonlinear model y = a*cos(b*x+c)+d
+
+    Models adapted from Anneli Guthke's paper:
+        ch€oniger, A., T. W€ohling, L. Samaniego,and W. Nowak (2014), Model
+        selection on solid ground: Rigorous comparison ofnine ways to evaluate
+        Bayesian modelevidence,Water Resour. Res.,50,9484–9513,
+        doi:10.1002/2014WR016062
+
+    Parameters
+    ----------
+    xx : array
+        Parameters a and b.
+
+    Returns
+    -------
+    2D-array
+        The first row contains the measurement locations.
+        The second row contains the model outputs.
+
+    """
+    n_output = 15
+    meas_loc = np.linspace(0.25, 4.75, n_output)
+
+    # NL4_model
+    NL4_model = xx[:, 0] * np.cos(xx[:, 1] * meas_loc + xx[:, 2]) + xx[:, 3]
+
+    # Output
+    output = {
+        'x_values': meas_loc,
+        'Z': NL4_model
+        }
+
+    return output
diff --git a/examples/model-comparison/__init__.py b/examples/model-comparison/__init__.py
new file mode 100644
index 0000000000000000000000000000000000000000..4287ca8617970fa8fc025b75cb319c7032706910
--- /dev/null
+++ b/examples/model-comparison/__init__.py
@@ -0,0 +1 @@
+#
\ No newline at end of file
diff --git a/examples/model-comparison/data/synth_data.mat b/examples/model-comparison/data/synth_data.mat
new file mode 100644
index 0000000000000000000000000000000000000000..352697fc3848c73bf8ae8819f065b873a62907f5
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diff --git a/examples/model-comparison/reference/confusionMatrix_ND_1.svg b/examples/model-comparison/reference/confusionMatrix_ND_1.svg
new file mode 100644
index 0000000000000000000000000000000000000000..97ca52daed28161e3096b51ffc42713b51011477
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diff --git a/examples/model-comparison/reference/model_weights_ref.pkl b/examples/model-comparison/reference/model_weights_ref.pkl
new file mode 100644
index 0000000000000000000000000000000000000000..99e095e5466bef739e82ab1609012ba4bacb0e30
Binary files /dev/null and b/examples/model-comparison/reference/model_weights_ref.pkl differ
diff --git a/examples/model-comparison/test_model_comparison.py b/examples/model-comparison/test_model_comparison.py
new file mode 100644
index 0000000000000000000000000000000000000000..d5f523871d99b5115437c2f66e8a1ce2a845f503
--- /dev/null
+++ b/examples/model-comparison/test_model_comparison.py
@@ -0,0 +1,279 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+This test shows the multi-model comparison.
+
+You will see how to:
+    Perform a multi-model comparison
+
+Author: Farid Mohammadi, M.Sc.
+E-Mail: farid.mohammadi@iws.uni-stuttgart.de
+Department of Hydromechanics and Modelling of Hydrosystems (LH2)
+Institute for Modelling Hydraulic and Environmental Systems (IWS),
+University of Stuttgart, www.iws.uni-stuttgart.de/lh2/
+Pfaffenwaldring 61
+70569 Stuttgart
+
+Created on Wed Oct 10 2021
+
+"""
+
+import numpy as np
+import scipy.io as io
+import pandas as pd
+import joblib
+import sys
+sys.path.append("../../src/bayesvalidrox/")
+
+from pylink.pylink import PyLinkForwardModel
+from surrogate_models.inputs import Input
+from surrogate_models.surrogate_models import MetaModel
+from post_processing.post_processing import PostProcessing
+from bayes_inference.bayes_inference import BayesInference
+from bayes_inference.bayes_model_comparison import BayesModelComparison
+from bayes_inference.discrepancy import Discrepancy
+
+if __name__ == "__main__":
+
+    # Read data
+    sigma = 0.6
+    data = {
+        'x [m]': np.linspace(0.25, 4.75, 15),
+        'Z': io.loadmat('data/synth_data.mat')['d'].reshape(1, -1)[0]
+        }
+
+    # =====================================================
+    # ============   COMPUTATIONAL MODELS  ================
+    # =====================================================
+    # Define the models options
+    # ---------- Linear model  -------------
+    myL2Model = PyLinkForwardModel()
+
+    myL2Model.link_type = 'Function'
+    myL2Model.py_file = 'L2_model'
+    myL2Model.name = 'linear'
+    myL2Model.Output.names = ['Z']
+    myL2Model.observations = data
+
+    # -- Nonlinear exponential model -------
+    myNL2Model = PyLinkForwardModel()
+
+    myNL2Model.link_type = 'Function'
+    myNL2Model.py_file = 'NL2_model'
+    myNL2Model.name = 'exponential'
+    myNL2Model.Output.names = ['Z']
+    myNL2Model.observations = data
+
+    # ------ Nonlinear cosine model ---------
+    # Data generating process
+    myNL4Model = PyLinkForwardModel()
+
+    myNL4Model.link_type = 'Function'
+    myNL4Model.py_file = 'NL4_model'
+    myNL4Model.name = 'cosine'
+    myNL4Model.Output.names = ['Z']
+    myNL4Model.observations = data
+
+    # =====================================================
+    # =========   PROBABILISTIC INPUT MODEL  ==============
+    # =====================================================
+    # Define model inputs
+    n_sample = 10000
+    # ---------- Linear model  -------------
+    L2_Inputs = Input()
+    L2_prior_mean = np.array([1, 0])
+    L2_prior_cov = np.array(
+        [[0.04, -0.007],
+         [-0.007, 0.04]]
+        )
+    L2_input_params = np.random.multivariate_normal(
+        L2_prior_mean, L2_prior_cov, size=n_sample
+        )
+
+    for i in range(L2_input_params.shape[1]):
+        L2_Inputs.add_marginals()
+        L2_Inputs.Marginals[i].name = f'$X_{i+1}$'
+        L2_Inputs.Marginals[i].input_data = L2_input_params[:, i]
+
+    # ------ Nonlinear exponential model ---------
+    NL2_Inputs = Input()
+    NL2_prior_mean = np.array([0.4, -0.3])
+    NL2_prior_cov = np.array(
+        [[0.003, -0.0001],
+         [-0.0001, 0.03]]
+        )
+    NL2_input_params = np.random.multivariate_normal(
+        NL2_prior_mean, NL2_prior_cov, size=n_sample
+        )
+
+    for i in range(NL2_input_params.shape[1]):
+        NL2_Inputs.add_marginals()
+        NL2_Inputs.Marginals[i].name = f'$X_{i+1}$'
+        NL2_Inputs.Marginals[i].input_data = NL2_input_params[:, i]
+
+    # ------ Nonlinear cosine model ---------
+    NL4_Inputs = Input()
+    NL4_prior_mean = np.array([2.6, 0.5, -2.8, 2.3])
+    NL4_prior_cov = np.array(
+        [[0.46, -0.07, 0.24, -0.14],
+         [-0.07, 0.04, -0.05, 0.02],
+         [0.24, -0.05, 0.30, -0.16],
+         [-0.14, 0.02, -0.16, 0.30]]
+        )
+    NL4_input_params = np.random.multivariate_normal(
+        NL4_prior_mean, NL4_prior_cov, size=n_sample
+        )
+
+    for i in range(NL4_input_params.shape[1]):
+        NL4_Inputs.add_marginals()
+        NL4_Inputs.Marginals[i].name = f'$X_{i+1}$'
+        NL4_Inputs.Marginals[i].input_data = NL4_input_params[:, i]
+
+    # =====================================================
+    # ======  POLYNOMIAL CHAOS EXPANSION METAMODELS  ======
+    # =====================================================
+    # Define meta-model options
+    # ---------- Linear model  -------------
+    L2_MetaModelOpts = MetaModel(L2_Inputs)
+
+    # Select if you want to preserve the spatial/temporal depencencies
+    # L2_MetaModelOpts.dim_red_method = 'PCA'
+    # MetaModelOpts.var_pca_threshold = 99.999
+    # MetaModelOpts.n_pca_components = 10 #3, 10
+
+    # Select your metamodel method
+    L2_MetaModelOpts.meta_model_type = 'aPCE'
+
+    # ------------------------------------------------
+    # ------------- PCE Specification ----------------
+    # ------------------------------------------------
+    # Select the sparse least-square minimization method for
+    # the PCE coefficients calculation:
+    # 1)OLS: Ordinary Least Square  2)BRR: Bayesian Ridge Regression
+    # 3)LARS: Least angle regression  4)ARD: Bayesian ARD Regression
+    # 5)FastARD: Fast Bayesian ARD Regression
+    # 6)VBL: Variational Bayesian Learning
+    # 7)EBL: Emperical Bayesian Learning
+    L2_MetaModelOpts.pce_reg_method = 'FastARD'
+
+    # Specify the max degree to be compared by the adaptive algorithm:
+    # The degree with the lowest Leave-One-Out cross-validation (LOO)
+    # error (or the highest score=1-LOO)estimator is chosen as the final
+    # metamodel. pce_deg accepts degree as a scalar or a range.
+    L2_MetaModelOpts.pce_deg = np.arange(1, 12)
+
+    # q-quasi-norm 0<q<1 (default=1)
+    L2_MetaModelOpts.pce_q_norm = 1.0
+
+    # ------------------------------------------------
+    # ------ Experimental Design Configuration -------
+    # ------------------------------------------------
+    L2_MetaModelOpts.add_ExpDesign()
+
+    # One-shot (normal) or Sequential Adaptive (sequential) Design
+    L2_MetaModelOpts.ExpDesign.method = 'normal'
+    L2_MetaModelOpts.ExpDesign.n_init_samples = 100
+
+    # Sampling methods
+    # 1) random 2) latin_hypercube 3) sobol 4) halton 5) hammersley
+    # 6) chebyshev(FT) 7) grid(FT) 8)user
+    L2_MetaModelOpts.ExpDesign.sampling_method = 'latin_hypercube'
+
+    # ------ Nonlinear cosine model ---------
+    NL2_MetaModelOpts = L2_MetaModelOpts.copy_meta_model_opts(NL2_Inputs)
+
+    # ------ Nonlinear cosine model ---------
+    NL4_MetaModelOpts = L2_MetaModelOpts.copy_meta_model_opts(NL4_Inputs)
+
+    # >>>>>> Train the Surrogates <<<<<<<<<<<
+    L2_MetaModel = L2_MetaModelOpts.create_metamodel(myL2Model)
+    NL2_MetaModel = NL2_MetaModelOpts.create_metamodel(myNL2Model)
+    NL4_MetaModel = NL4_MetaModelOpts.create_metamodel(myNL4Model)
+
+    # =====================================================
+    # =========  POST PROCESSING OF METAMODELS  ===========
+    # =====================================================
+    # ---------- Linear model  -------------
+    L2_PostPCE = PostProcessing(L2_MetaModel, name=myL2Model.name)
+
+    # Plot to check validation visually.
+    L2_PostPCE.valid_metamodel(n_samples=3)
+
+    # Plot moments
+    L2_PostPCE.plot_moments()
+
+    # Compute and print RMSE error
+    L2_PostPCE.check_accuracy(n_samples=3000)
+
+    # Plot the sobol indices
+    sobol_cell, total_sobol = L2_PostPCE.sobol_indices()
+
+    # ---------- Linear model  -------------
+    NL2_PostPCE = PostProcessing(NL2_MetaModel, name=myNL2Model.name)
+
+    # Plot to check validation visually.
+    NL2_PostPCE.valid_metamodel(n_samples=3)
+
+    # Plot moments
+    NL2_PostPCE.plot_moments()
+
+    # Compute and print RMSE error
+    NL2_PostPCE.check_accuracy(n_samples=3000)
+
+    # Plot the sobol indices
+    sobol_cell, total_sobol = NL2_PostPCE.sobol_indices()
+
+    # ------ Nonlinear cosine model ---------
+    NL4_PostPCE = PostProcessing(NL4_MetaModel, name=myNL4Model.name)
+
+    # Plot to check validation visually.
+    NL4_PostPCE.valid_metamodel(n_samples=3)
+
+    # Plot moments
+    NL4_PostPCE.plot_moments()
+
+    # Compute and print RMSE error
+    NL4_PostPCE.check_accuracy(n_samples=3000)
+
+    # Plot the sobol indices
+    sobol_cell, total_sobol = NL4_PostPCE.sobol_indices()
+
+    # =====================================================
+    # =========  BAYESIAN MULTIMODEL COMPARISON ===========
+    # =====================================================
+    # ----- Define the discrepancy model -------
+    sigma = np.ones(15) * np.array(sigma).flatten()
+    DiscrepancyOpts = Discrepancy('')
+    DiscrepancyOpts.type = 'Gaussian'
+    DiscrepancyOpts.parameters = pd.DataFrame(sigma**2, columns=['Z'])
+
+    # ----- Define the options model -------
+    meta_models = {
+        "linear": L2_MetaModel,
+        "exponential": NL4_MetaModel,
+        "cosine": NL4_MetaModel
+        }
+
+    # BME Bootstrap optuions
+    opts_bootstrap = {
+        "bootstrap": True,
+        "n_samples": 10000,
+        "Discrepancy": DiscrepancyOpts,
+        "emulator": True,
+        "plot_post_pred": False
+        }
+
+    # Run model comparison
+    BayesOpts = BayesModelComparison(
+        justifiability=True,
+        n_bootstarp=1000,
+        just_n_meas=2
+        )
+    output_dict = BayesOpts.create_model_comparison(
+        meta_models,
+        opts_bootstrap
+        )
+
+    # Save the results
+    with open('model_comparison_output_dict.pkl', 'wb') as output:
+        joblib.dump(output_dict, output, 2)
diff --git a/examples/pollution/data/MeasuredData_valid.npy b/examples/pollution/data/MeasuredData_valid.npy
new file mode 100644
index 0000000000000000000000000000000000000000..e9fdbcaf5e6bee00097d2a8c8d5e32a210c439b9
Binary files /dev/null and b/examples/pollution/data/MeasuredData_valid.npy differ
diff --git a/examples/pollution/pollution.py b/examples/pollution/pollution.py
index f05c2d45ed99083fd6ceed9fb671957d6351120b..09a5ffff46daab07f9629213f37ceb071feafcff 100644
--- a/examples/pollution/pollution.py
+++ b/examples/pollution/pollution.py
@@ -9,94 +9,96 @@ import numpy as np
 import scipy.stats as stats
 import seaborn as sns
 
+
 def pollution(xx, s=None, t=None):
     """
-    %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
-    %
-    % ENVIRONMENTAL MODEL FUNCTION
-    %
-    % Authors: Sonja Surjanovic, Simon Fraser University
-    %          Derek Bingham, Simon Fraser University
-    % Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca.
-    %
-    % Copyright 2013. Derek Bingham, Simon Fraser University.
-    %
-    % THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY
-    % FOR THE USE OF THIS SOFTWARE.  If software is modified to produce
-    % derivative works, such modified software should be clearly marked.
-    % Additionally, this program is free software; you can redistribute it
-    % and/or modify it under the terms of the GNU General Public License as
-    % published by the Free Software Foundation; version 2.0 of the License.
-    % Accordingly, this program is distributed in the hope that it will be
-    % useful, but WITHOUT ANY WARRANTY; without even the implied warranty
-    % of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
-    % General Public License for more details.
-    %
-    % For function details and reference information, see:
-    % http://www.sfu.ca/~ssurjano/
-    %
-    %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
-    %
-    % OUTPUT AND INPUTS:
-    %
-    % y = row vector of scaled concentrations of the pollutant at the
-    %     space-time vectors (s, t)
-    %     Its structure is:
-    %     y(s_1, t_1), y(s_1, t_2), ..., y(s_1, t_dt), y(s_2, t_1), ...,
-    %     y(s_2,t_dt), ..., y(s_ds, t_1), ..., y(s_ds, t_dt)
-    % xx = [M, D, L, tau]
-    % s = vector of locations (optional), with default value
-    %     [0.5, 1, 1.5, 2, 2.5]
-    % t = vector of times (optional), with default value
-    %     [0.3, 0.6, ..., 50.7, 60]
-    %
-    %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
-    """
-    MCSize = xx.shape[0]
-
+    ENVIRONMENTAL MODEL FUNCTION
+
+    Authors: Sonja Surjanovic, Simon Fraser University
+             Derek Bingham, Simon Fraser University
+    Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca.
+
+    Copyright 2013. Derek Bingham, Simon Fraser University.
+
+    THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY
+    FOR THE USE OF THIS SOFTWARE.  If software is modified to produce
+    derivative works, such modified software should be clearly marked.
+    Additionally, this program is free software; you can redistribute it
+    and/or modify it under the terms of the GNU General Public License as
+    published by the Free Software Foundation; version 2.0 of the License.
+    Accordingly, this program is distributed in the hope that it will be
+    useful, but WITHOUT ANY WARRANTY; without even the implied warranty
+    of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+    General Public License for more details.
+
+    For function details and reference information, see:
+        http://www.sfu.ca/~ssurjano/
+
+    Parameters
+    ----------
+    xx : array of shape (n_samples, n_params)
+        [M, D, L, tau].
+    s : array, optional
+        Vector of locations. The default is None, which mean np.array([3.0]).
+    t : array, optional
+        Vector of time steps. The default is None, which means
+        [40+5*i for i in range(21)].
+
+    Returns
+    -------
+    output : TYPE
+        DESCRIPTION.
 
+    """
+    n_samples = xx.shape[0]
 
-    if t is None: t = np.array([40+5*i for i in range(21)])
+    if t is None:
+        t = np.array([40+5*i for i in range(21)])
 
-    if s is None: s = np.array([3.0])#np.array([0.5, 1, 1.5, 2, 2.5])
+    if s is None:
+        s = np.array([3.0])  # np.array([0.5, 1, 1.5, 2, 2.5])
 
-    ds = len(s);
-    dt = len(t);
-    dY = ds * dt;
+    ds = len(s)
+    dt = len(t)
+    dY = ds * dt
     Y = np.zeros((ds, dt))
-    Output = np.zeros((MCSize, dY))
+    output = np.zeros((n_samples, dY))
 
-    for idx in range(MCSize):
+    for idx in range(n_samples):
         M, D, L, tau = xx[idx]
         # Create matrix Y, where each row corresponds to si and each column
         # corresponds to tj.
-        for ii in range(ds): #1:ds)
+        for ii in range(ds):
             si = s[ii]
-            for jj in range(dt): #1:dt)
+            for jj in range(dt):
                 tj = t[jj]
 
                 term1a = M / np.sqrt(4*np.pi*D*tj)
                 term1b = np.exp(-si**2 / (4*D*tj))
-                term1 = term1a * term1b;
+                term1 = term1a * term1b
 
-                term2 = 0;
+                term2 = 0
                 if tau < tj:
                     term2a = M / np.sqrt(4*np.pi*D*(tj-tau))
                     term2b = np.exp(-(si-L)**2 / (4*D*(tj-tau)))
-                    term2 = term2a * term2b;
+                    term2 = term2a * term2b
 
                 C = term1 + term2
                 Y[ii, jj] = np.sqrt(4*np.pi) * C
 
         # Convert the matrix into a vector (by rows).
         Yrow = Y.T
-        Output[idx] = Yrow.flatten('F')
+        output[idx] = Yrow.flatten('F')
+
+    # Prepare output dict using standard bayesvalidrox format
+    output = {'x_values': t, 'C': output[0]}
+
+    return output
 
-    return np.vstack((t, Output))
 
 if __name__ == "__main__":
 
-    MCSize = 500000 #500000
+    MCSize = 500000
     validSize = 100
     ndim = 4
     sigma_noise = 0.15
@@ -106,41 +108,49 @@ if __name__ == "__main__":
     # ----------------------- Synthetic data generation -----------------------
     # -------------------------------------------------------------------------
     MAP = np.array([[10, 0.07, 1.0, 30.16]])
-    outputMAP = Pollution(MAP)
+    output_MAP = pollution(MAP, s=np.array([3]))  # Calibration
+    # output_MAP = pollution(MAP, s=np.array([6]))  # Validation
 
-    synthethicData = outputMAP[1] + np.random.normal(0,sigma_noise,outputMAP[1].shape)
+    # Noise
+    noise = np.random.normal(0, sigma_noise, len(output_MAP['C']))
+    synthethicData = output_MAP['C'] + noise
 
     import matplotlib.pyplot as plt
-    plt.scatter(outputMAP[0], synthethicData, ls='-', marker='*', label='Obs. Data')
+    plt.scatter(output_MAP['C'], synthethicData,
+                ls='-', marker='*', label='Obs. Data')
     plt.legend(loc='best')
     plt.show()
-    np.save("data/MeasuredData.npy", synthethicData)
+    np.save("data/MeasuredData_valid.npy", synthethicData)
 
     # -------------------------------------------------------------------------
     # ---------------------- Generate Prior distribution ----------------------
     # -------------------------------------------------------------------------
-    validSet = np.zeros((validSize, ndim))
+    valid_set = np.zeros((validSize, ndim))
     xx = np.zeros((MCSize, ndim))
 
     params = [(7, 13), (0.02, 0.12), (0.01, 3), (30.01, 30.295)]
 
     for idxDim in range(ndim):
         lower, upper = params[idxDim]
-        xx[:,idxDim] = stats.uniform(loc=lower, scale=upper-lower).rvs(size=MCSize)
-        validSet[:,idxDim] = stats.uniform(loc=lower, scale=upper-lower).rvs(size=validSize)
+        xx[:, idxDim] = stats.uniform(loc=lower, scale=upper-lower).rvs(
+            size=MCSize)
+        valid_set[:, idxDim] = stats.uniform(loc=lower, scale=upper-lower).rvs(
+            size=validSize)
 
     # run validation set
-    validOutputs = Pollution(validSet)
+    valid_outputs = pollution(valid_set)
     # -------------------------------------------------------------------------
     # ------------- BME and Kullback-Leibler Divergence -----------------------
     # -------------------------------------------------------------------------
-    Outputs = pollution(xx)
+    outputs = pollution(xx)
 
     cov_matrix = np.diag(np.repeat(sigma_error**2, synthethicData.shape))
 
-    Likelihoods = stats.multivariate_normal.pdf(Outputs[1:], mean=synthethicData, cov=cov_matrix)
+    Likelihoods = stats.multivariate_normal.pdf(
+        outputs[1:], mean=synthethicData, cov=cov_matrix)
 
-    sns.kdeplot(np.log(Likelihoods[Likelihoods>0]), shade=True, color="g", label='Ref. Likelihood')
+    sns.kdeplot(np.log(Likelihoods[Likelihoods > 0]),
+                shade=True, color="g", label='Ref. Likelihood')
 
     normLikelihood = Likelihoods / np.nanmax(Likelihoods)
     # Random numbers between 0 and 1
@@ -151,26 +161,24 @@ if __name__ == "__main__":
 
     # Prior-based estimation of BME
     logBME = np.log(np.nanmean(Likelihoods))
-    print('\nThe Naive MC-Estimation of BME is %.5f.'%(logBME))
+    print(f'\nThe Naive MC-Estimation of BME is {logBME:.5f}.')
 
     # Posterior-based expectation of likelihoods
     postExpLikelihoods = np.mean(np.log(Likelihoods[accepted]))
 
     # Calculate Kullback-Leibler Divergence
     KLD = postExpLikelihoods - logBME
-    print("The Kullback-Leibler divergence estimation is %.5f."%KLD)
+    print("The Kullback-Leibler divergence estimation is {KLD:.5f}.")
 
     # -------------------------------------------------------------------------
     # ----------------- Save the arrays as .npy files -------------------------
     # -------------------------------------------------------------------------
     np.save("data/ParamSets.npy", xx)
     np.save("data/refBME_KLD.npy", (logBME, KLD))
-    np.save("data/mean.npy", np.mean(Outputs[1:],axis=0))
-    np.save("data/std.npy", np.std(Outputs[1:],axis=0))
+    np.save("data/mean.npy", np.mean(outputs['C'], axis=0))
+    np.save("data/std.npy", np.std(outputs['C'], axis=0))
     np.save("data/validLikelihoods.npy", Likelihoods)
 
     # Save validation set
-    np.save("data/validSet.npy", validSet)
-    np.save("data/validSetOutput.npy", validOutputs[1:])
-
-
+    np.save("data/validSet.npy", valid_set)
+    np.save("data/validSetOutput.npy", valid_outputs['C'])
diff --git a/examples/pollution/test_pollution.py b/examples/pollution/test_pollution.py
index 14ad29f11a7657c3866008c58fee4de29cd131c8..f2de52e2caf0196d8d05a2035950e2f28ff8fc70 100644
--- a/examples/pollution/test_pollution.py
+++ b/examples/pollution/test_pollution.py
@@ -21,7 +21,6 @@ import numpy as np
 import pandas as pd
 import joblib
 
-
 # import bayesvalidrox
 # Add BayesValidRox path
 import sys
@@ -88,13 +87,13 @@ if __name__ == "__main__":
     # time of the second spill
     Inputs.add_marginals()
     Inputs.Marginals[3].name = '$\\tau$'
-    Inputs.Marginals[3].dist_type = 'unif'
+    Inputs.Marginals[3].dist_type = 'uniform'
     Inputs.Marginals[3].parameters = [30.01, 30.295]
 
     # =====================================================
     # ======  POLYNOMIAL CHAOS EXPANSION METAMODELS  ======
     # =====================================================
-    MetaModelOpts = MetaModel(Inputs)
+    MetaModelOpts = MetaModel(Inputs, Model)
 
     # Select if you want to preserve the spatial/temporal depencencies
     # MetaModelOpts.dim_red_method = 'PCA'
@@ -114,15 +113,22 @@ if __name__ == "__main__":
     # 1)OLS: Ordinary Least Square  2)BRR: Bayesian Ridge Regression
     # 3)LARS: Least angle regression  4)ARD: Bayesian ARD Regression
     # 5)FastARD: Fast Bayesian ARD Regression
-    # 6)VBL: Variational Bayesian Learning
-    # 7)EBL: Emperical Bayesian Learning
-    MetaModelOpts.pce_reg_method = 'FastARD'
+    # 6)BCS: Bayesian Compressive Sensing
+    # 7)OMP: Orthogonal Matching Pursuit
+    # 8)VBL: Variational Bayesian Learning
+    # 9)EBL: Emperical Bayesian Learning
+    MetaModelOpts.pce_reg_method = 'BCS'
+
+    # Bootstraping
+    # 1) normal 2) fast
+    MetaModelOpts.bootstrap_method = 'fast'
+    MetaModelOpts.n_bootstrap_itrs = 100
 
     # Specify the max degree to be compared by the adaptive algorithm:
     # The degree with the lowest Leave-One-Out cross-validation (LOO)
     # error (or the highest score=1-LOO)estimator is chosen as the final
     # metamodel. pce_deg accepts degree as a scalar or a range.
-    MetaModelOpts.pce_deg = np.arange(6)
+    MetaModelOpts.pce_deg = 8
 
     # q-quasi-norm 0<q<1 (default=1)
     # MetaModelOpts.pce_q_norm = 0.75
@@ -135,7 +141,7 @@ if __name__ == "__main__":
 
     # One-shot (normal) or Sequential Adaptive (sequential) Design
     MetaModelOpts.ExpDesign.method = 'normal'
-    MetaModelOpts.ExpDesign.n_init_samples = 150  # 5*ndim
+    MetaModelOpts.ExpDesign.n_init_samples = 150
 
     # Sampling methods
     # 1) random 2) latin_hypercube 3) sobol 4) halton 5) hammersley 6) korobov
@@ -209,7 +215,7 @@ if __name__ == "__main__":
 
     # >>>>>>>>>>>>>>>>>>>>>> Build Surrogate <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
     # Adaptive sparse arbitrary polynomial chaos expansion
-    PCEModel = MetaModelOpts.create_metamodel(Model)
+    PCEModel = MetaModelOpts.create_metamodel()
 
     # =====================================================
     # =========  POST PROCESSING OF METAMODELS  ===========
@@ -229,7 +235,7 @@ if __name__ == "__main__":
 
     # Plot the sobol indices
     if MetaModelOpts.meta_model_type != 'GPE':
-        sobol_cell, total_sobol = PostPCE.sobol_indices()
+        total_sobol = PostPCE.sobol_indices()
 
     # Compute and print RMSE error
     valid_out_dict = dict()
diff --git a/examples/pollution/test_valid_pollution.py b/examples/pollution/test_valid_pollution.py
new file mode 100644
index 0000000000000000000000000000000000000000..e2aacbe5d2186c38287e552ae588332150dd519b
--- /dev/null
+++ b/examples/pollution/test_valid_pollution.py
@@ -0,0 +1,302 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+This test shows a surrogate-assisted Bayesian calibration of a time dependent
+    pollution function. Here, the noise will be jointly inferred with the input
+    parameters.
+
+Author: Farid Mohammadi, M.Sc.
+E-Mail: farid.mohammadi@iws.uni-stuttgart.de
+Department of Hydromechanics and Modelling of Hydrosystems (LH2)
+Institute for Modelling Hydraulic and Environmental Systems (IWS), University
+of Stuttgart, www.iws.uni-stuttgart.de/lh2/
+Pfaffenwaldring 61
+70569 Stuttgart
+
+Created on Fri Aug 9 2019
+
+"""
+
+import numpy as np
+import joblib
+
+# import bayesvalidrox
+# Add BayesValidRox path
+import sys
+sys.path.append("../../src/bayesvalidrox/")
+
+from pylink.pylink import PyLinkForwardModel
+from surrogate_models.inputs import Input
+from surrogate_models.surrogate_models import MetaModel
+from post_processing.post_processing import PostProcessing
+from bayes_inference.bayes_inference import BayesInference
+from bayes_inference.discrepancy import Discrepancy
+
+if __name__ == "__main__":
+
+    # =====================================================
+    # =============   COMPUTATIONAL MODEL  ================
+    # =====================================================
+    Model = PyLinkForwardModel()
+
+    # Define model options
+    Model.link_type = 'Function'
+    Model.py_file = 'pollution'
+    Model.name = 'pollution'
+
+    Model.Output.names = ['C']
+
+    # Synthetic data for Bayesian inversion.
+    # MAP = (10, 0.07, 1.0, 30.16)
+    Model.observations = {}
+    Model.observations['Time [s]'] = [40+5*i for i in range(21)]
+    Model.observations['C'] = np.load("data/MeasuredData.npy")
+
+    # For Checking with the MonteCarlo refrence
+    Model.mc_reference = {}
+    Model.mc_reference['Time [s]'] = [40+5*i for i in range(21)]
+    Model.mc_reference['mean'] = np.load("data/mean.npy")
+    Model.mc_reference['std'] = np.load("data/std.npy")
+
+    # =====================================================
+    # =========   PROBABILISTIC INPUT MODEL  ==============
+    # =====================================================
+    # Define the uncertain parameters with their mean and
+    # standard deviation
+    Inputs = Input()
+
+    # mass of pollutant spilled at each location
+    Inputs.add_marginals()
+    Inputs.Marginals[0].name = 'M'
+    Inputs.Marginals[0].dist_type = 'uniform'
+    Inputs.Marginals[0].parameters = [7, 13]
+
+    # diffusion rate in the channel
+    Inputs.add_marginals()
+    Inputs.Marginals[1].name = 'D'
+    Inputs.Marginals[1].dist_type = 'uniform'
+    Inputs.Marginals[1].parameters = [0.02, 0.12]
+
+    # location of the second spill
+    Inputs.add_marginals()
+    Inputs.Marginals[2].name = 'L'
+    Inputs.Marginals[2].dist_type = 'uniform'
+    Inputs.Marginals[2].parameters = [0.01, 3]
+
+    # time of the second spill
+    Inputs.add_marginals()
+    Inputs.Marginals[3].name = '$\\tau$'
+    Inputs.Marginals[3].dist_type = 'uniform'
+    Inputs.Marginals[3].parameters = [30.01, 30.295]
+
+    # =====================================================
+    # ======  POLYNOMIAL CHAOS EXPANSION METAMODELS  ======
+    # =====================================================
+    MetaModelOpts = MetaModel(Inputs, Model)
+
+    # Select if you want to preserve the spatial/temporal depencencies
+    MetaModelOpts.dim_red_method = 'PCA'
+    MetaModelOpts.var_pca_threshold = 99.999
+    # MetaModelOpts.n_pca_components = 5
+
+    # Select your metamodel method
+    # 1) PCE (Polynomial Chaos Expansion) 2) aPCE (arbitrary PCE)
+    # 3) GPE (Gaussian Process Emulator)
+    MetaModelOpts.meta_model_type = 'aPCE'
+
+    # ------------------------------------------------
+    # ------------- PCE Specification ----------------
+    # ------------------------------------------------
+    # Select the sparse least-square minimization method for
+    # the PCE coefficients calculation:
+    # 1)OLS: Ordinary Least Square  2)BRR: Bayesian Ridge Regression
+    # 3)LARS: Least angle regression  4)ARD: Bayesian ARD Regression
+    # 5)FastARD: Fast Bayesian ARD Regression
+    # 6)BCS: Bayesian Compressive Sensing
+    # 7)OMP: Orthogonal Matching Pursuit
+    # 8)VBL: Variational Bayesian Learning
+    # 9)EBL: Emperical Bayesian Learning
+    MetaModelOpts.pce_reg_method = 'FastARD'
+
+    # Bootstraping
+    # 1) normal 2) fast
+    MetaModelOpts.bootstrap_method = 'fast'
+    MetaModelOpts.n_bootstrap_itrs = 100
+
+    # Specify the max degree to be compared by the adaptive algorithm:
+    # The degree with the lowest Leave-One-Out cross-validation (LOO)
+    # error (or the highest score=1-LOO)estimator is chosen as the final
+    # metamodel. pce_deg accepts degree as a scalar or a range.
+    MetaModelOpts.pce_deg = 6
+
+    # q-quasi-norm 0<q<1 (default=1)
+    # MetaModelOpts.pce_q_norm = 0.75
+
+    # Print summary of the regression results
+    # MetaModelOpts.verbose = True
+
+    # ------ Experimental Design --------
+    MetaModelOpts.add_ExpDesign()
+
+    # One-shot (normal) or Sequential Adaptive (sequential) Design
+    MetaModelOpts.ExpDesign.method = 'normal'
+    MetaModelOpts.ExpDesign.n_init_samples = 150
+
+    # Sampling methods
+    # 1) random 2) latin_hypercube 3) sobol 4) halton 5) hammersley 6) korobov
+    # 7) chebyshev(FT) 8) grid(FT) 9) nested_grid(FT) 10)user
+    MetaModelOpts.ExpDesign.sampling_method = 'latin_hypercube'
+
+    # Provide the experimental design object with a hdf5 file
+    # MetaModelOpts.ExpDesign.hdf5_file = 'ExpDesign_AnalyticFunc.hdf5'
+
+    # >>>>>>>>>>>>>>>>>>>>>> Build Surrogate <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
+    # Adaptive sparse arbitrary polynomial chaos expansion
+    PCEModel = MetaModelOpts.create_metamodel()
+
+    # Save PCE models
+    with open(f"PCEModel_{Model.name}.pkl", "wb") as output:
+        joblib.dump(PCEModel, output, 2)
+
+    # Load the objects
+    # with open(f"PCEModel_{Model.name}.pkl", "rb") as input:
+    #     PCEModel = joblib.load(input)
+
+    # =====================================================
+    # =========  POST PROCESSING OF METAMODELS  ===========
+    # =====================================================
+    PostPCE = PostProcessing(PCEModel)
+
+    # Plot to check validation visually.
+    PostPCE.valid_metamodel(n_samples=3)
+
+    # Compute the moments and compare with the Monte-Carlo reference
+    PostPCE.plot_moments()
+
+    # Plot the sobol indices
+    if MetaModelOpts.meta_model_type != 'GPE':
+        total_sobol = PostPCE.sobol_indices()
+
+    # Compute and print RMSE error
+    valid_samples = np.load("data/validSet.npy")
+    valid_out_dict = dict()
+    valid_out_dict['Time [s]'] = [40+5*i for i in range(21)]
+    valid_out_dict['C'] = np.load("data/validSetOutput.npy")
+    PostPCE.check_accuracy(samples=valid_samples,
+                           outputs=valid_out_dict)
+
+    # =====================================================
+    # ========  BAYESIAN INFERENCE (CALIBRATION) ==========
+    # =====================================================
+    BayesOpts = BayesInference(PCEModel)
+    BayesOpts.emulator = True
+
+    # Select the inference method
+    BayesOpts.inference_method = "MCMC"
+    # Set the MCMC parameters
+    BayesOpts.mcmc_params = {
+        'n_steps': 1e5,
+        'n_walkers': 30,
+        'multiprocessing': False,
+        'verbose': False
+        }
+
+    BayesOpts.plot_post_pred = True
+
+    # ----- Define the discrepancy model -------
+    # Let us infer the sigma2
+    DiscOutputOpts = Input()
+    # # OutputName = 'Z'
+    DiscOutputOpts.add_marginals()
+    DiscOutputOpts.Marginals[0].name = '$\\sigma^2_{\\epsilon}$'
+    DiscOutputOpts.Marginals[0].dist_type = 'uniform'
+    DiscOutputOpts.Marginals[0].parameters = [0.0, 0.1]
+    BayesOpts.Discrepancy = Discrepancy(DiscOutputOpts)
+
+    # Start the inference
+    BayesCalib = BayesOpts.create_inference()
+
+    # Save class objects
+    with open(f'Bayes_{Model.name}.pkl', 'wb') as output:
+        joblib.dump(BayesCalib, output, 2)
+
+    # Load the objects
+    # with open(f"Bayes_{Model.name}.pkl", "rb") as input:
+    #     BayesCalib = joblib.load(input)
+
+    # =====================================================
+    # ===========  BAYESIAN MODEL VALIDATION ==============
+    # =====================================================
+    # ------- Model definition --------
+    ValidModel = PyLinkForwardModel()
+
+    # Define model options
+    ValidModel.link_type = 'Function'
+    ValidModel.py_file = 'pollution'
+    ValidModel.func_args = {'s': np.array([6])}
+    ValidModel.name = 'pollution-valid'
+
+    ValidModel.Output.names = ['C']
+
+    # Synthetic data for Bayesian inversion.
+    # MAP = (10, 0.07, 1.0, 30.16)
+    ValidModel.observations_valid = {}
+    ValidModel.observations_valid['Time [s]'] = [40+5*i for i in range(21)]
+    ValidModel.observations_valid['C'] = np.load("data/MeasuredData_valid.npy")
+
+    # ------- Input definition --------
+    ValidInputs = Input()
+
+    ValidInputs.add_marginals()
+    ValidInputs.Marginals[0].name = "M"
+    ValidInputs.Marginals[0].input_data = BayesCalib.posterior_df['M']
+
+    ValidInputs.add_marginals()
+    ValidInputs.Marginals[1].name = "D"
+    ValidInputs.Marginals[1].input_data = BayesCalib.posterior_df['D']
+
+    ValidInputs.add_marginals()
+    ValidInputs.Marginals[2].name = "L"
+    ValidInputs.Marginals[2].input_data = BayesCalib.posterior_df['L']
+
+    ValidInputs.add_marginals()
+    ValidInputs.Marginals[3].name = "$\\tau$"
+    ValidInputs.Marginals[3].input_data = BayesCalib.posterior_df['$\\tau$']
+
+    MetaModelOpts_valid = MetaModelOpts.copy_meta_model_opts(
+        ValidInputs, ValidModel)
+    ValidMetaModel = MetaModelOpts_valid.create_metamodel()
+
+    # Save PCE models
+    with open(f"PCEModel_{ValidModel.name}.pkl", "wb") as output:
+        joblib.dump(ValidMetaModel, output, 2)
+
+    # Load the objects
+    # with open(f"PCEModel_{ValidModel.name}.pkl", "rb") as input:
+    #     ValidPCEModel = joblib.load(input)
+
+    # ------- Baysian inference definition --------
+    BayesOptsValid = BayesInference(ValidMetaModel)
+
+    BayesOptsValid.name = "Valid"
+    BayesOptsValid.emulator = True
+
+    # Bootstrap for BME and BF
+    BayesOptsValid.bootstrap = True
+    BayesOptsValid.n_bootstrap_itrs = 10
+
+    # ----- Define the discrepancy model -------
+    DiscrepancyOpts = Discrepancy("")
+    DiscrepancyOpts.type = "Gaussian"
+    DiscrepancyOpts.parameters = {
+        "C": np.ones(21) * np.mean(
+            BayesCalib.posterior_df['$\\sigma^2_{\\epsilon}$'].values)
+    }
+    BayesOptsValid.Discrepancy = DiscrepancyOpts
+
+    # ----- Strat Bayesian inference -------
+    BayesValid = BayesOptsValid.create_inference()
+
+    #  Save class objects
+    with open(f"Bayes_{ValidModel.name}.pkl", "wb") as output:
+        joblib.dump(BayesValid, output, 2)
diff --git a/setup.cfg b/setup.cfg
index 4c713af00ba223618b8a8d734c5645056c8ebfc7..78940cfb54d78b867d8d4447ee25162b9adfed91 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -1,6 +1,6 @@
 [metadata]
 name = bayesvalidrox
-version = 0.0.4
+version = 0.0.5
 author = Farid Mohammadi
 author_email = farid.mohammadi@iws.uni-stuttgart.de
 description = An open-source, object-oriented Python package for surrogate-assisted Bayesain Validation of computational models.
@@ -25,6 +25,7 @@ install_requires =
    joblib==1.0.1
    matplotlib==3.4.2
    seaborn==0.11.1
+   scipy==1.7.3
    scikit-learn==0.24.2
    tqdm==4.61.1
    chaospy==4.3.3
diff --git a/src/bayesvalidrox/__init__.py b/src/bayesvalidrox/__init__.py
index 20621c5144fb115aff93bc525979970b51e371ab..55c14687472fe6ff00a2438f31b9ba9ecd2992cd 100644
--- a/src/bayesvalidrox/__init__.py
+++ b/src/bayesvalidrox/__init__.py
@@ -1,11 +1,13 @@
 # -*- coding: utf-8 -*-
-__version__ = "0.0.4"
+__version__ = "0.0.5"
 
 from .pylink.pylink import PyLinkForwardModel
 from .surrogate_models.surrogate_models import MetaModel
+from .surrogate_models.meta_model_engine import MetaModelEngine
 from .surrogate_models.inputs import Input
 from .post_processing.post_processing import PostProcessing
 from .bayes_inference.bayes_inference import BayesInference
+from .bayes_inference.bayes_model_comparison import BayesModelComparison
 from .bayes_inference.discrepancy import Discrepancy
 
 __all__ = [
@@ -14,6 +16,8 @@ __all__ = [
     "Input",
     "Discrepancy",
     "MetaModel",
+    "MetaModelEngine",
     "PostProcessing",
-    "BayesInference"
+    "BayesInference",
+    "BayesModelComparison"
     ]
diff --git a/src/bayesvalidrox/bayes_inference/bayes_inference.py b/src/bayesvalidrox/bayes_inference/bayes_inference.py
index 0b9965edf4507cfba385abdd3d89c4201e7a37f0..c8073ba76ebeb3249646e17b7f395f8a2472e2f6 100644
--- a/src/bayesvalidrox/bayes_inference/bayes_inference.py
+++ b/src/bayesvalidrox/bayes_inference/bayes_inference.py
@@ -8,7 +8,7 @@ import pandas as pd
 from tqdm import tqdm
 from scipy import stats
 import scipy.linalg as spla
-
+import joblib
 import seaborn as sns
 import corner
 import h5py
@@ -101,6 +101,8 @@ class BayesInference:
         User defined perturbed data. The default is `[]`.
     bootstrap_noise : float, optional
         A noise level to perturb the data set. The default is `0.05`.
+    just_analysis : bool, optional
+        Justifiability analysis. The default is False.
     valid_metrics : list, optional
         List of the validation metrics. The following metrics are supported:
 
@@ -119,19 +121,19 @@ class BayesInference:
         is `'mean'`.
     corner_title_fmt : str, optional
         Title format for the posterior distribution plot with python
-        package `corner`. The default is `'.3e'`.
+        package `corner`. The default is `'.2e'`.
 
     """
 
     def __init__(self, MetaModel, discrepancy=None, emulator=True,
                  name='Calib', bootstrap=False, req_outputs=None,
-                 selected_indices=None, samples=None, n_samples=500000,
+                 selected_indices=None, samples=None, n_samples=100000,
                  measured_data=None, inference_method='rejection',
                  mcmc_params=None, bayes_loocv=False, n_bootstrap_itrs=1,
-                 perturbed_data=[], bootstrap_noise=0.05,
+                 perturbed_data=[], bootstrap_noise=0.05, just_analysis=False,
                  valid_metrics=['BME'], plot_post_pred=True,
                  plot_map_pred=False, max_a_posteriori='mean',
-                 corner_title_fmt='.3e'):
+                 corner_title_fmt='.2e'):
 
         self.MetaModel = MetaModel
         self.Discrepancy = discrepancy
@@ -149,6 +151,7 @@ class BayesInference:
         self.bayes_loocv = bayes_loocv
         self.n_bootstrap_itrs = n_bootstrap_itrs
         self.bootstrap_noise = bootstrap_noise
+        self.just_analysis = just_analysis
         self.valid_metrics = valid_metrics
         self.plot_post_pred = plot_post_pred
         self.plot_map_pred = plot_map_pred
@@ -261,7 +264,7 @@ class BayesInference:
             pass
 
         # ---------------- Bootstrap & TOM --------------------
-        if self.bootstrap or self.bayes_loocv:
+        if self.bootstrap or self.bayes_loocv or self.just_analysis:
             if len(self.perturbed_data) == 0:
                 # zero mean noise Adding some noise to the observation function
                 self.perturbed_data = self._perturb_data(
@@ -322,6 +325,7 @@ class BayesInference:
                 self.__model_prior_pred = self._eval_model(
                     samples=self.samples, key='PriorPred'
                     )
+                surrError = None
 
             # Start the likelihood-BME computations for the perturbed data
             for itr_idx, data in tqdm(
@@ -337,12 +341,12 @@ class BayesInference:
                     model_evals = self.__model_prior_pred
 
                 # Leave one out
-                if self.bayes_loocv:
+                if self.bayes_loocv or self.just_analysis:
                     self.selected_indices = np.nonzero(data)[0]
 
                 # Prepare data dataframe
                 nobs = list(self.measured_data.count().values[1:])
-                numbers = list(map(sum, zip([0] + nobs, nobs)))
+                numbers = list(np.cumsum(nobs))
                 indices = list(zip([0] + numbers, numbers))
                 data_dict = {
                     output_names[i]: data[j:k] for i, (j, k) in
@@ -369,11 +373,11 @@ class BayesInference:
                                       dtype=np.float128))
                     )
 
-                # TODO: BME correction when using Emulator
-                # if self.emulator:
-                #     BME_Corr[itr_idx] = self._corr_factor_BME(
-                #         data, total_sigma2, posterior
-                #         )
+                # BME correction when using Emulator
+                if self.emulator:
+                    BME_Corr[itr_idx] = self.__corr_factor_BME(
+                        data_dict, total_sigma2, log_BME[itr_idx]
+                        )
 
                 # Rejection Step
                 if 'kld' in list(map(str.lower, self.valid_metrics)) and\
@@ -418,8 +422,10 @@ class BayesInference:
 
             # BME (log), KLD, infEntropy (Size: 1,n_bootstrap_itr)
             self.log_BME = log_BME
-            # TODO: BMECorrFactor (log) (Size: 1,n_bootstrap_itr)
-            # if self.emulator: self.BMECorrFactor = BME_Corr
+
+            # BMECorrFactor (log) (Size: 1,n_bootstrap_itr)
+            if self.emulator:
+                self.log_BME_corr_factor = BME_Corr
 
             if 'kld' in list(map(str.lower, self.valid_metrics)):
                 self.KLD = KLD
@@ -428,7 +434,7 @@ class BayesInference:
 
             # BME = BME + BMECorrFactor
             if self.emulator:
-                self.log_BME = self.log_BME  # + self.BMECorrFactor
+                self.log_BME += self.log_BME_corr_factor
 
         # ---------------- Parameter Bayesian inference ----------------
         if self.inference_method.lower() == 'mcmc':
@@ -520,6 +526,7 @@ class BayesInference:
                 for xi in range(yi):
                     ax = axes[yi, xi]
                     ax.set_xlim(MetaModel.bound_tuples[xi])
+        plt.close()
 
         # Turn off gridlines
         for ax in figPosterior.axes:
@@ -539,7 +546,8 @@ class BayesInference:
             self._plot_max_a_posteriori()
 
         # -------- Plot log_BME dist --------
-        if self.bootstrap and self.n_bootstrap_itrs > 1:
+        if self.bootstrap:
+
             # Computing the TOM performance
             self.log_BME_tom = stats.chi2.rvs(
                 self.n_tot_measurement, size=self.log_BME.shape[0]
@@ -677,8 +685,8 @@ class BayesInference:
 
         Returns
         -------
-        model_outputs : TYPE
-            DESCRIPTION.
+        model_outputs : dict
+            Model outputs.
 
         """
         MetaModel = self.MetaModel
@@ -813,17 +821,22 @@ class BayesInference:
             # Add the std of the PCE is chosen as emulator.
             if self.emulator:
                 if std is not None:
-                    std_pce = std[out]
-                else:
-                    std_pce = np.mean(
-                        self._std_pce_prior_pred[out], axis=0)
-                # Expected value of variance (Assump: i.i.d stds)
-                tot_sigma2s += std_pce**2
+                    tot_sigma2s += std[out]**2
+
+            # Covariance Matrix
+            covMatrix = np.diag(tot_sigma2s)
+
+            # Select the data points to compare
+            try:
+                indices = self.selected_indices[out]
+            except:
+                indices = list(range(nout))
+            covMatrix = np.diag(covMatrix[indices, indices])
 
             # If sigma2 is not given, use given total_sigma2s
             if sigma2 is None:
                 logLik += stats.multivariate_normal.logpdf(
-                    outputs[out], data, np.diag(tot_sigma2s))
+                    outputs[out][:, indices], data[indices], covMatrix)
                 continue
 
             # Loop over each run/sample and calculate logLikelihood
@@ -858,11 +871,11 @@ class BayesInference:
                         # covMatrix = np.diag(sigma2 * total_sigma2s)
 
                 # Select the data points to compare
-                if self.selected_indices is not None:
+                try:
                     indices = self.selected_indices[out]
-                    covMatrix = np.diag(covMatrix[indices, indices])
-                else:
+                except:
                     indices = list(range(nout))
+                covMatrix = np.diag(covMatrix[indices, indices])
 
                 # Compute loglikelihood
                 logliks[s_idx] = self._logpdf(
@@ -873,7 +886,7 @@ class BayesInference:
         return logLik
 
     # -------------------------------------------------------------------------
-    def _corr_factor_BME(self, Data, total_sigma2s, posterior):
+    def _corr_factor_BME_old(self, Data, total_sigma2s, posterior):
         """
         Calculates the correction factor for BMEs.
         """
@@ -916,78 +929,90 @@ class BayesInference:
         TotalPCEstdOutputRS= np.concatenate([stdOutputRS[x] for x in stdOutputRS], 1)
 
         logweight = 0
-        for i,sample in enumerate(Samples):
+        for i, sample in enumerate(Samples):
             # Compute likelilhood output vs RS
             covMatrix = np.diag(TotalPCEstdOutputRS[i]**2)
             logLik = self._logpdf(TotalOutputs[i], TotalPCEOutputs[i], covMatrix)
             # Compute posterior likelihood of the collocation points
-            logpostLik = np.log(postDist.pdf(sample[:,None]))[0]
+            logpostLik = np.log(postDist.pdf(sample[:, None]))[0]
             if logpostLik != -np.inf:
                 logweight += logLik + logpostLik
         return logweight
-#         # Initialization
-#         covMatrix=np.zeros((NofMeasurements, NofMeasurements), float)
-#         BME_RM_Model_Weight = np.zeros((SampleSize))
-#         BME_RM_Data_Weight = np.zeros((SampleSize))
-#         BME_Corr = np.zeros((1))
-
-
-#         # Deviation Computations
-#         RM_Model_Deviation = np.zeros((SampleSize,NofMeasurements))
-#         RM_Data_Deviation = np.zeros((SampleSize,NofMeasurements))
-#         for i in range(SampleSize):
-#             RM_Model_Deviation[i] = TotalOutputs[i][:NofMeasurements] - TotalPCEOutputs[i, :] # Reduce model- Full Model
-#             RM_Data_Deviation[i] = Observations - TotalPCEOutputs[i, :] # Reduce model- Measurement Data
-
-
-#         # Initialization  of Co-Variance Matrix
-#         # For BME_RM_ModelWeight
-#         if NofMeasurements == 1:
-#             RM_Model_Error = np.zeros((NofMeasurements, NofMeasurements), float)
-#             np.fill_diagonal(RM_Model_Error, np.cov(RM_Model_Deviation.T))
-#         else:
-#             RM_Model_Error = np.cov(RM_Model_Deviation.T)
-
-
-#         # Computation of Weight according to the deviations
-#         for i in range(SampleSize):
-#             # For BME_RM_DataWeight
-#             try:
-#                 var = Sigma[i]
-#                 if len(var)==1:
-#                     np.fill_diagonal(covMatrix, var)
-#                 else:
-#                     row,col = np.diag_indices(covMatrix.shape[0])
-#                     covMatrix[row,col] = np.hstack((np.repeat(var[0], NofMeasurements*0.5),np.repeat(var[1], NofMeasurements*0.5)))
-
-#             except:
-#                 var = Sigma
-
-#             np.fill_diagonal(covMatrix,  var)
-
-#             # Add the std of the PCE is emulator is chosen.
-# #            if self.emulator:
-# #                covMatrix_PCE = np.zeros((NofMeasurements, NofMeasurements), float)
-# #                stdPCE = np.empty((SampleSize,0))
-# #                for outputType in OutputType:
-# #                    stdPCE = np.hstack((stdPCE, stdOutputRS[outputType]))
-# #
-# #                stdPCE = np.mean(stdPCE, axis=1)
-# #                np.fill_diagonal(covMatrix_PCE, stdPCE**2)
-# #
-# #                covMatrix = covMatrix + covMatrix_PCE
-
-#             # Calculate the denomitor
-#             denom1 = (np.sqrt(2*np.pi)) ** NofMeasurements
-#             denom2 = (((2*np.pi)**(NofMeasurements/2)) * np.sqrt(np.linalg.det(covMatrix)))
-
-#             BME_RM_Model_Weight[i] =  (np.exp(-0.5 * np.dot(np.dot(RM_Model_Deviation[i], np.linalg.pinv(RM_Model_Error)), RM_Model_Deviation[i])))/denom1
-#             BME_RM_Data_Weight[i] =  (np.exp(-0.5 * np.dot(np.dot(RM_Data_Deviation[i], np.linalg.pinv(covMatrix)), RM_Data_Deviation[i][:,np.newaxis])))/denom2
-
-#         for i in range(SampleSize):
-#             BME_Corr[0] += BME_RM_Model_Weight[i] * BME_RM_Data_Weight[i] / np.nansum(BME_RM_Data_Weight)
-
-#         return np.log(BME_Corr[0])
+
+    # -------------------------------------------------------------------------
+    def __corr_factor_BME(self, obs_data, total_sigma2s, logBME):
+        """
+        Calculates the correction factor for BMEs.
+        """
+        MetaModel = self.MetaModel
+        samples = MetaModel.ExpDesign.X
+        model_outputs = MetaModel.ExpDesign.Y
+        Model = MetaModel.ModelObj
+        n_samples = samples.shape[0]
+
+        # Extract the requested model outputs for likelihood calulation
+        output_names = Model.Output.names
+
+        # Evaluate MetaModel on the experimental design and ValidSet
+        OutputRS, stdOutputRS = MetaModel.eval_metamodel(samples=samples)
+
+        logLik_data = np.zeros((n_samples))
+        logLik_model = np.zeros((n_samples))
+        # Loop over the outputs
+        for idx, out in enumerate(output_names):
+
+            # (Meta)Model Output
+            nsamples, nout = model_outputs[out].shape
+
+            # Prepare data and remove NaN
+            try:
+                data = obs_data[out].values[~np.isnan(obs_data[out])]
+            except AttributeError:
+                data = obs_data[out][~np.isnan(obs_data[out])]
+
+            # Prepare sigma2s
+            non_nan_indices = ~np.isnan(total_sigma2s[out])
+            tot_sigma2s = total_sigma2s[out][non_nan_indices][:nout]
+
+            # Covariance Matrix
+            covMatrix_data = np.diag(tot_sigma2s)
+
+            for i, sample in enumerate(samples):
+
+                # Simulation run
+                y_m = model_outputs[out][i]
+
+                # Surrogate prediction
+                y_m_hat = OutputRS[out][i]
+
+                # CovMatrix with the surrogate error
+                covMatrix = np.eye(len(y_m)) * 1/(2*np.pi)
+
+                # Select the data points to compare
+                try:
+                    indices = self.selected_indices[out]
+                except:
+                    indices = list(range(nout))
+                covMatrix = np.diag(covMatrix[indices, indices])
+                covMatrix_data = np.diag(covMatrix_data[indices, indices])
+
+                # Compute likelilhood output vs data
+                logLik_data[i] += self._logpdf(
+                    y_m_hat[indices], data[indices],
+                    covMatrix_data
+                    )
+
+                # Compute likelilhood output vs surrogate
+                logLik_model[i] += self._logpdf(
+                    y_m_hat[indices], y_m[indices],
+                    covMatrix
+                    )
+
+        # Weight
+        logLik_data -= logBME
+        weights = np.mean(np.exp(logLik_model+logLik_data))
+
+        return np.log(weights)
 
     # -------------------------------------------------------------------------
     def _rejection_sampling(self):
@@ -1015,7 +1040,12 @@ class BayesInference:
             samples = np.hstack((samples, sigma2_prior))
 
         # Take the first column of Likelihoods (Observation data without noise)
-        likelihoods = np.exp(self.log_likes[:, 0], dtype=np.float128)
+        if self.just_analysis or self.bayes_loocv:
+            index = self.n_tot_measurement-1
+            likelihoods = np.exp(self.log_likes[:, index], dtype=np.float128)
+        else:
+            likelihoods = np.exp(self.log_likes[:, 0], dtype=np.float128)
+
         n_samples = len(likelihoods)
         norm_ikelihoods = likelihoods / np.max(likelihoods)
 
@@ -1354,7 +1384,8 @@ class BayesInference:
                 x_key = list(self.measured_data)[0]
 
                 # --- Read prior and posterior predictive ---
-                if self.inference_method == 'rejection':
+                if self.inference_method == 'rejection' and \
+                   self.name.lower() != 'valid':
                     #  --- Prior ---
                     # Load posterior predictive
                     f = h5py.File(
@@ -1438,9 +1469,9 @@ class BayesInference:
                     f = h5py.File(f"{out_dir}/postPredictive.hdf5", 'r+')
 
                     try:
-                        x_coords = np.array(f["x_values"])
-                    except:
                         x_coords = np.array(f[f"x_values/{out_name}"])
+                    except:
+                        x_coords = np.array(f["x_values"])
 
                     mu = np.mean(np.array(f[f"EDY/{out_name}"]), axis=0)
                     std = np.std(np.array(f[f"EDY/{out_name}"]), axis=0)
diff --git a/src/bayesvalidrox/bayes_inference/bayes_model_comparison.py b/src/bayesvalidrox/bayes_inference/bayes_model_comparison.py
new file mode 100644
index 0000000000000000000000000000000000000000..4d829f61a118b7544298e469272fc05f5d0f0b7f
--- /dev/null
+++ b/src/bayesvalidrox/bayes_inference/bayes_model_comparison.py
@@ -0,0 +1,658 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Created on Sat Aug 24 16:04:06 2019
+
+@author: farid
+"""
+import numpy as np
+import os
+from scipy import stats
+import seaborn as sns
+import matplotlib.patches as patches
+import matplotlib.colors as mcolors
+import matplotlib.pylab as plt
+from .bayes_inference import BayesInference
+
+# Load the mplstyle
+plt.style.use(os.path.join(os.path.split(__file__)[0],
+                           '../', 'bayesvalidrox.mplstyle'))
+
+
+class BayesModelComparison:
+    """
+    A class to perform Bayesian Analysis.
+
+
+    Attributes
+    ----------
+    justifiability : bool, optional
+        Whether to perform the justifiability analysis. The default is
+        `True`.
+    perturbed_data : array of shape (n_bootstrap_itrs, n_obs), optional
+        User defined perturbed data. The default is `None`.
+    n_bootstarp : int
+        Number of bootstrap iteration. The default is `1000`.
+    data_noise_level : float
+        A noise level to perturb the data set. The default is `0.01`.
+    just_n_meas : int
+        Number of measurements considered for visualization of the
+        justifiability results.
+
+    """
+
+    def __init__(self, justifiability=True, perturbed_data=None,
+                 n_bootstarp=1000, data_noise_level=0.01, just_n_meas=2):
+
+        self.justifiability = justifiability
+        self.perturbed_data = perturbed_data
+        self.n_bootstarp = n_bootstarp
+        self.data_noise_level = data_noise_level
+        self.just_n_meas = just_n_meas
+
+    # --------------------------------------------------------------------------
+    def create_model_comparison(self, model_dict, opts_dict):
+        """
+        Starts the two-stage model comparison.
+        Stage I: Compare models using Bayes factors.
+        Stage II: Compare models via justifiability analysis.
+
+        Parameters
+        ----------
+        model_dict : dict
+            A dictionary including the metamodels.
+        opts_dict : dict
+            A dictionary given the `BayesInference` options.
+
+            Example:
+
+                >>> opts_bootstrap = {
+                    "bootstrap": True,
+                    "n_samples": 10000,
+                    "Discrepancy": DiscrepancyOpts,
+                    "emulator": True,
+                    "plot_post_pred": True
+                    }
+
+        Returns
+        -------
+        output : dict
+            A dictionary containing the objects and the model weights for the
+            comparison using Bayes factors and justifiability analysis.
+
+        """
+
+        # Bayes factor
+        bayes_dict_bf, model_weights_dict_bf = self.compare_models(
+            model_dict, opts_dict
+            )
+
+        output = {
+            'Bayes objects BF': bayes_dict_bf,
+            'Model weights BF': model_weights_dict_bf
+            }
+
+        # Justifiability analysis
+        if self.justifiability:
+            bayes_dict_ja, model_weights_dict_ja = self.compare_models(
+                model_dict, opts_dict, justifiability=True
+                )
+
+            output['Bayes objects JA'] = bayes_dict_ja
+            output['Model weights JA'] = model_weights_dict_ja
+
+        return output
+
+    # --------------------------------------------------------------------------
+    def compare_models(self, model_dict, opts_dict, justifiability=False):
+        """
+        Passes the options to instantiates the BayesInference class for each
+        model and passes the options from `opts_dict`. Then, it starts the
+        computations.
+        It also creates a folder and saves the diagrams, e.g., Bayes factor
+        plot, confusion matrix, etc.
+
+        Parameters
+        ----------
+        model_dict : dict
+            A dictionary including the metamodels.
+        opts_dict : dict
+            A dictionary given the `BayesInference` options.
+        justifiability : bool, optional
+            Whether to perform the justifiability analysis. The default is
+            `False`.
+
+        Returns
+        -------
+        bayes_dict : dict
+            A dictionary with `BayesInference` objects.
+        model_weights_dict : dict
+            A dictionary containing the model weights.
+
+        """
+
+        if not isinstance(model_dict, dict):
+            raise Exception("To run model comparsion, you need to pass a "
+                            "dictionary of models.")
+
+        # Extract model names
+        self.model_names = [*model_dict]
+
+        # Compute total number of the measurement points
+        MetaModel = list(model_dict.items())[0][1]
+        MetaModel.ModelObj.read_observation()
+        self.n_meas = MetaModel.ModelObj.n_obs
+
+        # ----- Generate data -----
+        # Find n_bootstrap
+        if self.perturbed_data is None:
+            n_bootstarp = self.n_bootstarp
+        else:
+            n_bootstarp = self.perturbed_data.shape[0]
+
+        # Create dataset
+        justData = self.generate_dataset(
+            model_dict, justifiability, n_bootstarp=n_bootstarp)
+
+        # Run create Interface for each model
+        bayes_dict = {}
+        for model in model_dict.keys():
+            print("-"*20)
+            print("Bayesian inference of {}.\n".format(model))
+
+            BayesOpts = BayesInference(model_dict[model])
+
+            # Set BayesInference options
+            for key, value in opts_dict.items():
+                if key in BayesOpts.__dict__.keys():
+                    if key == "Discrepancy" and isinstance(value, dict):
+                        setattr(BayesOpts, key, value[model])
+                    else:
+                        setattr(BayesOpts, key, value)
+
+            # Pass justifiability data as perturbed data
+            BayesOpts.perturbed_data = justData
+            BayesOpts.just_analysis = justifiability
+
+            bayes_dict[model] = BayesOpts.create_inference()
+            print("-"*20)
+
+        # Compute model weights
+        BME_Dict = dict()
+        for modelName, bayesObj in bayes_dict.items():
+            BME_Dict[modelName] = np.exp(bayesObj.log_BME, dtype=np.float128)
+
+        # BME correction in BayesInference class
+        model_weights = self.cal_model_weight(
+            BME_Dict, justifiability, n_bootstarp=n_bootstarp)
+
+        # Plot model weights
+        if justifiability:
+            model_names = self.model_names
+            model_names.insert(0, 'Observation')
+
+            # Split the model weights and save in a dict
+            list_ModelWeights = np.split(
+                model_weights, model_weights.shape[1]/self.n_meas, axis=1)
+            model_weights_dict = {key: weights for key, weights in
+                                  zip(model_names, list_ModelWeights)}
+
+            self.plot_just_analysis(model_weights_dict)
+        else:
+            # Create box plot for model weights
+            self.plot_model_weights(model_weights, 'model_weights')
+
+            # Create kde plot for bayes factors
+            self.plot_bayes_factor(BME_Dict, 'kde_plot')
+
+            # Store model weights in a dict
+            model_weights_dict = {key: weights for key, weights in
+                                  zip(self.model_names, model_weights)}
+
+        return bayes_dict, model_weights_dict
+
+    # -------------------------------------------------------------------------
+    def generate_dataset(self, model_dict, justifiability=False,
+                         n_bootstarp=1):
+        """
+        Generates the perturbed data set for the Bayes factor calculations and
+        the data set for the justifiability analysis.
+
+        Parameters
+        ----------
+        model_dict : dict
+            A dictionary including the metamodels.
+        bool, optional
+            Whether to perform the justifiability analysis. The default is
+            `False`.
+        n_bootstarp : int, optional
+            Number of bootstrap iterations. The default is `1`.
+
+        Returns
+        -------
+        all_just_data: array
+            Created data set.
+
+        """
+        # Compute some variables
+        all_just_data = []
+        metaModel = list(model_dict.items())[0][1]
+        out_names = metaModel.ModelObj.Output.names
+
+        # Perturb observations for Bayes Factor
+        if self.perturbed_data is None:
+            self.perturbed_data = self.__perturb_data(
+                    metaModel.ModelObj.observations, out_names, n_bootstarp,
+                    noise_level=self.data_noise_level)
+
+        # Only for Bayes Factor
+        if not justifiability:
+            return self.perturbed_data
+
+        # Evaluate metamodel
+        runs = {}
+        for key, metaModel in model_dict.items():
+            y_hat, _ = metaModel.eval_metamodel(nsamples=n_bootstarp)
+            runs[key] = y_hat
+
+        # Generate data
+        for i in range(n_bootstarp):
+            y_data = self.perturbed_data[i].reshape(1, -1)
+            justData = np.tril(np.repeat(y_data, y_data.shape[1], axis=0))
+            # Use surrogate runs for data-generating process
+            for key, metaModel in model_dict.items():
+                model_data = np.array(
+                    [runs[key][out][i] for out in out_names]).reshape(y_data.shape)
+                justData = np.vstack((
+                    justData,
+                    np.tril(np.repeat(model_data, model_data.shape[1], axis=0))
+                    ))
+            # Save in a list
+            all_just_data.append(justData)
+
+        # Squeeze the array
+        all_just_data = np.array(all_just_data).transpose(1, 0, 2).reshape(
+            -1, np.array(all_just_data).shape[2]
+            )
+
+        return all_just_data
+
+    # -------------------------------------------------------------------------
+    def __perturb_data(self, data, output_names, n_bootstrap, noise_level):
+        """
+        Returns an array with n_bootstrap_itrs rowsof perturbed data.
+        The first row includes the original observation data.
+        If `self.bayes_loocv` is True, a 2d-array will be returned with
+        repeated rows and zero diagonal entries.
+
+        Parameters
+        ----------
+        data : pandas DataFrame
+            Observation data.
+        output_names : list
+            List of the output names.
+
+        Returns
+        -------
+        final_data : array
+            Perturbed data set.
+
+        """
+        obs_data = data[output_names].values
+        n_measurement, n_outs = obs_data.shape
+        n_tot_measurement = obs_data[~np.isnan(obs_data)].shape[0]
+        final_data = np.zeros(
+            (n_bootstrap, n_tot_measurement)
+            )
+        final_data[0] = obs_data.T[~np.isnan(obs_data.T)]
+        for itrIdx in range(1, n_bootstrap):
+            data = np.zeros((n_measurement, n_outs))
+            for idx in range(len(output_names)):
+                std = np.nanstd(obs_data[:, idx])
+                if std == 0:
+                    std = 0.001
+                noise = std * noise_level
+                data[:, idx] = np.add(
+                    obs_data[:, idx],
+                    np.random.normal(0, 1, obs_data.shape[0]) * noise,
+                )
+
+            final_data[itrIdx] = data.T[~np.isnan(data.T)]
+
+        return final_data
+
+    # -------------------------------------------------------------------------
+    def cal_model_weight(self, BME_Dict, justifiability=False, n_bootstarp=1):
+        """
+        Normalize the BME (Asumption: Model Prior weights are equal for models)
+
+        Parameters
+        ----------
+        BME_Dict : dict
+            A dictionary containing the BME values.
+
+        Returns
+        -------
+        model_weights : array
+            Model weights.
+
+        """
+        # Stack the BME values for all models
+        all_BME = np.vstack(list(BME_Dict.values()))
+
+        if justifiability:
+            # Compute expected log_BME for justifiabiliy analysis
+            all_BME = all_BME.reshape(
+                all_BME.shape[0], -1, n_bootstarp).mean(axis=2)
+
+        # Model weights
+        model_weights = np.divide(all_BME, np.nansum(all_BME, axis=0))
+
+        return model_weights
+
+    # -------------------------------------------------------------------------
+    def plot_just_analysis(self, model_weights_dict):
+        """
+        Visualizes the confusion matrix and the model wights for the
+        justifiability analysis.
+
+        Parameters
+        ----------
+        model_weights_dict : dict
+            Model weights.
+
+        Returns
+        -------
+        None.
+
+        """
+
+        directory = 'Outputs_Comparison/'
+        os.makedirs(directory, exist_ok=True)
+        Color = [*mcolors.TABLEAU_COLORS]
+        names = [*model_weights_dict]
+
+        model_names = [model.replace('_', '$-$') for model in self.model_names]
+        for name in names:
+            fig, ax = plt.subplots()
+            for i, model in enumerate(model_names[1:]):
+                plt.plot(list(range(1, self.n_meas+1)),
+                         model_weights_dict[name][i],
+                         color=Color[i], marker='o',
+                         ms=10, linewidth=2, label=model
+                         )
+
+            plt.title(f"Data generated by: {name.replace('_', '$-$')}")
+            plt.ylabel("Weights")
+            plt.xlabel("No. of measurement points")
+            ax.set_xticks(list(range(1, self.n_meas+1)))
+            plt.legend(loc="best")
+            fig.savefig(
+                f'{directory}modelWeights_{name}.svg', bbox_inches='tight'
+                )
+            plt.close()
+
+        # Confusion matrix for some measurement points
+        epsilon = 1 if self.just_n_meas != 1 else 0
+        for index in range(0, self.n_meas+epsilon, self.just_n_meas):
+            weights = np.array(
+                [model_weights_dict[key][:, index] for key in model_weights_dict]
+                )
+            g = sns.heatmap(
+                weights.T, annot=True, cmap='Blues', xticklabels=model_names,
+                yticklabels=model_names[1:], annot_kws={"size": 24}
+                )
+
+            # x axis on top
+            g.xaxis.tick_top()
+            g.xaxis.set_label_position('top')
+            g.set_xlabel(r"\textbf{Data generated by:}", labelpad=15)
+            g.set_ylabel(r"\textbf{Model weight for:}", labelpad=15)
+            g.figure.savefig(
+                f"{directory}confusionMatrix_ND_{index+1}.pdf",
+                bbox_inches='tight'
+                )
+            plt.close()
+
+    # -------------------------------------------------------------------------
+    def plot_model_weights(self, model_weights, plot_name):
+        """
+        Visualizes the model weights resulting from BMS via the observation
+        data.
+
+        Parameters
+        ----------
+        model_weights : array
+            Model weights.
+        plot_name : str
+            Plot name.
+
+        Returns
+        -------
+        None.
+
+        """
+        font_size = 40
+        # mkdir for plots
+        directory = 'Outputs_Comparison/'
+        os.makedirs(directory, exist_ok=True)
+
+        # Create figure
+        fig, ax = plt.subplots()
+
+        # Filter data using np.isnan
+        mask = ~np.isnan(model_weights.T)
+        filtered_data = [d[m] for d, m in zip(model_weights, mask.T)]
+
+        # Create the boxplot
+        bp = ax.boxplot(filtered_data, patch_artist=True, showfliers=False)
+
+        # change outline color, fill color and linewidth of the boxes
+        for box in bp['boxes']:
+            # change outline color
+            box.set(color='#7570b3', linewidth=4)
+            # change fill color
+            box.set(facecolor='#1b9e77')
+
+        # change color and linewidth of the whiskers
+        for whisker in bp['whiskers']:
+            whisker.set(color='#7570b3', linewidth=2)
+
+        # change color and linewidth of the caps
+        for cap in bp['caps']:
+            cap.set(color='#7570b3', linewidth=2)
+
+        # change color and linewidth of the medians
+        for median in bp['medians']:
+            median.set(color='#b2df8a', linewidth=2)
+
+        # change the style of fliers and their fill
+        # for flier in bp['fliers']:
+        #     flier.set(marker='o', color='#e7298a', alpha=0.75)
+
+        # Custom x-axis labels
+        model_names = [model.replace('_', '$-$') for model in self.model_names]
+        ax.set_xticklabels(model_names)
+
+        ax.set_ylabel('Weight', fontsize=font_size)
+
+        # Title
+        plt.title('Posterior Model Weights')
+
+        # Set y lim
+        ax.set_ylim((-0.05, 1.05))
+
+        # Set size of the ticks
+        for t in ax.get_xticklabels():
+            t.set_fontsize(font_size)
+        for t in ax.get_yticklabels():
+            t.set_fontsize(font_size)
+
+        # Save the figure
+        fig.savefig(
+            f'./{directory}{plot_name}.pdf', bbox_inches='tight'
+            )
+
+        plt.close()
+
+    # -------------------------------------------------------------------------
+    def plot_bayes_factor(self, BME_Dict, plot_name=''):
+        """
+        Plots the Bayes factor distibutions in a :math:`N_m \\times N_m`
+        matrix, where :math:`N_m` is the number of the models.
+
+        Parameters
+        ----------
+        BME_Dict : dict
+            A dictionary containing the BME values of the models.
+        plot_name : str, optional
+            Plot name. The default is ''.
+
+        Returns
+        -------
+        None.
+
+        """
+
+        font_size = 40
+
+        # mkdir for plots
+        directory = 'Outputs_Comparison/'
+        os.makedirs(directory, exist_ok=True)
+
+        Colors = ["blue", "green", "gray", "brown"]
+
+        model_names = list(BME_Dict.keys())
+        nModels = len(model_names)
+
+        # Plots
+        fig, axes = plt.subplots(
+            nrows=nModels, ncols=nModels, sharex=True, sharey=True
+            )
+
+        for i, key_i in enumerate(model_names):
+
+            for j, key_j in enumerate(model_names):
+                ax = axes[i, j]
+                # Set size of the ticks
+                for t in ax.get_xticklabels():
+                    t.set_fontsize(font_size)
+                for t in ax.get_yticklabels():
+                    t.set_fontsize(font_size)
+
+                if j != i:
+
+                    # Null hypothesis: key_j is the better model
+                    BayesFactor = np.log10(
+                        np.divide(BME_Dict[key_i], BME_Dict[key_j])
+                        )
+
+                    # sns.kdeplot(BayesFactor, ax=ax, color=Colors[i], shade=True)
+                    # sns.histplot(BayesFactor, ax=ax, stat="probability",
+                    #              kde=True, element='step',
+                    #              color=Colors[j])
+
+                    # taken from seaborn's source code (utils.py and
+                    # distributions.py)
+                    def seaborn_kde_support(data, bw, gridsize, cut, clip):
+                        if clip is None:
+                            clip = (-np.inf, np.inf)
+                        support_min = max(data.min() - bw * cut, clip[0])
+                        support_max = min(data.max() + bw * cut, clip[1])
+                        return np.linspace(support_min, support_max, gridsize)
+
+                    kde_estim = stats.gaussian_kde(
+                        BayesFactor, bw_method='scott'
+                        )
+
+                    # manual linearization of data
+                    # linearized = np.linspace(
+                    #     quotient.min(), quotient.max(), num=500)
+
+                    # or better: mimic seaborn's internal stuff
+                    bw = kde_estim.scotts_factor() * np.std(BayesFactor)
+                    linearized = seaborn_kde_support(
+                        BayesFactor, bw, 100, 3, None)
+
+                    # computes values of the estimated function on the
+                    # estimated linearized inputs
+                    Z = kde_estim.evaluate(linearized)
+
+                    # https://stackoverflow.com/questions/29661574/normalize-
+                    # numpy-array-columns-in-python
+                    def normalize(x):
+                        return (x - x.min(0)) / x.ptp(0)
+
+                    # normalize so it is between 0;1
+                    Z2 = normalize(Z)
+                    ax.plot(linearized, Z2, "-", color=Colors[i], linewidth=4)
+                    ax.fill_between(
+                        linearized, 0, Z2, color=Colors[i], alpha=0.25
+                        )
+
+                    # Draw BF significant levels according to Jeffreys 1961
+                    # Strong evidence for both models
+                    ax.axvline(
+                        x=np.log10(3), ymin=0, linewidth=4, color='dimgrey'
+                        )
+                    # Strong evidence for one model
+                    ax.axvline(
+                        x=np.log10(10), ymin=0, linewidth=4, color='orange'
+                        )
+                    # Decisive evidence for one model
+                    ax.axvline(
+                        x=np.log10(100), ymin=0, linewidth=4, color='r'
+                        )
+
+                    # legend
+                    BF_label = key_i.replace('_', '$-$') + \
+                        '/' + key_j.replace('_', '$-$')
+                    legend_elements = [
+                        patches.Patch(facecolor=Colors[i], edgecolor=Colors[i],
+                                      label=f'BF({BF_label})')
+                        ]
+                    ax.legend(
+                        loc='upper left', handles=legend_elements,
+                        fontsize=font_size-(nModels+1)*5
+                        )
+
+                elif j == i:
+                    # build a rectangle in axes coords
+                    left, width = 0, 1
+                    bottom, height = 0, 1
+
+                    # axes coordinates are 0,0 is bottom left and 1,1 is upper
+                    # right
+                    p = patches.Rectangle(
+                        (left, bottom), width, height, color='white',
+                        fill=True, transform=ax.transAxes, clip_on=False
+                        )
+                    ax.grid(False)
+                    ax.add_patch(p)
+                    # ax.text(0.5*(left+right), 0.5*(bottom+top), key_i,
+                    fsize = font_size+20 if nModels < 4 else font_size
+                    ax.text(0.5, 0.5, key_i.replace('_', '$-$'),
+                            horizontalalignment='center',
+                            verticalalignment='center',
+                            fontsize=fsize, color=Colors[i],
+                            transform=ax.transAxes)
+
+        # Defining custom 'ylim' values.
+        custom_ylim = (0, 1.05)
+
+        # Setting the values for all axes.
+        plt.setp(axes, ylim=custom_ylim)
+
+        # set labels
+        for i in range(nModels):
+            axes[-1, i].set_xlabel('log$_{10}$(BF)', fontsize=font_size)
+            axes[i, 0].set_ylabel('Probability', fontsize=font_size)
+
+        # Adjust subplots
+        plt.subplots_adjust(wspace=0.2, hspace=0.1)
+
+        plt.savefig(
+            f'./{directory}Bayes_Factor{plot_name}.pdf', bbox_inches='tight'
+            )
+
+        plt.close()
diff --git a/src/bayesvalidrox/bayes_inference/mcmc.py b/src/bayesvalidrox/bayes_inference/mcmc.py
index 8a7a44b8fadb327959ee9c4320bb7490617ffc9d..6b9ca94823fb7064baa2f0588d0f97fb4c9d1d44 100755
--- a/src/bayesvalidrox/bayes_inference/mcmc.py
+++ b/src/bayesvalidrox/bayes_inference/mcmc.py
@@ -569,28 +569,20 @@ class MCMC:
             mean_pred, std_pred = MetaModel.eval_metamodel(samples=theta)
         else:
             # Evaluate the origModel
-
-            # Prepare the function
             mean_pred, std_pred = dict(), dict()
-            output_names = Model.Output.names
 
-            try:
-                filename = Model.py_file
-                function = getattr(__import__(filename), filename)
+            model_outs, _ = Model.run_model_parallel(
+                theta, prevRun_No=self.counter,
+                key_str='_MCMC', mp=False, verbose=False)
 
-                # Run function for theta
-                model_outs = function(theta.reshape(1, -1))
-            except:
-                model_outs, _ = Model.run_model_parallel(
-                    theta[0], prevRun_No=self.counter,
-                    key_str='_MCMC', mp=False)
             # Save outputs in respective dicts
-            for varIdx, var in enumerate(output_names):
+            for varIdx, var in enumerate(Model.Output.names):
                 mean_pred[var] = model_outs[var]
                 std_pred[var] = np.zeros((mean_pred[var].shape))
 
             # Remove the folder
-            shutil.rmtree(f"{Model.Name}_MCMC_{self.counter+1}")
+            if Model.link_type.lower() != 'function':
+                shutil.rmtree(f"{Model.name}_MCMC_{self.counter+1}")
 
             # Add one to the counter
             self.counter += 1
diff --git a/src/bayesvalidrox/post_processing/adaptPlot.py b/src/bayesvalidrox/post_processing/adaptPlot.py
deleted file mode 100755
index c67bdeea9e9f8f2692e5732beb9bc38ac3eb05f7..0000000000000000000000000000000000000000
--- a/src/bayesvalidrox/post_processing/adaptPlot.py
+++ /dev/null
@@ -1,103 +0,0 @@
-#!/usr/bin/env python3
-# -*- coding: utf-8 -*-
-"""
-Created on Thu Aug 13 13:46:24 2020
-
-@author: farid
-"""
-
-import numpy as np
-import os
-from sklearn.metrics import mean_squared_error, r2_score
-from itertools import cycle
-from matplotlib.backends.backend_pdf import PdfPages
-import matplotlib.pyplot as plt
-plt.rcParams.update({'font.size': 24})
-plt.rc('figure', figsize = (24, 16))
-plt.rc('font', family='serif', serif='Arial')
-plt.rc('axes', grid = True)
-plt.rc('text', usetex=True)
-plt.rc('xtick', labelsize=24)
-plt.rc('ytick', labelsize=24)
-plt.rc('axes', labelsize=24)
-plt.rc('axes', linewidth=2)
-plt.rc('axes', grid=True)
-plt.rc('grid', linestyle="-")
-plt.rc('savefig', dpi=1000)
-
-def adaptPlot(PCEModel, Y_Val, Y_PC_Val, Y_PC_Val_std, x_values=[], plotED=False, SaveFig=True):
-    
-    NrofSamples = PCEModel.ExpDesign.n_new_samples
-    initNSamples = PCEModel.ExpDesign.n_init_samples
-    itrNr = 1 + (PCEModel.ExpDesign.X.shape[0] - initNSamples)//NrofSamples
-
-    oldEDY =  PCEModel.ExpDesign.Y
-    
-    if SaveFig:
-        newpath = (r'adaptivePlots')
-        if not os.path.exists(newpath): os.makedirs(newpath)
-        
-        # create a PdfPages object
-        pdf = PdfPages('./'+newpath+'/Model_vs_PCEModel'+'_itr_'+str(itrNr)+'.pdf')
-
-    # List of markers and colors
-    color = cycle((['b', 'g', 'r', 'y', 'k']))
-    marker = cycle(('x', 'd', '+', 'o', '*')) 
-    
-    OutNames = list(Y_Val.keys())
-    x_axis = 'Time [s]'
-    if len(OutNames) == 1: OutNames.insert(0, x_axis)
-    try:
-        x_values =  Y_Val[OutNames[0]]
-    except:
-        x_values =  x_values
-    
-    fig = plt.figure(figsize=(24, 16))
-    
-    # Plot the model vs PCE model
-    for keyIdx, key in enumerate(OutNames[1:]):
-
-        Y_PC_Val_ = Y_PC_Val[key]
-        Y_PC_Val_std_ = Y_PC_Val_std[key]
-        Y_Val_ = Y_Val[key]
-        old_EDY = oldEDY[key]
-        
-        for idx in range(NrofSamples):
-            Color = next(color)
-            Marker = next(marker)
-            
-            plt.plot(x_values, Y_Val_[idx,:], color=Color, marker=Marker, lw=2.0, label='$Y_{%s}^{M}$'%(idx+itrNr))
-            
-            plt.plot(x_values, Y_PC_Val_[idx,:], color=Color, marker=Marker, lw=2.0, linestyle='--', label='$Y_{%s}^{PCE}$'%(idx+itrNr))
-            plt.fill_between(x_values, Y_PC_Val_[idx,:]-1.96*Y_PC_Val_std_[idx,:], 
-                              Y_PC_Val_[idx,:]+1.96*Y_PC_Val_std_[idx,:], color=Color,alpha=0.15)
-            
-            if plotED:
-                for output in old_EDY:
-                    plt.plot(x_values, output, color='grey', alpha=0.1)
-            
-        # Calculate the RMSE
-        RMSE = mean_squared_error(Y_PC_Val_, Y_Val_, squared=False)
-        R2 = r2_score(Y_PC_Val_.reshape(-1,1), Y_Val_.reshape(-1,1))
-        
-        plt.ylabel(key)
-        plt.xlabel(x_axis)
-        plt.title(key)
-        
-        ax = fig.axes[0]
-        ax.legend(loc='best', frameon=True)
-        fig.canvas.draw()
-        ax.text(0.65, 0.85, 'RMSE = '+ str(round(RMSE, 3)) + '\n' + r'$R^2$ = '+ str(round(R2, 3)),
-                transform=ax.transAxes, color='black', bbox=dict(facecolor='none', edgecolor='black', 
-                                         boxstyle='round,pad=1'))
-        
-        plt.grid()
-        
-        if SaveFig:
-            # save the current figure
-            pdf.savefig(fig, bbox_inches='tight')
-            
-            # Destroy the current plot
-            plt.clf()
-        
-    pdf.close()
\ No newline at end of file
diff --git a/src/bayesvalidrox/post_processing/post_processing.py b/src/bayesvalidrox/post_processing/post_processing.py
index 63ead63fa397d1ce219978193887cccdccbdb96a..3c90b56ffaf1fd099f0971daff7cbe5947639d36 100644
--- a/src/bayesvalidrox/post_processing/post_processing.py
+++ b/src/bayesvalidrox/post_processing/post_processing.py
@@ -9,7 +9,6 @@ import pandas as pd
 import scipy.stats as stats
 from sklearn.linear_model import LinearRegression
 from sklearn.metrics import mean_squared_error, r2_score
-from statsmodels.graphics.gofplots import qqplot
 from matplotlib.backends.backend_pdf import PdfPages
 import matplotlib.pyplot as plt
 import matplotlib.ticker as ticker
@@ -73,7 +72,7 @@ class PostProcessing:
         x_values_orig = self.MetaModel.ExpDesign.x_values
 
         # Compute the moments with the PCEModel object
-        self._compute_pce_moments()
+        self.pce_means, self.pce_stds = self.compute_pce_moments()
 
         # Get the variables
         out_names = Model.Output.names
@@ -158,7 +157,8 @@ class PostProcessing:
         return self.pce_means, self.pce_stds
 
     # -------------------------------------------------------------------------
-    def valid_metamodel(self, n_samples=1, samples=None, x_axis='Time [s]'):
+    def valid_metamodel(self, n_samples=1, samples=None, model_out_dict=None,
+                        x_axis='Time [s]'):
         """
         Evaluates and plots the meta model and the PCEModel outputs for the
         given number of samples or the given samples.
@@ -169,6 +169,8 @@ class PostProcessing:
             Number of samples to be evaluated. The default is 1.
         samples : array of shape (n_samples, n_params), optional
             Samples to be evaluated. The default is None.
+        model_out_dict: dict
+            The model runs using the samples provided.
         x_axis : str, optional
             Label of x axis. The default is `'Time [s]'`.
 
@@ -189,7 +191,10 @@ class PostProcessing:
         # Extract x_values
         x_values = MetaModel.ExpDesign.x_values
 
-        self.model_out_dict = self._eval_model(samples, key_str='valid')
+        if model_out_dict is not None:
+            self.model_out_dict = model_out_dict
+        else:
+            self.model_out_dict = self._eval_model(samples, key_str='valid')
         self.pce_out_mean, self.pce_out_std = MetaModel.eval_metamodel(samples)
 
         try:
@@ -278,7 +283,7 @@ class PostProcessing:
         self.MetaModel.rmse = self.rmse
         self.MetaModel.valid_error = self.valid_error
 
-        return self.rmse, self.valid_error
+        return
 
     # -------------------------------------------------------------------------
     def plot_seq_design_diagnostics(self, ref_BME_KLD=None, save_fig=True):
@@ -334,14 +339,14 @@ class PostProcessing:
                 # Extract the values from dict
                 sorted_seq_opt = {}
                 # Number of replications
-                n_reps = PCEModel.ExpDesign.nReprications
+                n_reps = PCEModel.ExpDesign.n_replication
 
                 # Get the list of utility function names
                 # Handle if only one UtilityFunction is provided
-                if not isinstance(PCEModel.ExpDesign.UtilityFunction, list):
-                    util_funcs = [PCEModel.ExpDesign.UtilityFunction]
+                if not isinstance(PCEModel.ExpDesign.util_func, list):
+                    util_funcs = [PCEModel.ExpDesign.util_func]
                 else:
-                    util_funcs = PCEModel.ExpDesign.UtilityFunction
+                    util_funcs = PCEModel.ExpDesign.util_func
 
                 for util in util_funcs:
                     sortedSeq = {}
@@ -393,12 +398,12 @@ class PostProcessing:
                         if ref_BME_KLD is not None:
                             if plot == 'BME':
                                 refValue = ref_BME_KLD[0]
-                                plot_label = r'$BME/BME^{Ref.}$'
+                                plot_label = r'BME/BME$^{Ref.}$'
                             if plot == 'KLD':
                                 refValue = ref_BME_KLD[1]
-                                plot_label = '$D_{KL}[p(\theta|y_*),p(\theta)]'\
-                                    ' / D_{KL}^{Ref.}[p(\theta|y_*), '\
-                                    'p(\theta)]$'
+                                plot_label = '$D_{KL}[p(\\theta|y_*),p(\\theta)]'\
+                                    ' / D_{KL}^{Ref.}[p(\\theta|y_*), '\
+                                    'p(\\theta)]$'
 
                             # Difference between BME/KLD and the ref. values
                             all_errors = np.divide(all_errors,
@@ -442,7 +447,8 @@ class PostProcessing:
                     # Destroy the current plot
                     plt.clf()
                     # Save arrays into files
-                    f = open(f'./{newpath}/Seq{plot}.txt', 'w')
+                    plot_name = plot.replace(' ', '_')
+                    f = open(f'./{newpath}/seq_{plot_name}.txt', 'w')
                     f.write(str(sorted_seq_opt))
                     f.close()
             else:
@@ -461,12 +467,12 @@ class PostProcessing:
                         if ref_BME_KLD is not None:
                             if plot == 'BME':
                                 refValue = ref_BME_KLD[0]
-                                plot_label = r'$BME/BME^{Ref.}$'
+                                plot_label = r'BME/BME$^{Ref.}$'
                             if plot == 'KLD':
                                 refValue = ref_BME_KLD[1]
-                                plot_label = '$D_{KL}[p(\theta|y_*),p(\theta)]'\
-                                    ' / D_{KL}^{Ref.}[p(\theta|y_*), '\
-                                    'p(\theta)]$'
+                                plot_label = '$D_{KL}[p(\\theta|y_*),p(\\theta)]'\
+                                    ' / D_{KL}^{Ref.}[p(\\theta|y_*), '\
+                                    'p(\\theta)]$'
 
                             # Difference between BME/KLD and the ref. values
                             values = np.divide(seq_values,
@@ -497,13 +503,9 @@ class PostProcessing:
                         seq_values = np.nan_to_num(seq_values)
 
                         # Plot the error evolution for each output
-                        for i in range(seq_values.shape[1]):
-                            plt.semilogy(x_idx, seq_values[:, i], ls='--',
-                                         lw=2, marker=markers[idx],
-                                         color=colors[idx], alpha=0.15)
-
-                        plt.semilogy(x_idx, seq_values, marker=markers[idx],
-                                     ls='--', lw=2, color=colors[idx],
+                        plt.semilogy(x_idx, seq_values.mean(axis=1),
+                                     marker=markers[idx], ls='--', lw=2,
+                                     color=colors[idx],
                                      label=name.split("_rep", 1)[0])
 
                 # Set the major and minor locators
@@ -528,7 +530,8 @@ class PostProcessing:
                     plt.clf()
 
                     # ---------------- Saving arrays into files ---------------
-                    np.save(f'./{newpath}/Seq{plot}.npy', seq_values)
+                    plot_name = plot.replace(' ', '_')
+                    np.save(f'./{newpath}/seq_{plot_name}.npy', seq_values)
 
         # Close the pdf
         pdf.close()
@@ -575,173 +578,204 @@ class PostProcessing:
         coeffs_dict = PCEModel.coeffs_dict
         n_params = PCEModel.n_params
         max_order = np.max(PCEModel.pce_deg)
-        self.sobol_cell = {}
-        self.total_sobol = {}
+        sobol_cell_b = {}
+        total_sobol_b = {}
+        cov_Z_p_q = np.zeros((n_params))
 
-        for Output in PCEModel.ModelObj.Output.names:
+        for b_i in range(PCEModel.n_bootstrap_itrs):
 
-            n_meas_points = len(coeffs_dict[Output])
+            sobol_cell_, total_sobol_ = {}, {}
 
-            # Initialize the (cell) array containing the (total) Sobol indices.
-            sobol_array = dict.fromkeys(range(1, max_order+1), [])
-            sobol_cell_array = dict.fromkeys(range(1, max_order+1), [])
+            for output in PCEModel.ModelObj.Output.names:
 
-            for i_order in range(1, max_order+1):
-                n_comb = math.comb(n_params, i_order)
+                n_meas_points = len(coeffs_dict[f'b_{b_i+1}'][output])
 
-                sobol_cell_array[i_order] = np.zeros((n_comb, n_meas_points))
+                # Initialize the (cell) array containing the (total) Sobol indices.
+                sobol_array = dict.fromkeys(range(1, max_order+1), [])
+                sobol_cell_array = dict.fromkeys(range(1, max_order+1), [])
 
-            total_sobol_array = np.zeros((n_params, n_meas_points))
+                for i_order in range(1, max_order+1):
+                    n_comb = math.comb(n_params, i_order)
 
-            # Initialize the cell to store the names of the variables
-            TotalVariance = np.zeros((n_meas_points))
+                    sobol_cell_array[i_order] = np.zeros((n_comb, n_meas_points))
 
-            # Loop over all measurement points and calculate sobol indices
-            for pIdx in range(n_meas_points):
+                total_sobol_array = np.zeros((n_params, n_meas_points))
 
-                # Extract the basis indices (alpha) and coefficients
-                Basis = basis_dict[Output][f'y_{pIdx+1}']
+                # Initialize the cell to store the names of the variables
+                TotalVariance = np.zeros((n_meas_points))
+                # Loop over all measurement points and calculate sobol indices
+                for pIdx in range(n_meas_points):
 
-                try:
-                    clf_poly = PCEModel.clf_poly[Output][f'y_{pIdx+1}']
-                    PCECoeffs = clf_poly.coef_
-                except:
-                    PCECoeffs = coeffs_dict[Output][f'y_{pIdx+1}']
+                    # Extract the basis indices (alpha) and coefficients
+                    Basis = basis_dict[f'b_{b_i+1}'][output][f'y_{pIdx+1}']
 
-                # Compute total variance
-                TotalVariance[pIdx] = np.sum(np.square(PCECoeffs[1:]))
+                    try:
+                        clf_poly = PCEModel.clf_poly[f'b_{b_i+1}'][output][f'y_{pIdx+1}']
+                        PCECoeffs = clf_poly.coef_
+                    except:
+                        PCECoeffs = coeffs_dict[f'b_{b_i+1}'][output][f'y_{pIdx+1}']
 
-                nzidx = np.where(PCECoeffs != 0)[0]
-                # Set all the Sobol indices equal to zero in the presence of a
-                # null output.
-                if len(nzidx) == 0:
-                    # This is buggy.
-                    for i_order in range(1, max_order+1):
-                        sobol_cell_array[i_order][:, pIdx] = 0
+                    # Compute total variance
+                    TotalVariance[pIdx] = np.sum(np.square(PCECoeffs[1:]))
 
-                # Otherwise compute them by summing well-chosen coefficients
-                else:
-                    nz_basis = Basis[nzidx]
-                    for i_order in range(1, max_order+1):
-                        idx = np.where(np.sum(nz_basis > 0, axis=1) == i_order)
-                        subbasis = nz_basis[idx]
-                        Z = np.array(list(combinations(range(n_params), i_order)))
+                    nzidx = np.where(PCECoeffs != 0)[0]
+                    # Set all the Sobol indices equal to zero in the presence of a
+                    # null output.
+                    if len(nzidx) == 0:
+                        # This is buggy.
+                        for i_order in range(1, max_order+1):
+                            sobol_cell_array[i_order][:, pIdx] = 0
+
+                    # Otherwise compute them by summing well-chosen coefficients
+                    else:
+                        nz_basis = Basis[nzidx]
+                        for i_order in range(1, max_order+1):
+                            idx = np.where(np.sum(nz_basis > 0, axis=1) == i_order)
+                            subbasis = nz_basis[idx]
+                            Z = np.array(list(combinations(range(n_params), i_order)))
+
+                            for q in range(Z.shape[0]):
+                                Zq = Z[q]
+                                subsubbasis = subbasis[:, Zq]
+                                subidx = np.prod(subsubbasis, axis=1) > 0
+                                sum_ind = nzidx[idx[0][subidx]]
+                                if TotalVariance[pIdx] == 0.0:
+                                    sobol_cell_array[i_order][q, pIdx] = 0.0
+                                else:
+                                    sobol = np.sum(np.square(PCECoeffs[sum_ind]))
+                                    sobol /= TotalVariance[pIdx]
+                                    sobol_cell_array[i_order][q, pIdx] = sobol
+
+                        # Compute the TOTAL Sobol indices.
+                        for ParIdx in range(n_params):
+                            idx = nz_basis[:, ParIdx] > 0
+                            sum_ind = nzidx[idx]
 
-                        for q in range(Z.shape[0]):
-                            Zq = Z[q]
-                            subsubbasis = subbasis[:, Zq]
-                            subidx = np.prod(subsubbasis, axis=1) > 0
-                            sum_ind = nzidx[idx[0][subidx]]
                             if TotalVariance[pIdx] == 0.0:
-                                sobol_cell_array[i_order][q, pIdx] = 0.0
+                                total_sobol_array[ParIdx, pIdx] = 0.0
                             else:
                                 sobol = np.sum(np.square(PCECoeffs[sum_ind]))
                                 sobol /= TotalVariance[pIdx]
-                                sobol_cell_array[i_order][q, pIdx] = sobol
-
-                    # Compute the TOTAL Sobol indices.
-                    for ParIdx in range(n_params):
-                        idx = nz_basis[:, ParIdx] > 0
-                        sum_ind = nzidx[idx]
+                                total_sobol_array[ParIdx, pIdx] = sobol
+
+                    # ----- if PCA selected: Compute covariance -----
+                    if PCEModel.dim_red_method.lower() == 'pca':
+                        # Extract the basis indices (alpha) and coefficients for
+                        # next component
+                        if pIdx < n_meas_points-1:
+                            nextBasis = basis_dict[f'b_{b_i+1}'][output][f'y_{pIdx+2}']
+                            if PCEModel.bootstrap_method != 'fast' or b_i == 0:
+                                clf_poly = PCEModel.clf_poly[f'b_{b_i+1}'][output][f'y_{pIdx+2}']
+                                nextPCECoeffs = clf_poly.coef_
+                            else:
+                                nextPCECoeffs = coeffs_dict[f'b_{b_i+1}'][output][f'y_{pIdx+2}']
+
+                            # Choose the common non-zero basis
+                            mask = (Basis[:, None] == nextBasis).all(-1).any(-1)
+                            n_mask = (nextBasis[:, None] == Basis).all(-1).any(-1)
+
+                            # Compute the covariance in Eq 17.
+                            for ParIdx in range(n_params):
+                                idx = (mask) & (Basis[:, ParIdx] > 0)
+                                n_idx = (n_mask) & (nextBasis[:, ParIdx] > 0)
+                                try:
+                                    cov_Z_p_q[ParIdx] += np.sum(np.dot(
+                                        PCECoeffs[idx], nextPCECoeffs[n_idx])
+                                        )
+                                except:
+                                    pass
+
+                # Compute the sobol indices according to Ref. 2
+                if PCEModel.dim_red_method.lower() == 'pca':
+                    n_c_points = PCEModel.ExpDesign.Y[output].shape[1]
+                    PCA = PCEModel.pca[f'b_{b_i+1}'][output]
+                    compPCA = PCA.components_
+                    nComp = compPCA.shape[0]
+                    var_Z_p = PCA.explained_variance_
 
-                        if TotalVariance[pIdx] == 0.0:
-                            total_sobol_array[ParIdx, pIdx] = 0.0
-                        else:
-                            sobol = np.sum(np.square(PCECoeffs[sum_ind]))
-                            sobol /= TotalVariance[pIdx]
-                            total_sobol_array[ParIdx, pIdx] = sobol
+                    # Extract the sobol index of the components
+                    for i_order in range(1, max_order+1):
+                        n_comb = math.comb(n_params, i_order)
+                        sobol_array[i_order] = np.zeros((n_comb, n_c_points))
+                        Z = np.array(list(combinations(range(n_params), i_order)))
 
-                # ----- if PCA selected: Compute covariance -----
-                if PCEModel.dim_red_method.lower() == 'pca':
-                    cov_Z_p_q = np.zeros((n_params))
-                    # Extract the basis indices (alpha) and coefficients for
-                    # next component
-                    if pIdx < n_meas_points-1:
-                        nextBasis = basis_dict[Output][f'y_{pIdx+2}']
-
-                        try:
-                            clf_poly = PCEModel.clf_poly[Output][f'y_{pIdx+2}']
-                            nextPCECoeffs = clf_poly.coef_
-                        except:
-                            nextPCECoeffs = coeffs_dict[Output][f'y_{pIdx+2}']
-
-                        # Choose the common non-zero basis
-                        mask = (Basis[:, None] == nextBasis).all(-1).any(-1)
-                        similar_basis = Basis[mask]
-                        # Compute the TOTAL Sobol indices.
-                        for ParIdx in range(n_params):
-                            idx = similar_basis[:, ParIdx] > 0
-                            try:
-                                sum_is = nzidx[idx]
-                                cov_Z_p_q[ParIdx] = np.sum(PCECoeffs[sum_ind] *
-                                                           nextPCECoeffs[sum_is])
-                            except:
-                                cov_Z_p_q[ParIdx] = 0.0
-
-            # Compute the sobol indices according to Ref. 2
-            if PCEModel.dim_red_method.lower() == 'pca':
-                n_c_points = PCEModel.ExpDesign.Y[Output].shape[1]
-                PCA = PCEModel.pca[Output]
-                compPCA = PCA.components_
-                nComp = compPCA.shape[0]
-                var_Z_p = PCA.explained_variance_
-
-                # Extract the sobol index of the components
-                for i_order in range(1, max_order+1):
-                    n_comb = math.comb(n_params, i_order)
-                    sobol_array[i_order] = np.zeros((n_comb, n_c_points))
-                    Z = np.array(list(combinations(range(n_params), i_order)))
+                        # Loop over parameters
+                        for q in range(Z.shape[0]):
+                            S_Z_i = sobol_cell_array[i_order][q]
+
+                            for tIdx in range(n_c_points):
+                                var_Y_t = np.var(
+                                    PCEModel.ExpDesign.Y[output][:, tIdx])
+                                if var_Y_t == 0.0:
+                                    term1, term2 = 0.0, 0.0
+                                else:
+                                    # Eq. 17
+                                    term1 = 0.0
+                                    for i in range(nComp):
+                                        a = S_Z_i[i] * var_Z_p[i]
+                                        a *= compPCA[i, tIdx]**2
+                                        term1 += a
+
+                                    # TODO: Term 2
+                                    # term2 = 0.0
+                                    # for i in range(nComp-1):
+                                    #     term2 += cov_Z_p_q[q] * compPCA[i, tIdx]
+                                    #     term2 *= compPCA[i+1, tIdx]
+                                    # term2 *= 2
+
+                                sobol_array[i_order][q, tIdx] = term1 #+ term2
+
+                                # Devide over total output variance Eq. 18
+                                sobol_array[i_order][q, tIdx] /= var_Y_t
 
-                    for q in range(Z.shape[0]):
-                        S_Z_i = sobol_cell_array[i_order][q]
+                    # Compute the TOTAL Sobol indices.
+                    total_sobol = np.zeros((n_params, n_c_points))
+                    for ParIdx in range(n_params):
+                        S_Z_i = total_sobol_array[ParIdx]
 
                         for tIdx in range(n_c_points):
-                            var_Y_t = np.var(PCEModel.ExpDesign.Y[Output][:, tIdx])
+                            var_Y_t = np.var(PCEModel.ExpDesign.Y[output][:, tIdx])
                             if var_Y_t == 0.0:
                                 term1, term2 = 0.0, 0.0
                             else:
-                                term1 = np.sum([S_Z_i[i]*(var_Z_p[i]*(compPCA[i, tIdx]**2)/var_Y_t) for i in range(nComp)])
+                                term1 = 0
+                                for i in range(nComp):
+                                    term1 += S_Z_i[i] * var_Z_p[i] * \
+                                        (compPCA[i, tIdx]**2)
 
                                 # Term 2
-                                # cov_Z_p_q = np.ones((nComp))# TODO: from coeffs
-                                Phi_t_p = compPCA[:nComp-1]
-                                Phi_t_q = compPCA
-                                term2 = 2 * np.sum([cov_Z_p_q[ParIdx] * Phi_t_p[i,tIdx] * Phi_t_q[i,tIdx]/var_Y_t for i in range(nComp-1)])
-
-                            sobol_array[i_order][q, tIdx] = term1 #+ term2
-
-                # Compute the TOTAL Sobol indices.
-                total_sobol = np.zeros((n_params, n_c_points))
-                for ParIdx in range(n_params):
-                    S_Z_i = total_sobol_array[ParIdx]
-
-                    for tIdx in range(n_c_points):
-                        var_Y_t = np.var(PCEModel.ExpDesign.Y[Output][:, tIdx])
-                        if var_Y_t == 0.0:
-                            term1, term2 = 0.0, 0.0
-                        else:
-                            term1 = 0
-                            for i in range(nComp):
-                                term1 += S_Z_i[i] * var_Z_p[i] * \
-                                    (compPCA[i, tIdx]**2) / var_Y_t
-
-                            # Term 2
-                            # cov_Z_p_q = np.ones((nComp))# TODO: from coeffs
-                            Phi_t_p = compPCA[:nComp-1]
-                            Phi_t_q = compPCA
-                            term2 = 0
-                            for i in range(nComp-1):
-                                term2 += cov_Z_p_q[ParIdx] * Phi_t_p[i, tIdx] \
-                                    * Phi_t_q[i, tIdx] / var_Y_t
-                            term2 *= 2
-
-                        total_sobol[ParIdx, tIdx] = term1 + term2
-
-                self.sobol_cell[Output] = sobol_array
-                self.total_sobol[Output] = total_sobol
-            else:
-                self.sobol_cell[Output] = sobol_cell_array
-                self.total_sobol[Output] = total_sobol_array
+                                term2 = 0
+                                for i in range(nComp-1):
+                                    term2 += cov_Z_p_q[ParIdx] * compPCA[i, tIdx] \
+                                        * compPCA[i+1, tIdx]
+                                term2 *= 2
+
+                            total_sobol[ParIdx, tIdx] = term1 #+ term2
+
+                            # Devide over total output variance Eq. 18
+                            total_sobol[ParIdx, tIdx] /= var_Y_t
+
+                    sobol_cell_[output] = sobol_array
+                    total_sobol_[output] = total_sobol
+                else:
+                    sobol_cell_[output] = sobol_cell_array
+                    total_sobol_[output] = total_sobol_array
+
+            # Save for each bootsrtap iteration
+            sobol_cell_b[b_i] = sobol_cell_
+            total_sobol_b[b_i] = total_sobol_
+
+        # Average total sobol indices
+        total_sobol_all = {}
+        for i in sorted(total_sobol_b):
+            for k, v in total_sobol_b[i].items():
+                if k not in total_sobol_all:
+                    total_sobol_all[k] = [None] * len(total_sobol_b)
+                total_sobol_all[k][i] = v
+
+        self.total_sobol = {}
+        for output in PCEModel.ModelObj.Output.names:
+            self.total_sobol[output] = np.mean(total_sobol_all[output], axis=0)
 
         # ---------------- Plot -----------------------
         par_names = PCEModel.ExpDesign.par_names
@@ -761,14 +795,18 @@ class PostProcessing:
 
             fig = plt.figure()
 
-            for outIdx, Output in enumerate(PCEModel.ModelObj.Output.names):
+            for outIdx, output in enumerate(PCEModel.ModelObj.Output.names):
 
                 # Extract total Sobol indices
-                total_sobol = self.total_sobol[Output]
+                total_sobol = self.total_sobol[output]
+
+                # Compute quantiles
+                q_5 = np.quantile(total_sobol_all[output], q=0.05, axis=0)
+                q_97_5 = np.quantile(total_sobol_all[output], q=0.975, axis=0)
 
                 # Extract a list of x values
                 if type(x_values_orig) is dict:
-                    x = x_values_orig[Output]
+                    x = x_values_orig[output]
                 else:
                     x = x_values_orig
 
@@ -780,24 +818,25 @@ class PostProcessing:
 
                     df = pd.DataFrame({**dict1, **dict2})
                     df.plot(x=xlabel, y=par_names, kind="bar", ax=ax, rot=0,
-                            colormap='Dark2')
+                            colormap='Dark2', yerr=q_97_5-q_5)
                     ax.set_ylabel('Total Sobol indices, $S^T$')
 
                 else:
                     for i, sobolIndices in enumerate(total_sobol):
                         plt.plot(x, sobolIndices, label=par_names[i],
                                  marker='x', lw=2.5)
+                        plt.fill_between(x, q_5[i], q_97_5[i], alpha=0.15)
 
                     plt.ylabel('Total Sobol indices, $S^T$')
                     plt.xlabel(xlabel)
 
-                plt.title(f'Sensitivity analysis of {Output}')
+                plt.title(f'Sensitivity analysis of {output}')
                 if plot_type != 'bar':
                     plt.legend(loc='best', frameon=True)
 
                 # Save indices
                 np.savetxt(f'./{newpath}{name}totalsobol_' +
-                           Output.replace('/', '_') + '.csv',
+                           output.replace('/', '_') + '.csv',
                            total_sobol.T, delimiter=',',
                            header=','.join(par_names), comments='')
 
@@ -810,7 +849,7 @@ class PostProcessing:
 
             pdf.close()
 
-        return self.sobol_cell, self.total_sobol
+        return self.total_sobol
 
     # -------------------------------------------------------------------------
     def check_reg_quality(self, n_samples=1000, samples=None, save_fig=True):
@@ -856,32 +895,34 @@ class PostProcessing:
 
             y_pce_val_ = y_pce_val[key]
             y_val_ = y_val[key]
+            residuals = y_val_ - y_pce_val_
 
             # ------ Residuals vs. predicting variables ------
             # Check the assumptions of linearity and independence
             fig1 = plt.figure()
-            plt.title(key+": Residuals vs. Predicting variables")
-            residuals = y_val_ - y_pce_val_
-            plt.scatter(x=y_val_, y=residuals, color='blue', edgecolor='k')
-            plt.grid(True)
-            xmin, xmax = min(y_val_), max(y_val_)
-            plt.hlines(y=0, xmin=xmin*0.9, xmax=xmax*1.1, color='red', lw=3,
-                       linestyle='--')
-            plt.xlabel(key)
-            plt.ylabel('Residuals')
-            plt.show()
+            for i, par in enumerate(MetaModel.ExpDesign.par_names):
+                plt.title(f"{key}: Residuals vs. {par}")
+                plt.scatter(
+                    x=samples[:, i], y=residuals, color='blue', edgecolor='k')
+                plt.grid(True)
+                xmin, xmax = min(samples[:, i]), max(samples[:, i])
+                plt.hlines(y=0, xmin=xmin*0.9, xmax=xmax*1.1, color='red',
+                           lw=3, linestyle='--')
+                plt.xlabel(par)
+                plt.ylabel('Residuals')
+                plt.show()
 
-            if save_fig:
-                # save the current figure
-                fig1.savefig(f'./{newpath}/Residuals_vs_PredVariables.pdf',
-                             bbox_inches='tight')
-                # Destroy the current plot
-                plt.clf()
+                if save_fig:
+                    # save the current figure
+                    fig1.savefig(f'./{newpath}/Residuals_vs_Par_{i+1}.pdf',
+                                 bbox_inches='tight')
+                    # Destroy the current plot
+                    plt.clf()
 
             # ------ Fitted vs. residuals ------
             # Check the assumptions of linearity and independence
             fig2 = plt.figure()
-            plt.title(key+": Residuals vs. predicting variables")
+            plt.title(f"{key}: Residuals vs. fitted values")
             plt.scatter(x=y_pce_val_, y=residuals, color='blue', edgecolor='k')
             plt.grid(True)
             xmin, xmax = min(y_val_), max(y_val_)
@@ -929,19 +970,19 @@ class PostProcessing:
 
             # ------ Q-Q plot of the normalized residuals ------
             plt.figure()
-            fig4 = qqplot(resid_pearson, line='45', fit='True')
+            stats.probplot(residuals[:, 0], plot=plt)
             plt.xticks()
             plt.yticks()
             plt.xlabel("Theoretical quantiles")
             plt.ylabel("Sample quantiles")
-            plt.title(key+": Q-Q plot of normalized residuals")
+            plt.title(f"{key}: Q-Q plot of normalized residuals")
             plt.grid(True)
             plt.show()
 
             if save_fig:
                 # save the current figure
-                fig4.savefig(f'./{newpath}/QQPlot_NormResiduals.pdf',
-                             bbox_inches='tight')
+                plt.savefig(f'./{newpath}/QQPlot_NormResiduals.pdf',
+                            bbox_inches='tight')
                 # Destroy the current plot
                 plt.clf()
 
@@ -1041,58 +1082,93 @@ class PostProcessing:
         return
 
     # -------------------------------------------------------------------------
-    def _compute_pce_moments(self):
+    def compute_pce_moments(self):
         """
         Computes the first two moments using the PCE-based meta-model.
 
         Returns
         -------
-        None.
+        pce_means: dict
+            The first moments (mean) of outpust.
+        pce_means: dict
+            The first moments (mean) of outpust.
 
         """
 
         MetaModel = self.MetaModel
-        self.pce_means = {}
-        self.pce_stds = {}
-
-        for Outkey, ValuesDict in MetaModel.coeffs_dict.items():
-
-            pce_mean = np.zeros((len(ValuesDict)))
-            pce_var = np.zeros((len(ValuesDict)))
-
-            for Inkey, InIdxValues in ValuesDict.items():
-                idx = int(Inkey.split('_')[1]) - 1
-                coeffs = MetaModel.coeffs_dict[Outkey][Inkey]
-
-                # Mean = c_0
-                if coeffs[0] != 0:
-                    pce_mean[idx] = coeffs[0]
+        outputs = MetaModel.ModelObj.Output.names
+        pce_means_b = {}
+        pce_stds_b = {}
+
+        # Loop over bootstrap iterations
+        for b_i in range(MetaModel.n_bootstrap_itrs):
+            # Loop over the metamodels
+            coeffs_dicts = MetaModel.coeffs_dict[f'b_{b_i+1}'].items()
+            means = {}
+            stds = {}
+            for output, coef_dict in coeffs_dicts:
+
+                pce_mean = np.zeros((len(coef_dict)))
+                pce_var = np.zeros((len(coef_dict)))
+
+                for index, values in coef_dict.items():
+                    idx = int(index.split('_')[1]) - 1
+                    coeffs = MetaModel.coeffs_dict[f'b_{b_i+1}'][output][index]
+
+                    # Mean = c_0
+                    if coeffs[0] != 0:
+                        pce_mean[idx] = coeffs[0]
+                    else:
+                        clf_poly = MetaModel.clf_poly[f'b_{b_i+1}'][output]
+                        pce_mean[idx] = clf_poly[index].intercept_
+                    # Var = sum(coeffs[1:]**2)
+                    pce_var[idx] = np.sum(np.square(coeffs[1:]))
+
+                # Save predictions for each output
+                if MetaModel.dim_red_method.lower() == 'pca':
+                    PCA = MetaModel.pca[f'b_{b_i+1}'][output]
+                    means[output] = PCA.inverse_transform(pce_mean)
+                    stds[output] = np.sqrt(np.dot(pce_var,
+                                                  PCA.components_**2))
                 else:
-                    pce_mean[idx] = MetaModel.clf_poly[Outkey][Inkey].intercept_
-
-                # Var = sum(coeffs[1:]**2)
-                pce_var[idx] = np.sum(np.square(coeffs[1:]))
-
-            # Back transformation if PCA is selected.
-            if MetaModel.dim_red_method.lower() == 'pca':
-                PCA = MetaModel.pca[Outkey]
-                self.pce_means[Outkey] = PCA.mean_
-                self.pce_means[Outkey] += np.dot(pce_mean, PCA.components_)
-                self.pce_stds[Outkey] = np.sqrt(np.dot(pce_var,
-                                                       PCA.components_**2))
-            else:
-                self.pce_means[Outkey] = pce_mean
-                self.pce_stds[Outkey] = np.sqrt(pce_var)
+                    means[output] = pce_mean
+                    stds[output] = np.sqrt(pce_var)
+
+            # Save predictions for each bootstrap iteration
+            pce_means_b[b_i] = means
+            pce_stds_b[b_i] = stds
+
+        # Change the order of nesting
+        mean_all = {}
+        for i in sorted(pce_means_b):
+            for k, v in pce_means_b[i].items():
+                if k not in mean_all:
+                    mean_all[k] = [None] * len(pce_means_b)
+                mean_all[k][i] = v
+        std_all = {}
+        for i in sorted(pce_stds_b):
+            for k, v in pce_stds_b[i].items():
+                if k not in std_all:
+                    std_all[k] = [None] * len(pce_stds_b)
+                std_all[k][i] = v
+
+        # Back transformation if PCA is selected.
+        pce_means, pce_stds = {}, {}
+        for output in outputs:
+            pce_means[output] = np.mean(mean_all[output], axis=0)
+            pce_stds[output] = np.mean(std_all[output], axis=0)
 
             # Print a report table
-            print("\n>>>>> Moments of {} <<<<<".format(Outkey))
+            print("\n>>>>> Moments of {} <<<<<".format(output))
             print("\nIndex  |  Mean   |  Std. deviation")
             print('-'*35)
             print('\n'.join(f'{i+1}  |  {k:.3e}  |  {j:.3e}' for i, (k, j)
-                            in enumerate(zip(self.pce_means[Outkey],
-                                             self.pce_stds[Outkey]))))
+                            in enumerate(zip(pce_means[output],
+                                             pce_stds[output]))))
         print('-'*40)
 
+        return pce_means, pce_stds
+
     # -------------------------------------------------------------------------
     def _get_sample(self, n_samples=None):
         """
@@ -1106,8 +1182,10 @@ class PostProcessing:
         """
         if n_samples is None:
             n_samples = self.n_samples
-        PCEModel = self.MetaModel
-        self.samples = PCEModel.ExpDesign.generate_samples(n_samples, 'random')
+        MetaModel = self.MetaModel
+        self.samples = MetaModel.ExpDesign.generate_samples(
+            n_samples,
+            sampling_method='random')
         return self.samples
 
     # -------------------------------------------------------------------------
@@ -1194,7 +1272,7 @@ class PostProcessing:
             # the total number of explanatory variables in the model
             # (not including the constant term)
             length_list = []
-            for key, value in PCEModel.coeffs_dict[key].items():
+            for key, value in PCEModel.coeffs_dict['b_1'][key].items():
                 length_list.append(len(value))
             n_predictors = min(length_list)
             n_samples = x_val.shape[0]
@@ -1265,7 +1343,7 @@ class PostProcessing:
             y_val = self.model_out_dict[key]
             try:
                 x = self.model_out_dict['x_values'][key]
-            except IndexError:
+            except (TypeError, IndexError):
                 x = x_values
 
             for idx in range(y_val.shape[0]):
@@ -1288,7 +1366,7 @@ class PostProcessing:
                           y_val[idx].reshape(-1, 1))
 
             plt.annotate(f'RMSE = {rmse:.3f}\n $R^2$ = {R2:.3f}',
-                         xy=(0.2, 0.75), xycoords='axes fraction')
+                         xy=(0.85, 0.1), xycoords='axes fraction')
 
             plt.ylabel(key)
             plt.xlabel(x_axis)
diff --git a/src/bayesvalidrox/pylink/pylink.py b/src/bayesvalidrox/pylink/pylink.py
index 62b169c8aa5b3082676aaf9b18e0bbf77ecea36e..7af4a14b8f8acb62c21862d5df4a527dc7fe57b9 100644
--- a/src/bayesvalidrox/pylink/pylink.py
+++ b/src/bayesvalidrox/pylink/pylink.py
@@ -10,6 +10,7 @@ import time
 import zipfile
 import pandas as pd
 import multiprocessing
+from functools import partial
 import tqdm
 
 
@@ -36,6 +37,8 @@ class PyLinkForwardModel(object):
         must be simillar. This function must recieve the parameters in an array
         of shape `(n_samples, n_params)` and returns a dictionary with the
         x_values and output arrays for given output names.
+    func_args : dict
+        Additional arguments for the python file. The default is `{}`.
     shell_command : str
         Shell command to be executed for the `'pylink'` wrapper.
     input_file : str or list
@@ -108,16 +111,17 @@ class PyLinkForwardModel(object):
         file_names: list = None
 
     def __init__(self, link_type='pylink', name=None, py_file=None,
-                 shell_command='', input_file=None, input_template=None,
-                 aux_file=None, exe_path='', output_file_names=[],
-                 output_names=[], output_parser='', multi_process=True,
-                 n_cpus=None, meas_file=None, meas_file_valid=None,
-                 mc_ref_file=None, obs_dict={}, obs_dict_valid={},
-                 mc_ref_dict={}):
+                 func_args={}, shell_command='', input_file=None,
+                 input_template=None, aux_file=None, exe_path='',
+                 output_file_names=[], output_names=[], output_parser='',
+                 multi_process=True, n_cpus=None, meas_file=None,
+                 meas_file_valid=None, mc_ref_file=None, obs_dict={},
+                 obs_dict_valid={}, mc_ref_dict={}):
         self.link_type = link_type
         self.name = name
         self.shell_command = shell_command
         self.py_file = py_file
+        self.func_args = func_args
         self.input_file = input_file
         self.input_template = input_template
         self.aux_file = aux_file
@@ -207,17 +211,16 @@ class PyLinkForwardModel(object):
         None
 
         """
-        if self.mc_ref_file is None and not bool(self.mc_reference):
-            return
+        if self.mc_ref_file is None and \
+           isinstance(self.mc_reference, pd.DataFrame):
+            return self.mc_reference
         elif isinstance(self.mc_reference, dict) and bool(self.mc_reference):
             self.mc_reference = pd.DataFrame.from_dict(self.mc_reference)
         elif self.mc_ref_file is not None:
             file_path = os.path.join(os.getcwd(), self.mc_ref_file)
             self.mc_reference = pd.read_csv(file_path, delimiter=',')
         else:
-            raise Exception("Please provide the MC reference data as a "
-                            "dictionary via mc_reference attribute or pass the"
-                            " csv-file path to mc_ref_file attribute")
+            self.mc_reference = None
         return self.mc_reference
 
     # -------------------------------------------------------------------------
@@ -402,7 +405,7 @@ class PyLinkForwardModel(object):
 
     # -------------------------------------------------------------------------
     def run_model_parallel(self, c_points, prevRun_No=0, key_str='',
-                           mp=True):
+                           mp=True, verbose=True):
         """
         Runs model simulations. If mp is true (default), then the simulations
          are started in parallel.
@@ -418,6 +421,8 @@ class PyLinkForwardModel(object):
             A descriptive string for validation runs. The default is `''`.
         mp : bool, optional
             Multiprocessing. The default is `True`.
+        verbose: bool, optional
+            Verbosity. The default is `True`.
 
         Returns
         -------
@@ -448,35 +453,47 @@ class PyLinkForwardModel(object):
             n_cpus = self.n_cpus
 
         # Run forward model
-        if n_c_points == 1:
+        if n_c_points == 1 or not mp:
             if self.link_type.lower() == 'function':
-                group_results = Function(c_points)[np.newaxis]
+                group_results = Function(c_points, **self.func_args)
             else:
                 group_results = self.run_forwardmodel(
-                    c_points, prevRun_No+1, key_str
-                    )[np.newaxis]
+                    (c_points[0], prevRun_No, key_str)
+                    )
 
-        elif self.multi_process:
+        elif self.multi_process or mp:
             with multiprocessing.Pool(n_cpus) as p:
-                desc = f'Running forward model {key_str}'
+
                 if self.link_type.lower() == 'function':
-                    imap_var = p.imap(Function, c_points[:, np.newaxis])
+                    imap_var = p.imap(partial(Function, **self.func_args),
+                                      c_points[:, np.newaxis])
                 else:
                     args = zip(c_points,
                                [prevRun_No+i for i in range(n_c_points)],
                                [key_str]*n_c_points)
                     imap_var = p.imap(self.run_forwardmodel, args)
 
-                group_results = list(tqdm.tqdm(imap_var, total=n_c_points,
-                                               desc=desc))
+                if verbose:
+                    desc = f'Running forward model {key_str}'
+                    group_results = list(tqdm.tqdm(imap_var, total=n_c_points,
+                                                   desc=desc))
+                else:
+                    group_results = list(imap_var)
 
         # Check for NaN
-        for varIdx, var in enumerate(self.Output.names):
-            Outputs = np.asarray([item[varIdx+1] for item in group_results],
-                                 dtype=np.float64)
+        for var_i, var in enumerate(self.Output.names):
+            # If results are given as one dictionary
+            if isinstance(group_results, dict):
+                Outputs = np.asarray(group_results[var])
+            # If results are given as list of dictionaries
+            elif isinstance(group_results, list):
+                Outputs = np.asarray([item[var] for item in group_results],
+                                     dtype=np.float64)
             NaN_idx = np.unique(np.argwhere(np.isnan(Outputs))[:, 0])
             new_c_points = np.delete(c_points, NaN_idx, axis=0)
-            all_outputs[var] = np.delete(Outputs, NaN_idx, axis=0)
+            all_outputs[var] = np.atleast_2d(
+                np.delete(Outputs, NaN_idx, axis=0)
+                )
 
         # Print the collocation points whose simulations crashed
         if len(NaN_idx) != 0:
@@ -488,7 +505,10 @@ class PyLinkForwardModel(object):
             print('*'*20)
 
         # Save time steps or x-values
-        all_outputs["x_values"] = group_results[0][0]
+        if isinstance(group_results, dict):
+            all_outputs["x_values"] = group_results["x_values"]
+        elif any(isinstance(i, dict) for i in group_results):
+            all_outputs["x_values"] = group_results[0]["x_values"]
 
         # Store simulations in a hdf5 file
         self._store_simulations(
diff --git a/src/bayesvalidrox/surrogate_models/adaptPlot.py b/src/bayesvalidrox/surrogate_models/adaptPlot.py
new file mode 100755
index 0000000000000000000000000000000000000000..102f0373c1086ba4420ada2fb2fc723b78bbd53f
--- /dev/null
+++ b/src/bayesvalidrox/surrogate_models/adaptPlot.py
@@ -0,0 +1,109 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Created on Thu Aug 13 13:46:24 2020
+
+@author: farid
+"""
+import os
+from sklearn.metrics import mean_squared_error, r2_score
+from itertools import cycle
+from matplotlib.backends.backend_pdf import PdfPages
+import matplotlib.pyplot as plt
+
+
+def adaptPlot(PCEModel, Y_Val, Y_PC_Val, Y_PC_Val_std, x_values=[],
+              plotED=False, SaveFig=True):
+
+    NrofSamples = PCEModel.ExpDesign.n_new_samples
+    initNSamples = PCEModel.ExpDesign.n_init_samples
+    itrNr = 1 + (PCEModel.ExpDesign.X.shape[0] - initNSamples)//NrofSamples
+
+    oldEDY = PCEModel.ExpDesign.Y
+
+    if SaveFig:
+        newpath = 'adaptivePlots'
+        os.makedirs(newpath, exist_ok=True)
+
+        # create a PdfPages object
+        pdf = PdfPages(f'./{newpath}/Model_vs_PCEModel_itr_{itrNr}.pdf')
+
+    # List of markers and colors
+    color = cycle((['b', 'g', 'r', 'y', 'k']))
+    marker = cycle(('x', 'd', '+', 'o', '*'))
+
+    OutNames = list(Y_Val.keys())
+    x_axis = 'Time [s]'
+
+    if len(OutNames) == 1:
+        OutNames.insert(0, x_axis)
+    try:
+        x_values = Y_Val['x_values']
+    except KeyError:
+        x_values = x_values
+
+    fig = plt.figure(figsize=(24, 16))
+
+    # Plot the model vs PCE model
+    for keyIdx, key in enumerate(PCEModel.ModelObj.Output.names):
+        Y_PC_Val_ = Y_PC_Val[key]
+        Y_PC_Val_std_ = Y_PC_Val_std[key]
+        Y_Val_ = Y_Val[key]
+        if Y_Val_.ndim == 1:
+            Y_Val_ = Y_Val_.reshape(1, -1)
+        old_EDY = oldEDY[key]
+        if isinstance(x_values, dict):
+            x = x_values[key]
+        else:
+            x = x_values
+
+        for idx, y in enumerate(Y_Val_):
+            Color = next(color)
+            Marker = next(marker)
+
+            plt.plot(
+                x, y, color=Color, marker=Marker,
+                lw=2.0, label='$Y_{%s}^{M}$'%(idx+itrNr)
+                )
+
+            plt.plot(
+                x, Y_PC_Val_[idx], color=Color, marker=Marker,
+                lw=2.0, linestyle='--', label='$Y_{%s}^{PCE}$'%(idx+itrNr)
+                )
+            plt.fill_between(
+                x, Y_PC_Val_[idx]-1.96*Y_PC_Val_std_[idx],
+                Y_PC_Val_[idx]+1.96*Y_PC_Val_std_[idx], color=Color,
+                alpha=0.15
+                )
+
+            if plotED:
+                for output in old_EDY:
+                    plt.plot(x, output, color='grey', alpha=0.1)
+
+        # Calculate the RMSE
+        RMSE = mean_squared_error(Y_PC_Val_, Y_Val_, squared=False)
+        R2 = r2_score(Y_PC_Val_.reshape(-1, 1), Y_Val_.reshape(-1, 1))
+
+        plt.ylabel(key)
+        plt.xlabel(x_axis)
+        plt.title(key)
+
+        ax = fig.axes[0]
+        ax.legend(loc='best', frameon=True)
+        fig.canvas.draw()
+        ax.text(0.65, 0.85,
+                f'RMSE = {round(RMSE, 3)}\n$R^2$ = {round(R2, 3)}',
+                transform=ax.transAxes, color='black',
+                bbox=dict(facecolor='none',
+                          edgecolor='black',
+                          boxstyle='round,pad=1')
+                )
+        plt.grid()
+
+        if SaveFig:
+            # save the current figure
+            pdf.savefig(fig, bbox_inches='tight')
+
+            # Destroy the current plot
+            plt.clf()
+    pdf.close()
diff --git a/src/bayesvalidrox/surrogate_models/exp_designs.py b/src/bayesvalidrox/surrogate_models/exp_designs.py
index 71a37736c7557ff316bd8eaebaec615faef529cd..a078aec9c19c5a85a637ba50d02c48459ceea6d3 100644
--- a/src/bayesvalidrox/surrogate_models/exp_designs.py
+++ b/src/bayesvalidrox/surrogate_models/exp_designs.py
@@ -35,10 +35,8 @@ class ExpDesigns:
         * sobol
         * halton
         * hammersley
-        * korobov
         * chebyshev(FT)
         * grid(FT)
-        * nested_grid(FT)
         * user
     hdf5_file : str
         Name of the hdf5 file that contains the experimental design.
@@ -166,17 +164,12 @@ class ExpDesigns:
         """
         try:
             samples = chaospy.generate_samples(
-                int(n_samples), domain=self.JDist, rule=sampling_method
+                int(n_samples), domain=self.origJDist, rule=sampling_method
                 )
         except:
-            samples = self.JDist.resample(int(n_samples))
+            samples = self.random_sampler(int(n_samples)).T
 
-        # Transform samples to the original space
-        if transform:
-            tr_samples = self.transform(samples.T)
-            return samples.T, tr_samples
-        else:
-            return samples.T
+        return samples.T
 
     # -------------------------------------------------------------------------
     def generate_ED(self, n_samples, sampling_method='random', transform=False,
@@ -261,8 +254,14 @@ class ExpDesigns:
 
         # Transform samples to the original space
         if transform:
-            tr_samples = self.transform(samples)
-            return samples, tr_samples
+            tr_samples = self.transform(
+                samples,
+                method=sampling_method
+                )
+            if sampling_method == 'user' or not self.apce:
+                return samples, tr_samples
+            else:
+                return tr_samples, samples
         else:
             return samples
 
@@ -322,8 +321,10 @@ class ExpDesigns:
             self.polycoeffs = {}
             for parIdx in tqdm(range(ndim), ascii=True,
                                desc="Computing orth. polynomial coeffs"):
-                poly_coeffs = apoly_construction(self.raw_data[parIdx],
-                                                 max_deg)
+                poly_coeffs = apoly_construction(
+                    self.raw_data[parIdx],
+                    max_deg
+                    )
                 self.polycoeffs[f'p_{parIdx+1}'] = poly_coeffs
 
         # Extract moments
@@ -412,9 +413,10 @@ class ExpDesigns:
 
             elif 'lognorm' in dist_type.lower():
                 polytype = 'hermite'
-                Mu = np.log(params[0]**2/np.sqrt(params[0]**2 + params[1]**2))
-                Sigma = np.sqrt(np.log(1 + params[1]**2 / params[0]**2))
-                dist = chaospy.LogNormal(mu=Mu, sigma=Sigma)
+                mu = np.log(params[0]**2/np.sqrt(params[0]**2 + params[1]**2))
+                sigma = np.sqrt(np.log(1 + params[1]**2 / params[0]**2))
+                dist = chaospy.LogNormal(mu, sigma)
+                # dist = chaospy.LogNormal(mu=params[0], sigma=params[1])
 
             elif 'expon' in dist_type.lower():
                 polytype = 'arbitrary'
@@ -467,12 +469,36 @@ class ExpDesigns:
 
         """
         samples = np.zeros((n_samples, self.ndim))
-
-        for idxPa in range(self.ndim):
-            # input_data given
-            sample_size = len(self.raw_data[idxPa])
-            randIdx = np.random.randint(0, sample_size, n_samples)
-            samples[:, idxPa] = self.raw_data[idxPa, randIdx]
+        sample_size = self.raw_data.shape[1]
+
+        # Use a combination of raw data
+        if n_samples < sample_size:
+            for pa_idx in range(self.ndim):
+                # draw random indices
+                rand_idx = np.random.randint(0, sample_size, n_samples)
+                # store the raw data with given random indices
+                samples[:, pa_idx] = self.raw_data[pa_idx, rand_idx]
+        else:
+            try:
+                samples = self.JDist.resample(int(n_samples)).T
+            except AttributeError:
+                samples = self.JDist.sample(int(n_samples)).T
+            # Check if all samples are in the bound_tuples
+            for idx, param_set in enumerate(samples):
+                if not self._check_ranges(param_set, self.bound_tuples):
+                    try:
+                        proposed_sample = chaospy.generate_samples(
+                            1, domain=self.JDist, rule='random').T[0]
+                    except:
+                        proposed_sample = self.JDist.resample(1).T[0]
+                    while not self._check_ranges(proposed_sample,
+                                                 self.bound_tuples):
+                        try:
+                            proposed_sample = chaospy.generate_samples(
+                                1, domain=self.JDist, rule='random').T[0]
+                        except:
+                            proposed_sample = self.JDist.resample(1).T[0]
+                    samples[idx] = proposed_sample
 
         return samples
 
@@ -552,7 +578,7 @@ class ExpDesigns:
         return opt_col_points
 
     # -------------------------------------------------------------------------
-    def transform(self, X, params=None):
+    def transform(self, X, params=None, method=None):
         """
         Transform the samples via either a Rosenblatt or an isoprobabilistic
         transformation.
@@ -561,6 +587,8 @@ class ExpDesigns:
         ----------
         X : array of shape (n_samples,n_params)
             Samples to be transformed.
+        method : string
+            If transformation method is 'user' transform X, else just pass X.
 
         Returns
         -------
@@ -570,7 +598,11 @@ class ExpDesigns:
         """
         if self.InputObj.Rosenblatt:
             self.origJDist, _ = self.build_dist(False)
-            tr_X = self.origJDist.inv(self.JDist.fwd(X.T)).T
+            if method == 'user':
+                tr_X = self.JDist.inv(self.origJDist.fwd(X.T)).T
+            else:
+                # Inverse to original spcace -- generate sample ED
+                tr_X = self.origJDist.inv(self.JDist.fwd(X.T)).T
         else:
             # Transform samples via an isoprobabilistic transformation
             n_samples, n_params = X.shape
@@ -675,3 +707,31 @@ class ExpDesigns:
             return sel_dist, params[sel_dist]
         else:
             return None, None
+
+    # -------------------------------------------------------------------------
+    def _check_ranges(self, theta, ranges):
+        """
+        This function checks if theta lies in the given ranges.
+
+        Parameters
+        ----------
+        theta : array
+            Proposed parameter set.
+        ranges : nested list
+            List of the praremeter ranges.
+
+        Returns
+        -------
+        c : bool
+            If it lies in the given range, it return True else False.
+
+        """
+        c = True
+        # traverse in the list1
+        for i, bounds in enumerate(ranges):
+            x = theta[i]
+            # condition check
+            if x < bounds[0] or x > bounds[1]:
+                c = False
+                return c
+        return c
diff --git a/src/bayesvalidrox/surrogate_models/exploration.py b/src/bayesvalidrox/surrogate_models/exploration.py
index d2e90c362cf2e11e7e90de9f1026758c1a9c3101..cb3ccfcd4a15e26b2292973167d01efedd5a9a62 100644
--- a/src/bayesvalidrox/surrogate_models/exploration.py
+++ b/src/bayesvalidrox/surrogate_models/exploration.py
@@ -223,7 +223,6 @@ class Exploration:
         self.all_candidates = all_candidates
 
         # initialization
-        new_samples = np.empty((0, ndim))
         min_intersite_dist = np.zeros((n_candidate))
         min_projected_dist = np.zeros((n_candidate))
 
@@ -232,10 +231,9 @@ class Exploration:
             # find candidate that is farthest away from any existing sample
             maxMinDistance = 0
 
-            new_samples = np.vstack((old_ED_X, new_samples))
             # find min distorted distance from all other samples
             euclidean_dist = self._build_dist_matrix_point(
-                new_samples, candidate, do_sqrt=True
+                old_ED_X, candidate, do_sqrt=True
                 )
             min_euclidean_dist = np.min(euclidean_dist)
             min_intersite_dist[i] = min_euclidean_dist
@@ -246,8 +244,8 @@ class Exploration:
                 maxMinDistance = min_euclidean_dist
 
             # Projected distance
-            projected_dist = distance.cdist(
-                new_samples, [candidate], 'chebyshev'
+            projected_dist = self._build_dist_matrix_point(
+                old_ED_X, candidate, 'chebyshev'
                 )
             min_projected_dist[i] = np.min(projected_dist)
 
@@ -338,7 +336,8 @@ class Exploration:
         return self.areas, self.all_candidates
 
     # -------------------------------------------------------------------------
-    def _build_dist_matrix_point(self, samples, point, do_sqrt=False):
+    def _build_dist_matrix_point(self, samples, point, method='euclidean',
+                                 do_sqrt=False):
         """
         Calculates the intersite distance of all points in samples from point.
 
@@ -348,6 +347,8 @@ class Exploration:
             The old experimental design.
         point : array
             A candidate point.
+        method : str
+            Distance method.
         do_sqrt : bool, optional
             Whether to return distances or squared distances. The default is
             `False`.
@@ -358,7 +359,7 @@ class Exploration:
             Distances.
 
         """
-        distances = distance.cdist(samples, np.array([point]), 'euclidean')
+        distances = distance.cdist(samples, np.array([point]), method)
 
         # do square root?
         if do_sqrt:
diff --git a/src/bayesvalidrox/surrogate_models/meta_model_engine.py b/src/bayesvalidrox/surrogate_models/meta_model_engine.py
new file mode 100644
index 0000000000000000000000000000000000000000..2df2dee5390ae4e6dc7eb88343c2469dbd88aad6
--- /dev/null
+++ b/src/bayesvalidrox/surrogate_models/meta_model_engine.py
@@ -0,0 +1,2146 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Created on Fri Jan 28 09:21:18 2022
+
+@author: farid
+"""
+import numpy as np
+from scipy import stats, signal, linalg, sparse
+from scipy.spatial import distance
+from copy import deepcopy, copy
+from tqdm import tqdm
+import scipy.optimize as opt
+from sklearn.metrics import mean_squared_error
+import multiprocessing
+import matplotlib.pyplot as plt
+import sys
+import os
+import gc
+import seaborn as sns
+from joblib import Parallel, delayed
+from .exploration import Exploration
+
+
+class MetaModelEngine():
+    """ Sequential experimental design
+    This class provieds method for trainig the meta-model in an iterative
+    manners.
+    The main method to execute the task is `train_seq_design`, which
+      recieves a model object and returns the trained metamodel.
+    """
+
+    def __init__(self, meta_model_opts):
+        self.MetaModel = meta_model_opts
+
+    # -------------------------------------------------------------------------
+    def run(self):
+
+        Model = self.MetaModel.ModelObj
+        self.MetaModel.n_params = len(self.MetaModel.input_obj.Marginals)
+        self.MetaModel.ExpDesignFlag = 'normal'
+        # --- Prepare pce degree ---
+        if self.MetaModel.meta_model_type.lower() == 'pce':
+            if type(self.MetaModel.pce_deg) is not np.ndarray:
+                self.MetaModel.pce_deg = np.array(self.MetaModel.pce_deg)
+
+        if self.MetaModel.ExpDesign.method == 'normal':
+            self.MetaModel.ExpDesignFlag = 'normal'
+            self.MetaModel.train_norm_design(verbose=True)
+
+        elif self.MetaModel.ExpDesign.method == 'sequential':
+            self.train_seq_design()
+        else:
+            raise Exception("The method for experimental design you requested"
+                            " has not been implemented yet.")
+
+        # Zip the model run directories
+        if self.MetaModel.ModelObj.link_type.lower() == 'pylink' and\
+           self.MetaModel.ExpDesign.sampling_method.lower() != 'user':
+            Model.zip_subdirs(Model.name, f'{Model.name}_')
+
+    # -------------------------------------------------------------------------
+    def train_seq_design(self):
+        """
+        Starts the adaptive sequential design for refining the surrogate model
+        by selecting training points in a sequential manner.
+
+        Returns
+        -------
+        MetaModel : object
+            Meta model object.
+
+        """
+        Model = self.MetaModel.ModelObj
+        # MetaModel = self.MetaModel
+        self.Model = Model
+
+        # Initialization
+        self.MetaModel.SeqModifiedLOO = {}
+        self.MetaModel.seqValidError = {}
+        self.MetaModel.SeqBME = {}
+        self.MetaModel.SeqKLD = {}
+        self.MetaModel.SeqDistHellinger = {}
+        self.MetaModel.seqRMSEMean = {}
+        self.MetaModel.seqRMSEStd = {}
+        self.MetaModel.seqMinDist = []
+
+        # Determine the metamodel type
+        if self.MetaModel.meta_model_type.lower() != 'gpe':
+            pce = True
+        else:
+            pce = False
+        mc_ref = True if bool(Model.mc_reference) else False
+        if mc_ref:
+            Model.read_mc_reference()
+
+        if not hasattr(self.MetaModel, 'valid_samples'):
+            self.MetaModel.valid_samples = []
+            self.MetaModel.valid_model_runs = []
+            self.MetaModel.valid_likelihoods = []
+
+        # Get the parameters
+        max_n_samples = self.MetaModel.ExpDesign.n_max_samples
+        mod_LOO_threshold = self.MetaModel.ExpDesign.mod_LOO_threshold
+        n_canddidate = self.MetaModel.ExpDesign.n_canddidate
+        post_snapshot = self.MetaModel.ExpDesign.post_snapshot
+        n_replication = self.MetaModel.ExpDesign.n_replication
+        util_func = self.MetaModel.ExpDesign.util_func
+        output_name = Model.Output.names
+        validError = None
+        # Handle if only one UtilityFunctions is provided
+        if not isinstance(util_func, list):
+            util_func = [self.MetaModel.ExpDesign.util_func]
+
+        # Read observations or MCReference
+        if len(Model.observations) != 0 or Model.meas_file is not None:
+            self.observations = Model.read_observation()
+            obs_data = self.observations
+        else:
+            obs_data = []
+            TotalSigma2 = {}
+        # TODO: ---------- Initial self.MetaModel ----------
+        # self.MetaModel.train_norm_design(parallel=False, verbose=True)
+        self.MetaModel.train_norm_design(verbose=True)
+        initMetaModel = deepcopy(self.MetaModel)
+
+        # Validation error if validation set is provided.
+        if self.MetaModel.valid_model_runs:
+            init_rmse, init_valid_error = self.__validError(initMetaModel)
+            init_valid_error = list(init_valid_error.values())
+        else:
+            init_rmse = None
+
+        # Check if discrepancy is provided
+        if len(obs_data) != 0 and hasattr(self.MetaModel, 'Discrepancy'):
+            TotalSigma2 = self.MetaModel.Discrepancy.parameters
+
+            # Calculate the initial BME
+            out = self.__BME_Calculator(
+                initMetaModel, obs_data, TotalSigma2, init_rmse)
+            init_BME, init_KLD, init_post, init_likes, init_dist_hellinger = out
+            print(f"\nInitial BME: {init_BME:.2f}")
+            print(f"Initial KLD: {init_KLD:.2f}")
+
+            # Posterior snapshot (initial)
+            if post_snapshot:
+                parNames = self.MetaModel.ExpDesign.par_names
+                print('Posterior snapshot (initial) is being plotted...')
+                self.__posteriorPlot(init_post, parNames, 'SeqPosterior_init')
+
+        # Check the convergence of the Mean & Std
+        if mc_ref and pce:
+            init_rmse_mean, init_rmse_std = self.__error_Mean_Std()
+            print(f"Initial Mean and Std error: {init_rmse_mean:.2f},"
+                  f" {init_rmse_std:.2f}")
+
+        # Read the initial experimental design
+        Xinit = initMetaModel.ExpDesign.X
+        init_n_samples = len(initMetaModel.ExpDesign.X)
+        initYprev = initMetaModel.ModelOutputDict
+        initLCerror = initMetaModel.LCerror
+        n_itrs = max_n_samples - init_n_samples
+
+        # Read the initial ModifiedLOO
+        if pce:
+            Scores_all, varExpDesignY = [], []
+            for out_name in output_name:
+                y = self.MetaModel.ExpDesign.Y[out_name]
+                Scores_all.append(list(
+                    self.MetaModel.score_dict['b_1'][out_name].values()))
+                if self.MetaModel.dim_red_method.lower() == 'pca':
+                    pca = self.MetaModel.pca['b_1'][out_name]
+                    components = pca.transform(y)
+                    varExpDesignY.append(np.var(components, axis=0))
+                else:
+                    varExpDesignY.append(np.var(y, axis=0))
+
+            Scores = [item for sublist in Scores_all for item in sublist]
+            weights = [item for sublist in varExpDesignY for item in sublist]
+            init_mod_LOO = [np.average([1-score for score in Scores],
+                                       weights=weights)]
+
+        prevMetaModel_dict = {}
+        # Replicate the sequential design
+        for repIdx in range(n_replication):
+            print(f'\n>>>> Replication: {repIdx+1}<<<<')
+
+            # To avoid changes ub original aPCE object
+            self.MetaModel.ExpDesign.X = Xinit
+            self.MetaModel.ExpDesign.Y = initYprev
+            self.MetaModel.LCerror = initLCerror
+
+            for util_f in util_func:
+                print(f'\n>>>> Utility Function: {util_f} <<<<')
+                # To avoid changes ub original aPCE object
+                self.MetaModel.ExpDesign.X = Xinit
+                self.MetaModel.ExpDesign.Y = initYprev
+                self.MetaModel.LCerror = initLCerror
+
+                # Set the experimental design
+                Xprev = Xinit
+                total_n_samples = init_n_samples
+                Yprev = initYprev
+
+                Xfull = []
+                Yfull = []
+
+                # Store the initial ModifiedLOO
+                if pce:
+                    print("\nInitial ModifiedLOO:", init_mod_LOO)
+                    SeqModifiedLOO = np.array(init_mod_LOO)
+
+                if len(self.MetaModel.valid_model_runs) != 0:
+                    SeqValidError = np.array(init_valid_error)
+
+                # Check if data is provided
+                if len(obs_data) != 0:
+                    SeqBME = np.array([init_BME])
+                    SeqKLD = np.array([init_KLD])
+                    SeqDistHellinger = np.array([init_dist_hellinger])
+
+                if mc_ref and pce:
+                    seqRMSEMean = np.array([init_rmse_mean])
+                    seqRMSEStd = np.array([init_rmse_std])
+
+                # ------- Start Sequential Experimental Design -------
+                postcnt = 1
+                for itr_no in range(1, n_itrs+1):
+                    print(f'\n>>>> Iteration number {itr_no} <<<<')
+
+                    # Save the metamodel prediction before updating
+                    prevMetaModel_dict[itr_no] = deepcopy(self.MetaModel)
+                    if itr_no > 1:
+                        pc_model = prevMetaModel_dict[itr_no-1]
+                        self._y_hat_prev, _ = pc_model.eval_metamodel(
+                            samples=Xfull[-1].reshape(1, -1))
+                        del prevMetaModel_dict[itr_no-1]
+
+                    # Optimal Bayesian Design
+                    self.MetaModel.ExpDesignFlag = 'sequential'
+                    Xnew, updatedPrior = self.opt_SeqDesign(TotalSigma2,
+                                                            n_canddidate,
+                                                            util_f)
+                    S = np.min(distance.cdist(Xinit, Xnew, 'euclidean'))
+                    self.MetaModel.seqMinDist.append(S)
+                    print(f"\nmin Dist from OldExpDesign: {S:2f}")
+                    print("\n")
+
+                    # Evaluate the full model response at the new sample
+                    Ynew, _ = Model.run_model_parallel(
+                        Xnew, prevRun_No=total_n_samples
+                        )
+                    total_n_samples += Xnew.shape[0]
+
+                    # ------ Plot the surrogate model vs Origninal Model ------
+                    if hasattr(self.MetaModel, 'adapt_verbose') and \
+                       self.MetaModel.adapt_verbose:
+                        from .adaptPlot import adaptPlot
+                        y_hat, std_hat = self.MetaModel.eval_metamodel(
+                            samples=Xnew
+                            )
+                        adaptPlot(
+                            self.MetaModel, Ynew, y_hat, std_hat,
+                            plotED=False
+                            )
+
+                    # -------- Retrain the surrogate model -------
+                    # Extend new experimental design
+                    Xfull = np.vstack((Xprev, Xnew))
+
+                    # Updating experimental design Y
+                    for out_name in output_name:
+                        Yfull = np.vstack((Yprev[out_name], Ynew[out_name]))
+                        self.MetaModel.ModelOutputDict[out_name] = Yfull
+
+                    # Pass new design to the metamodel object
+                    self.MetaModel.ExpDesign.sampling_method = 'user'
+                    self.MetaModel.ExpDesign.X = Xfull
+                    self.MetaModel.ExpDesign.Y = self.MetaModel.ModelOutputDict
+
+                    # Save the Experimental Design for next iteration
+                    Xprev = Xfull
+                    Yprev = self.MetaModel.ModelOutputDict
+
+                    # Pass the new prior as the input
+                    self.MetaModel.input_obj.poly_coeffs_flag = False
+                    if updatedPrior is not None:
+                        self.MetaModel.input_obj.poly_coeffs_flag = True
+                        print("updatedPrior:", updatedPrior.shape)
+                        # Arbitrary polynomial chaos
+                        for i in range(updatedPrior.shape[1]):
+                            self.MetaModel.input_obj.Marginals[i].dist_type = None
+                            x = updatedPrior[:, i]
+                            self.MetaModel.input_obj.Marginals[i].raw_data = x
+
+                    # Train the surrogate model for new ExpDesign
+                    self.MetaModel.train_norm_design(parallel=False)
+
+                    # -------- Evaluate the retrained surrogate model -------
+                    # Extract Modified LOO from Output
+                    if pce:
+                        Scores_all, varExpDesignY = [], []
+                        for out_name in output_name:
+                            y = self.MetaModel.ExpDesign.Y[out_name]
+                            Scores_all.append(list(
+                                self.MetaModel.score_dict['b_1'][out_name].values()))
+                            if self.MetaModel.dim_red_method.lower() == 'pca':
+                                pca = self.MetaModel.pca['b_1'][out_name]
+                                components = pca.transform(y)
+                                varExpDesignY.append(np.var(components,
+                                                            axis=0))
+                            else:
+                                varExpDesignY.append(np.var(y, axis=0))
+                        Scores = [item for sublist in Scores_all for item
+                                  in sublist]
+                        weights = [item for sublist in varExpDesignY for item
+                                   in sublist]
+                        ModifiedLOO = [np.average(
+                            [1-score for score in Scores], weights=weights)]
+
+                        print('\n')
+                        print(f"Updated ModifiedLOO {util_f}:\n", ModifiedLOO)
+                        print('\n')
+
+                    # Compute the validation error
+                    if self.MetaModel.valid_model_runs:
+                        rmse, validError = self.__validError(self.MetaModel)
+                        ValidError = list(validError.values())
+                    else:
+                        rmse = None
+
+                    # Store updated ModifiedLOO
+                    if pce:
+                        SeqModifiedLOO = np.vstack(
+                            (SeqModifiedLOO, ModifiedLOO))
+                        if len(self.MetaModel.valid_model_runs) != 0:
+                            SeqValidError = np.vstack(
+                                (SeqValidError, ValidError))
+                    # -------- Caclulation of BME as accuracy metric -------
+                    # Check if data is provided
+                    if len(obs_data) != 0:
+                        # Calculate the initial BME
+                        out = self.__BME_Calculator(self.MetaModel, obs_data,
+                                                    TotalSigma2, rmse)
+                        BME, KLD, Posterior, likes, DistHellinger = out
+                        print('\n')
+                        print(f"Updated BME: {BME:.2f}")
+                        print(f"Updated KLD: {KLD:.2f}")
+                        print('\n')
+
+                        # Plot some snapshots of the posterior
+                        step_snapshot = self.MetaModel.ExpDesign.step_snapshot
+                        if post_snapshot and postcnt % step_snapshot == 0:
+                            parNames = self.MetaModel.ExpDesign.par_names
+                            print('Posterior snapshot is being plotted...')
+                            self.__posteriorPlot(Posterior, parNames,
+                                                 f'SeqPosterior_{postcnt}')
+                        postcnt += 1
+
+                    # Check the convergence of the Mean&Std
+                    if mc_ref and pce:
+                        print('\n')
+                        RMSE_Mean, RMSE_std = self.__error_Mean_Std()
+                        print(f"Updated Mean and Std error: {RMSE_Mean:.2f}, "
+                              f"{RMSE_std:.2f}")
+                        print('\n')
+
+                    # Store the updated BME & KLD
+                    # Check if data is provided
+                    if len(obs_data) != 0:
+                        SeqBME = np.vstack((SeqBME, BME))
+                        SeqKLD = np.vstack((SeqKLD, KLD))
+                        SeqDistHellinger = np.vstack((SeqDistHellinger,
+                                                      DistHellinger))
+                    if mc_ref and pce:
+                        seqRMSEMean = np.vstack((seqRMSEMean, RMSE_Mean))
+                        seqRMSEStd = np.vstack((seqRMSEStd, RMSE_std))
+
+                    if pce and any(LOO < mod_LOO_threshold
+                                   for LOO in ModifiedLOO):
+                        break
+
+                    # Clean up
+                    if len(obs_data) != 0:
+                        del out
+                    print()
+                    print('-'*50)
+                    print()
+
+                # Store updated ModifiedLOO and BME in dictonary
+                strKey = f'{util_f}_rep_{repIdx+1}'
+                if pce:
+                    self.MetaModel.SeqModifiedLOO[strKey] = SeqModifiedLOO
+                if len(self.MetaModel.valid_model_runs) != 0:
+                    self.MetaModel.seqValidError[strKey] = SeqValidError
+
+                # Check if data is provided
+                if len(obs_data) != 0:
+                    self.MetaModel.SeqBME[strKey] = SeqBME
+                    self.MetaModel.SeqKLD[strKey] = SeqKLD
+                if hasattr(self.MetaModel, 'valid_likelihoods') and \
+                   self.MetaModel.valid_likelihoods:
+                    self.MetaModel.SeqDistHellinger[strKey] = SeqDistHellinger
+                if mc_ref and pce:
+                    self.MetaModel.seqRMSEMean[strKey] = seqRMSEMean
+                    self.MetaModel.seqRMSEStd[strKey] = seqRMSEStd
+
+        # return self.MetaModel
+
+    # -------------------------------------------------------------------------
+    def util_VarBasedDesign(self, X_can, index, util_func='Entropy'):
+        """
+        Computes the exploitation scores based on:
+        active learning MacKay(ALM) and active learning Cohn (ALC)
+        Paper: Sequential Design with Mutual Information for Computer
+        Experiments (MICE): Emulation of a Tsunami Model by Beck and Guillas
+        (2016)
+
+        Parameters
+        ----------
+        X_can : array of shape (n_samples, n_params)
+            Candidate samples.
+        index : int
+            Model output index.
+        UtilMethod : string, optional
+            Exploitation utility function. The default is 'Entropy'.
+
+        Returns
+        -------
+        float
+            Score.
+
+        """
+        MetaModel = self.MetaModel
+        ED_X = MetaModel.ExpDesign.X
+        out_dict_y = MetaModel.ExpDesign.Y
+        out_names = MetaModel.ModelObj.Output.names
+
+        # Run the Metamodel for the candidate
+        X_can = X_can.reshape(1, -1)
+        Y_PC_can, std_PC_can = MetaModel.eval_metamodel(samples=X_can)
+
+        if util_func.lower() == 'alm':
+            # ----- Entropy/MMSE/active learning MacKay(ALM)  -----
+            # Compute perdiction variance of the old model
+            canPredVar = {key: std_PC_can[key]**2 for key in out_names}
+
+            varPCE = np.zeros((len(out_names), X_can.shape[0]))
+            for KeyIdx, key in enumerate(out_names):
+                varPCE[KeyIdx] = np.max(canPredVar[key], axis=1)
+            score = np.max(varPCE, axis=0)
+
+        elif util_func.lower() == 'eigf':
+            # ----- Expected Improvement for Global fit -----
+            # Find closest EDX to the candidate
+            distances = distance.cdist(ED_X, X_can, 'euclidean')
+            index = np.argmin(distances)
+
+            # Compute perdiction error and variance of the old model
+            predError = {key: Y_PC_can[key] for key in out_names}
+            canPredVar = {key: std_PC_can[key]**2 for key in out_names}
+
+            # Compute perdiction error and variance of the old model
+            # Eq (5) from Liu et al.(2018)
+            EIGF_PCE = np.zeros((len(out_names), X_can.shape[0]))
+            for KeyIdx, key in enumerate(out_names):
+                residual = predError[key] - out_dict_y[key][int(index)]
+                var = canPredVar[key]
+                EIGF_PCE[KeyIdx] = np.max(residual**2 + var, axis=1)
+            score = np.max(EIGF_PCE, axis=0)
+
+        return -1 * score   # -1 is for minimization instead of maximization
+
+    # -------------------------------------------------------------------------
+    def util_BayesianActiveDesign(self, y_hat, std, sigma2Dict, var='DKL'):
+        """
+        Computes scores based on Bayesian active design criterion (var).
+
+        It is based on the following paper:
+        Oladyshkin, Sergey, Farid Mohammadi, Ilja Kroeker, and Wolfgang Nowak.
+        "Bayesian3 active learning for the gaussian process emulator using
+        information theory." Entropy 22, no. 8 (2020): 890.
+
+        Parameters
+        ----------
+        X_can : array of shape (n_samples, n_params)
+            Candidate samples.
+        sigma2Dict : dict
+            A dictionary containing the measurement errors (sigma^2).
+        var : string, optional
+            BAL design criterion. The default is 'DKL'.
+
+        Returns
+        -------
+        float
+            Score.
+
+        """
+
+        # Get the data
+        obs_data = self.observations
+        n_obs = self.Model.n_obs
+        mc_size = 10000
+
+        # Sample a distribution for a normal dist
+        # with Y_mean_can as the mean and Y_std_can as std.
+        Y_MC, std_MC = {}, {}
+        logPriorLikelihoods = np.zeros((mc_size))
+        for key in list(y_hat):
+            cov = np.diag(std[key]**2)
+            rv = stats.multivariate_normal(mean=y_hat[key], cov=cov)
+            Y_MC[key] = rv.rvs(size=mc_size)
+            logPriorLikelihoods += rv.logpdf(Y_MC[key])
+            std_MC[key] = np.zeros((mc_size, y_hat[key].shape[0]))
+
+        #  Likelihood computation (Comparison of data and simulation
+        #  results via PCE with candidate design)
+        likelihoods = self.__normpdf(Y_MC, std_MC, obs_data, sigma2Dict)
+
+        # Rejection Step
+        # Random numbers between 0 and 1
+        unif = np.random.rand(1, mc_size)[0]
+
+        # Reject the poorly performed prior
+        accepted = (likelihoods/np.max(likelihoods)) >= unif
+
+        # Prior-based estimation of BME
+        logBME = np.log(np.nanmean(likelihoods), dtype=np.float128)
+
+        # Posterior-based expectation of likelihoods
+        postLikelihoods = likelihoods[accepted]
+        postExpLikelihoods = np.mean(np.log(postLikelihoods))
+
+        # Posterior-based expectation of prior densities
+        postExpPrior = np.mean(logPriorLikelihoods[accepted])
+
+        # Utility function Eq.2 in Ref. (2)
+        # Posterior covariance matrix after observing data y
+        # Kullback-Leibler Divergence (Sergey's paper)
+        if var == 'DKL':
+
+            # TODO: Calculate the correction factor for BME
+            # BMECorrFactor = self.BME_Corr_Weight(PCE_SparseBayes_can,
+            #                                      ObservationData, sigma2Dict)
+            # BME += BMECorrFactor
+            # Haun et al implementation
+            # U_J_d = np.mean(np.log(Likelihoods[Likelihoods!=0])- logBME)
+            U_J_d = postExpLikelihoods - logBME
+
+        # Marginal log likelihood
+        elif var == 'BME':
+            U_J_d = np.nanmean(likelihoods)
+
+        # Entropy-based information gain
+        elif var == 'infEntropy':
+            logBME = np.log(np.nanmean(likelihoods))
+            infEntropy = logBME - postExpPrior - postExpLikelihoods
+            U_J_d = infEntropy * -1  # -1 for minimization
+
+        # Bayesian information criterion
+        elif var == 'BIC':
+            coeffs = self.MetaModel.coeffs_dict.values()
+            nModelParams = max(len(v) for val in coeffs for v in val.values())
+            maxL = np.nanmax(likelihoods)
+            U_J_d = -2 * np.log(maxL) + np.log(n_obs) * nModelParams
+
+        # Akaike information criterion
+        elif var == 'AIC':
+            coeffs = self.MetaModel.coeffs_dict.values()
+            nModelParams = max(len(v) for val in coeffs for v in val.values())
+            maxlogL = np.log(np.nanmax(likelihoods))
+            AIC = -2 * maxlogL + 2 * nModelParams
+            # 2 * nModelParams * (nModelParams+1) / (n_obs-nModelParams-1)
+            penTerm = 0
+            U_J_d = 1*(AIC + penTerm)
+
+        # Deviance information criterion
+        elif var == 'DIC':
+            # D_theta_bar = np.mean(-2 * Likelihoods)
+            N_star_p = 0.5 * np.var(np.log(likelihoods[likelihoods != 0]))
+            Likelihoods_theta_mean = self.__normpdf(
+                y_hat, std, obs_data, sigma2Dict
+                )
+            DIC = -2 * np.log(Likelihoods_theta_mean) + 2 * N_star_p
+
+            U_J_d = DIC
+
+        else:
+            print('The algorithm you requested has not been implemented yet!')
+
+        # Handle inf and NaN (replace by zero)
+        if np.isnan(U_J_d) or U_J_d == -np.inf or U_J_d == np.inf:
+            U_J_d = 0.0
+
+        # Clear memory
+        del likelihoods
+        del Y_MC
+        del std_MC
+
+        return -1 * U_J_d   # -1 is for minimization instead of maximization
+
+    # -------------------------------------------------------------------------
+    def update_metamodel(self, MetaModel, output, y_hat_can, univ_p_val, index,
+                         new_pca=False):
+        BasisIndices = MetaModel.basis_dict[output]["y_"+str(index+1)]
+        clf_poly = MetaModel.clf_poly[output]["y_"+str(index+1)]
+        Mn = clf_poly.coef_
+        Sn = clf_poly.sigma_
+        beta = clf_poly.alpha_
+        active = clf_poly.active_
+        Psi = self.MetaModel.create_psi(BasisIndices, univ_p_val)
+
+        Sn_new_inv = np.linalg.inv(Sn)
+        Sn_new_inv += beta * np.dot(Psi[:, active].T, Psi[:, active])
+        Sn_new = np.linalg.inv(Sn_new_inv)
+
+        Mn_new = np.dot(Sn_new_inv, Mn[active]).reshape(-1, 1)
+        Mn_new += beta * np.dot(Psi[:, active].T, y_hat_can)
+        Mn_new = np.dot(Sn_new, Mn_new).flatten()
+
+        # Compute the old and new moments of PCEs
+        mean_old = Mn[0]
+        mean_new = Mn_new[0]
+        std_old = np.sqrt(np.sum(np.square(Mn[1:])))
+        std_new = np.sqrt(np.sum(np.square(Mn_new[1:])))
+
+        # Back transformation if PCA is selected.
+        if MetaModel.dim_red_method.lower() == 'pca':
+            old_pca = MetaModel.pca[output]
+            mean_old = old_pca.mean_[index]
+            mean_old += np.sum(mean_old * old_pca.components_[:, index])
+            std_old = np.sqrt(np.sum(std_old**2 *
+                                     old_pca.components_[:, index]**2))
+            mean_new = new_pca.mean_[index]
+            mean_new += np.sum(mean_new * new_pca.components_[:, index])
+            std_new = np.sqrt(np.sum(std_new**2 *
+                                     new_pca.components_[:, index]**2))
+            # print(f"mean_old: {mean_old:.2f} mean_new: {mean_new:.2f}")
+            # print(f"std_old: {std_old:.2f} std_new: {std_new:.2f}")
+        # Store the old and new moments of PCEs
+        results = {
+            'mean_old': mean_old,
+            'mean_new': mean_new,
+            'std_old': std_old,
+            'std_new': std_new
+            }
+        return results
+
+    # -------------------------------------------------------------------------
+    def util_BayesianDesign_old(self, X_can, X_MC, sigma2Dict, var='DKL'):
+        """
+        Computes scores based on Bayesian sequential design criterion (var).
+
+        Parameters
+        ----------
+        X_can : array of shape (n_samples, n_params)
+            Candidate samples.
+        sigma2Dict : dict
+            A dictionary containing the measurement errors (sigma^2).
+        var : string, optional
+            Bayesian design criterion. The default is 'DKL'.
+
+        Returns
+        -------
+        float
+            Score.
+
+        """
+
+        # To avoid changes ub original aPCE object
+        Model = self.Model
+        MetaModel = deepcopy(self.MetaModel)
+        old_EDY = MetaModel.ExpDesign.Y
+
+        # Evaluate the PCE metamodels using the candidate design
+        Y_PC_can, Y_std_can = self.MetaModel.eval_metamodel(
+            samples=np.array([X_can])
+            )
+
+        # Generate y from posterior predictive
+        m_size = 100
+        y_hat_samples = {}
+        for idx, key in enumerate(Model.Output.names):
+            means, stds = Y_PC_can[key][0], Y_std_can[key][0]
+            y_hat_samples[key] = np.random.multivariate_normal(
+                means, np.diag(stds), m_size)
+
+        # Create the SparseBayes-based PCE metamodel:
+        MetaModel.input_obj.poly_coeffs_flag = False
+        univ_p_val = self.MetaModel.univ_basis_vals(X_can)
+        G_n_m_all = np.zeros((m_size, len(Model.Output.names), Model.n_obs))
+
+        for i in range(m_size):
+            for idx, key in enumerate(Model.Output.names):
+                if MetaModel.dim_red_method.lower() == 'pca':
+                    # Equal number of components
+                    new_outputs = np.vstack(
+                        (old_EDY[key], y_hat_samples[key][i])
+                        )
+                    new_pca, _ = MetaModel.pca_transformation(new_outputs)
+                    target = new_pca.transform(
+                        y_hat_samples[key][i].reshape(1, -1)
+                        )[0]
+                else:
+                    new_pca, target = False, y_hat_samples[key][i]
+
+                for j in range(len(target)):
+
+                    # Update surrogate
+                    result = self.update_metamodel(
+                        MetaModel, key, target[j], univ_p_val, j, new_pca)
+
+                    # Compute Expected Information Gain (Eq. 39)
+                    G_n_m = np.log(result['std_old']/result['std_new']) - 1./2
+                    G_n_m += result['std_new']**2 / (2*result['std_old']**2)
+                    G_n_m += (result['mean_new'] - result['mean_old'])**2 /\
+                        (2*result['std_old']**2)
+
+                    G_n_m_all[i, idx, j] = G_n_m
+
+        U_J_d = G_n_m_all.mean(axis=(1, 2)).mean()
+        return -1 * U_J_d
+
+    # -------------------------------------------------------------------------
+    def util_BayesianDesign(self, X_can, X_MC, sigma2Dict, var='DKL'):
+        """
+        Computes scores based on Bayesian sequential design criterion (var).
+
+        Parameters
+        ----------
+        X_can : array of shape (n_samples, n_params)
+            Candidate samples.
+        sigma2Dict : dict
+            A dictionary containing the measurement errors (sigma^2).
+        var : string, optional
+            Bayesian design criterion. The default is 'DKL'.
+
+        Returns
+        -------
+        float
+            Score.
+
+        """
+
+        # To avoid changes ub original aPCE object
+        MetaModel = self.MetaModel
+        out_names = MetaModel.ModelObj.Output.names
+        if X_can.ndim == 1:
+            X_can = X_can.reshape(1, -1)
+
+        # Compute the mean and std based on the MetaModel
+        # pce_means, pce_stds = self._compute_pce_moments(MetaModel)
+        if var == 'ALC':
+            Y_MC, Y_MC_std = MetaModel.eval_metamodel(samples=X_MC)
+
+        # Old Experimental design
+        oldExpDesignX = MetaModel.ExpDesign.X
+        oldExpDesignY = MetaModel.ExpDesign.Y
+
+        # Evaluate the PCE metamodels at that location ???
+        Y_PC_can, Y_std_can = MetaModel.eval_metamodel(samples=X_can)
+        PCE_Model_can = deepcopy(MetaModel)
+        # Add the candidate to the ExpDesign
+        NewExpDesignX = np.vstack((oldExpDesignX, X_can))
+
+        NewExpDesignY = {}
+        for key in oldExpDesignY.keys():
+            NewExpDesignY[key] = np.vstack(
+                (oldExpDesignY[key], Y_PC_can[key])
+                )
+
+        PCE_Model_can.ExpDesign.sampling_method = 'user'
+        PCE_Model_can.ExpDesign.X = NewExpDesignX
+        PCE_Model_can.ModelOutputDict = NewExpDesignY
+        PCE_Model_can.ExpDesign.Y = NewExpDesignY
+
+        # Train the model for the observed data using x_can
+        PCE_Model_can.input_obj.poly_coeffs_flag = False
+        PCE_Model_can.train_norm_design(parallel=False)
+
+        # Set the ExpDesign to its original values
+        PCE_Model_can.ExpDesign.X = oldExpDesignX
+        PCE_Model_can.ModelOutputDict = oldExpDesignY
+        PCE_Model_can.ExpDesign.Y = oldExpDesignY
+
+        if var.lower() == 'mi':
+            # Mutual information based on Krause et al
+            # Adapted from Beck & Guillas (MICE) paper
+            _, std_PC_can = PCE_Model_can.eval_metamodel(samples=X_can)
+            std_can = {key: std_PC_can[key] for key in out_names}
+
+            std_old = {key: Y_std_can[key] for key in out_names}
+
+            varPCE = np.zeros((len(out_names)))
+            for i, key in enumerate(out_names):
+                varPCE[i] = np.mean(std_old[key]**2/std_can[key]**2)
+            score = np.mean(varPCE)
+
+            return -1 * score
+
+        elif var.lower() == 'alc':
+            # Active learning based on Gramyc and Lee
+            # Adaptive design and analysis of supercomputer experiments Techno-
+            # metrics, 51 (2009), pp. 130–145.
+
+            # Evaluate the MetaModel at the given samples
+            Y_MC_can, Y_MC_std_can = PCE_Model_can.eval_metamodel(samples=X_MC)
+
+            # Compute the score
+            score = []
+            for i, key in enumerate(out_names):
+                pce_var = Y_MC_std_can[key]**2
+                pce_var_can = Y_MC_std[key]**2
+                score.append(np.mean(pce_var-pce_var_can, axis=0))
+            score = np.mean(score)
+
+            return -1 * score
+
+        # ---------- Inner MC simulation for computing Utility Value ----------
+        # Estimation of the integral via Monte Varlo integration
+        MCsize = X_MC.shape[0]
+        ESS = 0
+
+        while ((ESS > MCsize) or (ESS < 1)):
+
+            # Enriching Monte Carlo samples if need be
+            if ESS != 0:
+                X_MC = self.MetaModel.ExpDesign.generate_samples(
+                    MCsize, 'random'
+                    )
+
+            # Evaluate the MetaModel at the given samples
+            Y_MC, std_MC = PCE_Model_can.eval_metamodel(samples=X_MC)
+
+            # Likelihood computation (Comparison of data and simulation
+            # results via PCE with candidate design)
+            likelihoods = self.__normpdf(
+                Y_MC, std_MC, self.observations, sigma2Dict
+                )
+
+            # Check the Effective Sample Size (1<ESS<MCsize)
+            ESS = 1 / np.sum(np.square(likelihoods/np.sum(likelihoods)))
+
+            # Enlarge sample size if it doesn't fulfill the criteria
+            if ((ESS > MCsize) or (ESS < 1)):
+                print("--- increasing MC size---")
+                MCsize *= 10
+                ESS = 0
+
+        # Rejection Step
+        # Random numbers between 0 and 1
+        unif = np.random.rand(1, MCsize)[0]
+
+        # Reject the poorly performed prior
+        accepted = (likelihoods/np.max(likelihoods)) >= unif
+
+        # -------------------- Utility functions --------------------
+        # Utility function Eq.2 in Ref. (2)
+        # Kullback-Leibler Divergence (Sergey's paper)
+        if var == 'DKL':
+
+            # Prior-based estimation of BME
+            logBME = np.log(np.nanmean(likelihoods, dtype=np.float128))
+
+            # Posterior-based expectation of likelihoods
+            postLikelihoods = likelihoods[accepted]
+            postExpLikelihoods = np.mean(np.log(postLikelihoods))
+
+            # Haun et al implementation
+            U_J_d = np.mean(np.log(likelihoods[likelihoods != 0]) - logBME)
+
+            # U_J_d = np.sum(G_n_m_all)
+            # Ryan et al (2014) implementation
+            # importanceWeights = Likelihoods[Likelihoods!=0]/np.sum(Likelihoods[Likelihoods!=0])
+            # U_J_d = np.mean(importanceWeights*np.log(Likelihoods[Likelihoods!=0])) - logBME
+
+            # U_J_d = postExpLikelihoods - logBME
+
+        # Marginal likelihood
+        elif var == 'BME':
+
+            # Prior-based estimation of BME
+            logBME = np.log(np.nanmean(likelihoods))
+            U_J_d = logBME
+
+        # Bayes risk likelihood
+        elif var == 'BayesRisk':
+
+            U_J_d = -1 * np.var(likelihoods)
+
+        # Entropy-based information gain
+        elif var == 'infEntropy':
+            # Prior-based estimation of BME
+            logBME = np.log(np.nanmean(likelihoods))
+
+            # Posterior-based expectation of likelihoods
+            postLikelihoods = likelihoods[accepted]
+            postLikelihoods /= np.nansum(likelihoods[accepted])
+            postExpLikelihoods = np.mean(np.log(postLikelihoods))
+
+            # Posterior-based expectation of prior densities
+            postExpPrior = np.mean(logPriorLikelihoods[accepted])
+
+            infEntropy = logBME - postExpPrior - postExpLikelihoods
+
+            U_J_d = infEntropy * -1  # -1 for minimization
+
+        # D-Posterior-precision
+        elif var == 'DPP':
+            X_Posterior = X_MC[accepted]
+            # covariance of the posterior parameters
+            U_J_d = -np.log(np.linalg.det(np.cov(X_Posterior)))
+
+        # A-Posterior-precision
+        elif var == 'APP':
+            X_Posterior = X_MC[accepted]
+            # trace of the posterior parameters
+            U_J_d = -np.log(np.trace(np.cov(X_Posterior)))
+
+        else:
+            print('The algorithm you requested has not been implemented yet!')
+
+        # Clear memory
+        del likelihoods
+        del Y_MC
+        del std_MC
+
+        return -1 * U_J_d   # -1 is for minimization instead of maximization
+
+    # -------------------------------------------------------------------------
+    def subdomain(self, Bounds, n_new_samples):
+        """
+        Divides a domain defined by Bounds into sub domains.
+
+        Parameters
+        ----------
+        Bounds : list of tuples
+            List of lower and upper bounds.
+        n_new_samples : TYPE
+            DESCRIPTION.
+
+        Returns
+        -------
+        Subdomains : TYPE
+            DESCRIPTION.
+
+        """
+        n_params = self.MetaModel.n_params
+        n_subdomains = n_new_samples + 1
+        LinSpace = np.zeros((n_params, n_subdomains))
+
+        for i in range(n_params):
+            LinSpace[i] = np.linspace(start=Bounds[i][0], stop=Bounds[i][1],
+                                      num=n_subdomains)
+        Subdomains = []
+        for k in range(n_subdomains-1):
+            mylist = []
+            for i in range(n_params):
+                mylist.append((LinSpace[i, k+0], LinSpace[i, k+1]))
+            Subdomains.append(tuple(mylist))
+
+        return Subdomains
+
+    # -------------------------------------------------------------------------
+    def run_util_func(self, method, candidates, index, sigma2Dict=None,
+                      var=None, X_MC=None):
+        """
+        Runs the utility function based on the given method.
+
+        Parameters
+        ----------
+        method : string
+            Exploitation method: `VarOptDesign`, `BayesActDesign` and
+            `BayesOptDesign`.
+        candidates : array of shape (n_samples, n_params)
+            All candidate parameter sets.
+        index : int
+            ExpDesign index.
+        sigma2Dict : dict, optional
+            A dictionary containing the measurement errors (sigma^2). The
+            default is None.
+        var : string, optional
+            Utility function. The default is None.
+        X_MC : TYPE, optional
+            DESCRIPTION. The default is None.
+
+        Returns
+        -------
+        index : TYPE
+            DESCRIPTION.
+        List
+            Scores.
+
+        """
+
+        if method.lower() == 'varoptdesign':
+            # U_J_d = self.util_VarBasedDesign(candidates, index, var)
+            U_J_d = np.zeros((candidates.shape[0]))
+            for idx, X_can in tqdm(enumerate(candidates), ascii=True,
+                                   desc="varoptdesign"):
+                U_J_d[idx] = self.util_VarBasedDesign(X_can, index, var)
+
+        elif method.lower() == 'bayesactdesign':
+            NCandidate = candidates.shape[0]
+            U_J_d = np.zeros((NCandidate))
+            # Evaluate all candidates
+            y_can, std_can = self.MetaModel.eval_metamodel(samples=candidates)
+            # loop through candidates
+            for idx, X_can in tqdm(enumerate(candidates), ascii=True,
+                                   desc="BAL Design"):
+                y_hat = {key: items[idx] for key, items in y_can.items()}
+                std = {key: items[idx] for key, items in std_can.items()}
+                U_J_d[idx] = self.util_BayesianActiveDesign(
+                    y_hat, std, sigma2Dict, var)
+
+        elif method.lower() == 'bayesoptdesign':
+            NCandidate = candidates.shape[0]
+            U_J_d = np.zeros((NCandidate))
+            for idx, X_can in tqdm(enumerate(candidates), ascii=True,
+                                   desc="OptBayesianDesign"):
+                U_J_d[idx] = self.util_BayesianDesign(X_can, X_MC, sigma2Dict,
+                                                      var)
+        return (index, -1 * U_J_d)
+
+    # -------------------------------------------------------------------------
+    def dual_annealing(self, method, Bounds, sigma2Dict, var, Run_No,
+                       verbose=False):
+        """
+        Exploration algorithim to find the optimum parameter space.
+
+        Parameters
+        ----------
+        method : string
+            Exploitation method: `VarOptDesign`, `BayesActDesign` and
+            `BayesOptDesign`.
+        Bounds : list of tuples
+            List of lower and upper boundaries of parameters.
+        sigma2Dict : dict
+            A dictionary containing the measurement errors (sigma^2).
+        Run_No : int
+            Run number.
+        verbose : bool, optional
+            Print out a summary. The default is False.
+
+        Returns
+        -------
+        Run_No : int
+            Run number.
+        array
+            Optimial candidate.
+
+        """
+
+        Model = self.Model
+        max_func_itr = self.MetaModel.ExpDesign.max_func_itr
+
+        if method == 'VarOptDesign':
+            Res_Global = opt.dual_annealing(self.util_VarBasedDesign,
+                                            bounds=Bounds,
+                                            args=(Model, var),
+                                            maxfun=max_func_itr)
+
+        elif method == 'BayesOptDesign':
+            Res_Global = opt.dual_annealing(self.util_BayesianDesign,
+                                            bounds=Bounds,
+                                            args=(Model, sigma2Dict, var),
+                                            maxfun=max_func_itr)
+
+        if verbose:
+            print(f"global minimum: xmin = {Res_Global.x}, "
+                  f"f(xmin) = {Res_Global.fun:.6f}, nfev = {Res_Global.nfev}")
+
+        return (Run_No, Res_Global.x)
+
+    # -------------------------------------------------------------------------
+    def tradoff_weights(self, tradeoff_scheme, old_EDX, old_EDY):
+        """
+        Calculates weights for exploration scores based on the requested
+        scheme: `None`, `equal`, `epsilon-decreasing` and `adaptive`.
+
+        `None`: No exploration.
+        `equal`: Same weights for exploration and exploitation scores.
+        `epsilon-decreasing`: Start with more exploration and increase the
+            influence of exploitation along the way with a exponential decay
+            function
+        `adaptive`: An adaptive method based on:
+            Liu, Haitao, Jianfei Cai, and Yew-Soon Ong. "An adaptive sampling
+            approach for Kriging metamodeling by maximizing expected prediction
+            error." Computers & Chemical Engineering 106 (2017): 171-182.
+
+        Parameters
+        ----------
+        tradeoff_scheme : string
+            Trade-off scheme for exloration and exploitation scores.
+        old_EDX : array (n_samples, n_params)
+            Old experimental design (training points).
+        old_EDY : dict
+            Old model responses (targets).
+
+        Returns
+        -------
+        exploration_weight : float
+            Exploration weight.
+        exploitation_weight: float
+            Exploitation weight.
+
+        """
+        if tradeoff_scheme is None:
+            exploration_weight = 0
+
+        elif tradeoff_scheme == 'equal':
+            exploration_weight = 0.5
+
+        elif tradeoff_scheme == 'epsilon-decreasing':
+            # epsilon-decreasing scheme
+            # Start with more exploration and increase the influence of
+            # exploitation along the way with a exponential decay function
+            initNSamples = self.MetaModel.ExpDesign.n_init_samples
+            n_max_samples = self.MetaModel.ExpDesign.n_max_samples
+
+            itrNumber = (self.MetaModel.ExpDesign.X.shape[0] - initNSamples)
+            itrNumber //= self.MetaModel.ExpDesign.n_new_samples
+
+            tau2 = -(n_max_samples-initNSamples-1) / np.log(1e-8)
+            exploration_weight = signal.exponential(n_max_samples-initNSamples,
+                                                    0, tau2, False)[itrNumber]
+
+        elif tradeoff_scheme == 'adaptive':
+
+            # Extract itrNumber
+            initNSamples = self.MetaModel.ExpDesign.n_init_samples
+            n_max_samples = self.MetaModel.ExpDesign.n_max_samples
+            itrNumber = (self.MetaModel.ExpDesign.X.shape[0] - initNSamples)
+            itrNumber //= self.MetaModel.ExpDesign.n_new_samples
+
+            if itrNumber == 0:
+                exploration_weight = 0.5
+            else:
+                # New adaptive trade-off according to Liu et al. (2017)
+                # Mean squared error for last design point
+                last_EDX = old_EDX[-1].reshape(1, -1)
+                lastPCEY, _ = self.MetaModel.eval_metamodel(samples=last_EDX)
+                pce_y = np.array(list(lastPCEY.values()))[:, 0]
+                y = np.array(list(old_EDY.values()))[:, -1, :]
+                mseError = mean_squared_error(pce_y, y)
+
+                # Mean squared CV - error for last design point
+                pce_y_prev = np.array(list(self._y_hat_prev.values()))[:, 0]
+                mseCVError = mean_squared_error(pce_y_prev, y)
+
+                exploration_weight = min([0.5*mseError/mseCVError, 1])
+
+        # Exploitation weight
+        exploitation_weight = 1 - exploration_weight
+
+        return exploration_weight, exploitation_weight
+
+    # -------------------------------------------------------------------------
+    def opt_SeqDesign(self, sigma2, n_candidates=5, var='DKL'):
+        """
+        Runs optimal sequential design.
+
+        Parameters
+        ----------
+        sigma2 : dict, optional
+            A dictionary containing the measurement errors (sigma^2). The
+            default is None.
+        n_candidates : int, optional
+            Number of candidate samples. The default is 5.
+        var : string, optional
+            Utility function. The default is None.
+
+        Raises
+        ------
+        NameError
+            Wrong utility function.
+
+        Returns
+        -------
+        Xnew : array (n_samples, n_params)
+            Selected new training point(s).
+        """
+
+        # Initialization
+        MetaModel = self.MetaModel
+        Bounds = MetaModel.bound_tuples
+        n_new_samples = MetaModel.ExpDesign.n_new_samples
+        explore_method = MetaModel.ExpDesign.explore_method
+        exploit_method = MetaModel.ExpDesign.exploit_method
+        n_cand_groups = MetaModel.ExpDesign.n_cand_groups
+        tradeoff_scheme = MetaModel.ExpDesign.tradeoff_scheme
+
+        old_EDX = MetaModel.ExpDesign.X
+        old_EDY = MetaModel.ExpDesign.Y.copy()
+        ndim = MetaModel.ExpDesign.X.shape[1]
+        OutputNames = MetaModel.ModelObj.Output.names
+
+        # -----------------------------------------
+        # ----------- CUSTOMIZED METHODS ----------
+        # -----------------------------------------
+        # Utility function exploit_method provided by user
+        if exploit_method.lower() == 'user':
+
+            Xnew, filteredSamples = MetaModel.ExpDesign.ExploitFunction(self)
+
+            print("\n")
+            print("\nXnew:\n", Xnew)
+
+            return Xnew, filteredSamples
+
+        # -----------------------------------------
+        # ---------- EXPLORATION METHODS ----------
+        # -----------------------------------------
+        if explore_method == 'dual annealing':
+            # ------- EXPLORATION: OPTIMIZATION -------
+            import time
+            start_time = time.time()
+
+            # Divide the domain to subdomains
+            args = []
+            subdomains = self.subdomain(Bounds, n_new_samples)
+            for i in range(n_new_samples):
+                args.append((exploit_method, subdomains[i], sigma2, var, i))
+
+            # Multiprocessing
+            pool = multiprocessing.Pool(multiprocessing.cpu_count())
+
+            # With Pool.starmap_async()
+            results = pool.starmap_async(self.dual_annealing, args).get()
+
+            # Close the pool
+            pool.close()
+
+            Xnew = np.array([results[i][1] for i in range(n_new_samples)])
+
+            print("\nXnew:\n", Xnew)
+
+            elapsed_time = time.time() - start_time
+            print("\n")
+            print(f"elapsed_time: {round(elapsed_time,2)} sec.")
+            print('-'*20)
+
+        elif explore_method == 'LOOCV':
+            # -----------------------------------------------------------------
+            # TODO: LOOCV model construnction based on Feng et al. (2020)
+            # 'LOOCV':
+            # Initilize the ExploitScore array
+
+            # Generate random samples
+            allCandidates = MetaModel.ExpDesign.generate_samples(n_candidates,
+                                                                'random')
+
+            # Construct error model based on LCerror
+            errorModel = MetaModel.create_ModelError(old_EDX, self.LCerror)
+            self.errorModel.append(copy(errorModel))
+
+            # Evaluate the error models for allCandidates
+            eLCAllCands, _ = errorModel.eval_errormodel(allCandidates)
+            # Select the maximum as the representative error
+            eLCAllCands = np.dstack(eLCAllCands.values())
+            eLCAllCandidates = np.max(eLCAllCands, axis=1)[:, 0]
+
+            # Normalize the error w.r.t the maximum error
+            scoreExploration = eLCAllCandidates / np.sum(eLCAllCandidates)
+
+        else:
+            # ------- EXPLORATION: SPACE-FILLING DESIGN -------
+            # Generate candidate samples from Exploration class
+            explore = Exploration(MetaModel, n_candidates)
+            explore.w = 100  # * ndim #500
+            # Select criterion (mc-intersite-proj-th, mc-intersite-proj)
+            explore.mc_criterion = 'mc-intersite-proj'
+            allCandidates, scoreExploration = explore.get_exploration_samples()
+
+            # Temp: ---- Plot all candidates -----
+            if ndim == 2:
+                def plotter(points, allCandidates, Method,
+                            scoreExploration=None):
+                    if Method == 'Voronoi':
+                        from scipy.spatial import Voronoi, voronoi_plot_2d
+                        vor = Voronoi(points)
+                        fig = voronoi_plot_2d(vor)
+                        ax1 = fig.axes[0]
+                    else:
+                        fig = plt.figure()
+                        ax1 = fig.add_subplot(111)
+                    ax1.scatter(points[:, 0], points[:, 1], s=10, c='r',
+                                marker="s", label='Old Design Points')
+                    ax1.scatter(allCandidates[:, 0], allCandidates[:, 1], s=10,
+                                c='b', marker="o", label='Design candidates')
+                    for i in range(points.shape[0]):
+                        txt = 'p'+str(i+1)
+                        ax1.annotate(txt, (points[i, 0], points[i, 1]))
+                    if scoreExploration is not None:
+                        for i in range(allCandidates.shape[0]):
+                            txt = str(round(scoreExploration[i], 5))
+                            ax1.annotate(txt, (allCandidates[i, 0],
+                                               allCandidates[i, 1]))
+
+                    plt.xlim(self.bound_tuples[0])
+                    plt.ylim(self.bound_tuples[1])
+                    # plt.show()
+                    plt.legend(loc='upper left')
+
+        # -----------------------------------------
+        # --------- EXPLOITATION METHODS ----------
+        # -----------------------------------------
+        if exploit_method == 'BayesOptDesign' or\
+           exploit_method == 'BayesActDesign':
+
+            # ------- Calculate Exoploration weight -------
+            # Compute exploration weight based on trade off scheme
+            explore_w, exploit_w = self.tradoff_weights(tradeoff_scheme,
+                                                        old_EDX,
+                                                        old_EDY)
+            print(f"\n Exploration weight={explore_w:0.3f} "
+                  f"Exploitation weight={exploit_w:0.3f}\n")
+
+            # ------- EXPLOITATION: BayesOptDesign & ActiveLearning -------
+            if explore_w != 1.0:
+
+                # Create a sample pool for rejection sampling
+                MCsize = 15000
+                X_MC = MetaModel.ExpDesign.generate_samples(MCsize, 'random')
+                candidates = MetaModel.ExpDesign.generate_samples(
+                    MetaModel.ExpDesign.max_func_itr, 'latin_hypercube')
+
+                # Split the candidates in groups for multiprocessing
+                split_cand = np.array_split(
+                    candidates, n_cand_groups, axis=0
+                    )
+
+                results = Parallel(n_jobs=-1, backend='multiprocessing')(
+                        delayed(self.run_util_func)(
+                            exploit_method, split_cand[i], i, sigma2, var, X_MC)
+                        for i in range(n_cand_groups))
+                # out = map(self.run_util_func,
+                #           [exploit_method]*n_cand_groups,
+                #           split_cand,
+                #           range(n_cand_groups),
+                #           [sigma2] * n_cand_groups,
+                #           [var] * n_cand_groups,
+                #           [X_MC] * n_cand_groups
+                #           )
+                # results = list(out)
+
+                # Retrieve the results and append them
+                U_J_d = np.concatenate([results[NofE][1] for NofE in
+                                        range(n_cand_groups)])
+
+                # Check if all scores are inf
+                if np.isinf(U_J_d).all() or np.isnan(U_J_d).all():
+                    U_J_d = np.ones(len(U_J_d))
+
+                # Get the expected value (mean) of the Utility score
+                # for each cell
+                if explore_method == 'Voronoi':
+                    U_J_d = np.mean(U_J_d.reshape(-1, n_candidates), axis=1)
+
+                # create surrogate model for U_J_d
+                # from sklearn.preprocessing import MinMaxScaler
+                # # Take care of inf entries
+                # good_indices = [i for i, arr in enumerate(U_J_d)
+                #                 if np.isfinite(arr).all()]
+                # scaler = MinMaxScaler()
+                # X_S = scaler.fit_transform(candidates[good_indices])
+                # gp = MetaModel.gaussian_process_emulator(
+                #     X_S, U_J_d[good_indices], autoSelect=False
+                #     )
+                # U_J_d = gp.predict(scaler.transform(allCandidates))
+
+                # Normalize U_J_d
+                norm_U_J_d = U_J_d / np.sum(U_J_d)
+            else:
+                norm_U_J_d = np.zeros((len(scoreExploration)))
+
+            # ------- Calculate Total score -------
+            # ------- Trade off between EXPLORATION & EXPLOITATION -------
+            # Total score
+            totalScore = exploit_w * norm_U_J_d
+            totalScore += explore_w * scoreExploration
+
+            # temp: Plot
+            # dim = self.ExpDesign.X.shape[1]
+            # if dim == 2:
+            #     plotter(self.ExpDesign.X, allCandidates, explore_method)
+
+            # ------- Select the best candidate -------
+            # find an optimal point subset to add to the initial design by
+            # maximization of the utility score and taking care of NaN values
+            temp = totalScore.copy()
+            temp[np.isnan(totalScore)] = -np.inf
+            sorted_idxtotalScore = np.argsort(temp)[::-1]
+            bestIdx = sorted_idxtotalScore[:n_new_samples]
+
+            # select the requested number of samples
+            if explore_method == 'Voronoi':
+                Xnew = np.zeros((n_new_samples, ndim))
+                for i, idx in enumerate(bestIdx):
+                    X_can = explore.closestPoints[idx]
+
+                    # Calculate the maxmin score for the region of interest
+                    newSamples, maxminScore = explore.get_mc_samples(X_can)
+
+                    # select the requested number of samples
+                    Xnew[i] = newSamples[np.argmax(maxminScore)]
+            else:
+                Xnew = allCandidates[sorted_idxtotalScore[:n_new_samples]]
+
+        elif exploit_method == 'VarOptDesign':
+            # ------- EXPLOITATION: VarOptDesign -------
+            UtilMethod = var
+
+            # ------- Calculate Exoploration weight -------
+            # Compute exploration weight based on trade off scheme
+            explore_w, exploit_w = self.tradoff_weights(tradeoff_scheme,
+                                                        old_EDX,
+                                                        old_EDY)
+            print(f"\nweightExploration={explore_w:0.3f} "
+                  f"weightExploitation={exploit_w:0.3f}")
+
+            # Generate candidate samples from Exploration class
+            nMeasurement = old_EDY[OutputNames[0]].shape[1]
+
+            # Find sensitive region
+            if UtilMethod == 'LOOCV':
+                LCerror = MetaModel.LCerror
+                allModifiedLOO = np.zeros((len(old_EDX), len(OutputNames),
+                                           nMeasurement))
+                for y_idx, y_key in enumerate(OutputNames):
+                    for idx, key in enumerate(LCerror[y_key].keys()):
+                        allModifiedLOO[:, y_idx, idx] = abs(
+                            LCerror[y_key][key])
+
+                ExploitScore = np.max(np.max(allModifiedLOO, axis=1), axis=1)
+
+            elif UtilMethod in ['EIGF', 'ALM']:
+                # ----- All other in  ['EIGF', 'ALM'] -----
+                # Initilize the ExploitScore array
+                ExploitScore = np.zeros((len(old_EDX), len(OutputNames)))
+
+                # Split the candidates in groups for multiprocessing
+                if explore_method != 'Voronoi':
+                    split_cand = np.array_split(allCandidates,
+                                                n_cand_groups,
+                                                axis=0)
+                    goodSampleIdx = range(n_cand_groups)
+                else:
+                    # Find indices of the Vornoi cells with samples
+                    goodSampleIdx = []
+                    for idx in range(len(explore.closest_points)):
+                        if len(explore.closest_points[idx]) != 0:
+                            goodSampleIdx.append(idx)
+                    split_cand = explore.closest_points
+
+                # Split the candidates in groups for multiprocessing
+                args = []
+                for index in goodSampleIdx:
+                    args.append((exploit_method, split_cand[index], index,
+                                 sigma2, var))
+
+                # Multiprocessing
+                pool = multiprocessing.Pool(multiprocessing.cpu_count())
+                # With Pool.starmap_async()
+                results = pool.starmap_async(self.run_util_func, args).get()
+
+                # Close the pool
+                pool.close()
+                # out = map(self.run_util_func,
+                #           [exploit_method]*len(goodSampleIdx),
+                #           split_cand,
+                #           range(len(goodSampleIdx)),
+                #           [sigma2] * len(goodSampleIdx),
+                #           [var] * len(goodSampleIdx)
+                #           )
+                # results = list(out)
+
+                # Retrieve the results and append them
+                if explore_method == 'Voronoi':
+                    ExploitScore = [np.mean(results[k][1]) for k in
+                                    range(len(goodSampleIdx))]
+                else:
+                    ExploitScore = np.concatenate(
+                        [results[k][1] for k in range(len(goodSampleIdx))])
+
+            else:
+                raise NameError('The requested utility function is not '
+                                'available.')
+
+            # print("ExploitScore:\n", ExploitScore)
+
+            # find an optimal point subset to add to the initial design by
+            # maximization of the utility score and taking care of NaN values
+            # Total score
+            # Normalize U_J_d
+            ExploitScore = ExploitScore / np.sum(ExploitScore)
+            totalScore = exploit_w * ExploitScore
+            totalScore += explore_w * scoreExploration
+
+            temp = totalScore.copy()
+            sorted_idxtotalScore = np.argsort(temp, axis=0)[::-1]
+            bestIdx = sorted_idxtotalScore[:n_new_samples]
+
+            Xnew = np.zeros((n_new_samples, ndim))
+            if explore_method != 'Voronoi':
+                Xnew = allCandidates[bestIdx]
+            else:
+                for i, idx in enumerate(bestIdx.flatten()):
+                    X_can = explore.closest_points[idx]
+                    # plotter(self.ExpDesign.X, X_can, explore_method,
+                    # scoreExploration=None)
+
+                    # Calculate the maxmin score for the region of interest
+                    newSamples, maxminScore = explore.get_mc_samples(X_can)
+
+                    # select the requested number of samples
+                    Xnew[i] = newSamples[np.argmax(maxminScore)]
+
+        elif exploit_method == 'alphabetic':
+            # ------- EXPLOITATION: ALPHABETIC -------
+            Xnew = self.util_AlphOptDesign(allCandidates, var)
+
+        elif exploit_method == 'Space-filling':
+            # ------- EXPLOITATION: SPACE-FILLING -------
+            totalScore = scoreExploration
+
+            # ------- Select the best candidate -------
+            # find an optimal point subset to add to the initial design by
+            # maximization of the utility score and taking care of NaN values
+            temp = totalScore.copy()
+            temp[np.isnan(totalScore)] = -np.inf
+            sorted_idxtotalScore = np.argsort(temp)[::-1]
+
+            # select the requested number of samples
+            Xnew = allCandidates[sorted_idxtotalScore[:n_new_samples]]
+
+        else:
+            raise NameError('The requested design method is not available.')
+
+        print("\n")
+        print("\nRun No. {}:".format(old_EDX.shape[0]+1))
+        print("Xnew:\n", Xnew)
+
+        return Xnew, None
+
+    # -------------------------------------------------------------------------
+    def util_AlphOptDesign(self, candidates, var='D-Opt'):
+        """
+        Enriches the Experimental design with the requested alphabetic
+        criterion based on exploring the space with number of sampling points.
+
+        Ref: Hadigol, M., & Doostan, A. (2018). Least squares polynomial chaos
+        expansion: A review of sampling strategies., Computer Methods in
+        Applied Mechanics and Engineering, 332, 382-407.
+
+        Arguments
+        ---------
+        NCandidate : int
+            Number of candidate points to be searched
+
+        var : string
+            Alphabetic optimality criterion
+
+        Returns
+        -------
+        X_new : array of shape (1, n_params)
+            The new sampling location in the input space.
+        """
+        MetaModelOrig = self
+        Model = self.Model
+        n_new_samples = MetaModelOrig.ExpDesign.n_new_samples
+        NCandidate = candidates.shape[0]
+
+        # TODO: Loop over outputs
+        OutputName = Model.Output.names[0]
+
+        # To avoid changes ub original aPCE object
+        MetaModel = deepcopy(MetaModelOrig)
+
+        # Old Experimental design
+        oldExpDesignX = MetaModel.ExpDesign.X
+
+        # TODO: Only one psi can be selected.
+        # Suggestion: Go for the one with the highest LOO error
+        Scores = list(MetaModel.score_dict[OutputName].values())
+        ModifiedLOO = [1-score for score in Scores]
+        outIdx = np.argmax(ModifiedLOO)
+
+        # Initialize Phi to save the criterion's values
+        Phi = np.zeros((NCandidate))
+
+        BasisIndices = MetaModelOrig.basis_dict[OutputName]["y_"+str(outIdx+1)]
+        P = len(BasisIndices)
+
+        # ------ Old Psi ------------
+        univ_p_val = MetaModelOrig.univ_basis_vals(oldExpDesignX)
+        Psi = MetaModelOrig.create_psi(BasisIndices, univ_p_val)
+
+        # ------ New candidates (Psi_c) ------------
+        # Assemble Psi_c
+        univ_p_val_c = self.univ_basis_vals(candidates)
+        Psi_c = self.create_psi(BasisIndices, univ_p_val_c)
+
+        for idx in range(NCandidate):
+
+            # Include the new row to the original Psi
+            Psi_cand = np.vstack((Psi, Psi_c[idx]))
+
+            # Information matrix
+            PsiTPsi = np.dot(Psi_cand.T, Psi_cand)
+            M = PsiTPsi / (len(oldExpDesignX)+1)
+
+            if np.linalg.cond(PsiTPsi) > 1e-12 \
+               and np.linalg.cond(PsiTPsi) < 1 / sys.float_info.epsilon:
+                # faster
+                invM = linalg.solve(M, sparse.eye(PsiTPsi.shape[0]).toarray())
+            else:
+                # stabler
+                invM = np.linalg.pinv(M)
+
+            # ---------- Calculate optimality criterion ----------
+            # Optimality criteria according to Section 4.5.1 in Ref.
+
+            # D-Opt
+            if var == 'D-Opt':
+                Phi[idx] = (np.linalg.det(invM)) ** (1/P)
+
+            # A-Opt
+            elif var == 'A-Opt':
+                Phi[idx] = np.trace(invM)
+
+            # K-Opt
+            elif var == 'K-Opt':
+                Phi[idx] = np.linalg.cond(M)
+
+            else:
+                raise Exception('The optimality criterion you requested has '
+                      'not been implemented yet!')
+
+        # find an optimal point subset to add to the initial design
+        # by minimization of the Phi
+        sorted_idxtotalScore = np.argsort(Phi)
+
+        # select the requested number of samples
+        Xnew = candidates[sorted_idxtotalScore[:n_new_samples]]
+
+        return Xnew
+
+    # -------------------------------------------------------------------------
+    def __normpdf(self, y_hat_pce, std_pce, obs_data, total_sigma2s,
+                  rmse=None):
+
+        Model = self.Model
+        likelihoods = 1.0
+
+        # Loop over the outputs
+        for idx, out in enumerate(Model.Output.names):
+
+            # (Meta)Model Output
+            nsamples, nout = y_hat_pce[out].shape
+
+            # Prepare data and remove NaN
+            try:
+                data = obs_data[out].values[~np.isnan(obs_data[out])]
+            except AttributeError:
+                data = obs_data[out][~np.isnan(obs_data[out])]
+
+            # Prepare sigma2s
+            non_nan_indices = ~np.isnan(total_sigma2s[out])
+            tot_sigma2s = total_sigma2s[out][non_nan_indices][:nout].values
+
+            # Surrogate error if valid dataset is given.
+            if rmse is not None:
+                tot_sigma2s += rmse[out]**2
+            else:
+                tot_sigma2s += np.mean(std_pce[out])**2
+
+            likelihoods *= stats.multivariate_normal.pdf(
+                y_hat_pce[out], data, np.diag(tot_sigma2s),
+                allow_singular=True)
+
+        self.Likelihoods = likelihoods
+
+        return likelihoods
+
+    # -------------------------------------------------------------------------
+    def __corr_factor_BME(self, obs_data, total_sigma2s, logBME):
+        """
+        Calculates the correction factor for BMEs.
+        """
+        MetaModel = self.MetaModel
+        samples = MetaModel.ExpDesign.X  # valid_samples
+        model_outputs = MetaModel.ExpDesign.Y  # valid_model_runs
+        Model = MetaModel.ModelObj
+        n_samples = samples.shape[0]
+
+        # Extract the requested model outputs for likelihood calulation
+        output_names = Model.Output.names
+
+        # TODO: Evaluate MetaModel on the experimental design and ValidSet
+        OutputRS, stdOutputRS = MetaModel.eval_metamodel(samples=samples)
+
+        logLik_data = np.zeros((n_samples))
+        logLik_model = np.zeros((n_samples))
+        # Loop over the outputs
+        for idx, out in enumerate(output_names):
+
+            # (Meta)Model Output
+            nsamples, nout = model_outputs[out].shape
+
+            # Prepare data and remove NaN
+            try:
+                data = obs_data[out].values[~np.isnan(obs_data[out])]
+            except AttributeError:
+                data = obs_data[out][~np.isnan(obs_data[out])]
+
+            # Prepare sigma2s
+            non_nan_indices = ~np.isnan(total_sigma2s[out])
+            tot_sigma2s = total_sigma2s[out][non_nan_indices][:nout]
+
+            # Covariance Matrix
+            covMatrix_data = np.diag(tot_sigma2s)
+
+            for i, sample in enumerate(samples):
+
+                # Simulation run
+                y_m = model_outputs[out][i]
+
+                # Surrogate prediction
+                y_m_hat = OutputRS[out][i]
+
+                # CovMatrix with the surrogate error
+                # covMatrix = np.diag(stdOutputRS[out][i]**2)
+                covMatrix = np.diag((y_m-y_m_hat)**2)
+                covMatrix = np.diag(
+                    np.mean((model_outputs[out]-OutputRS[out]), axis=0)**2
+                    )
+
+                # Compute likelilhood output vs data
+                logLik_data[i] += self.__logpdf(
+                    y_m_hat, data, covMatrix_data
+                    )
+
+                # Compute likelilhood output vs surrogate
+                logLik_model[i] += self.__logpdf(y_m_hat, y_m, covMatrix)
+
+        # Weight
+        logLik_data -= logBME
+        weights = np.exp(logLik_model+logLik_data)
+
+        return np.log(np.mean(weights))
+
+    # -------------------------------------------------------------------------
+    def __logpdf(self, x, mean, cov):
+        """
+        computes the likelihood based on a multivariate normal distribution.
+
+        Parameters
+        ----------
+        x : TYPE
+            DESCRIPTION.
+        mean : array_like
+            Observation data.
+        cov : 2d array
+            Covariance matrix of the distribution.
+
+        Returns
+        -------
+        log_lik : float
+            Log likelihood.
+
+        """
+        n = len(mean)
+        L = linalg.cholesky(cov, lower=True)
+        beta = np.sum(np.log(np.diag(L)))
+        dev = x - mean
+        alpha = dev.dot(linalg.cho_solve((L, True), dev))
+        log_lik = -0.5 * alpha - beta - n / 2. * np.log(2 * np.pi)
+
+        return log_lik
+
+    # -------------------------------------------------------------------------
+    def __posteriorPlot(self, posterior, par_names, key):
+
+        # Initialization
+        newpath = (r'Outputs_SeqPosteriorComparison/posterior')
+        os.makedirs(newpath, exist_ok=True)
+
+        bound_tuples = self.MetaModel.bound_tuples
+        n_params = len(par_names)
+        font_size = 40
+        if n_params == 2:
+
+            figPosterior, ax = plt.subplots(figsize=(15, 15))
+
+            sns.kdeplot(x=posterior[:, 0], y=posterior[:, 1],
+                        fill=True, ax=ax, cmap=plt.cm.jet,
+                        clip=bound_tuples)
+            # Axis labels
+            plt.xlabel(par_names[0], fontsize=font_size)
+            plt.ylabel(par_names[1], fontsize=font_size)
+
+            # Set axis limit
+            plt.xlim(bound_tuples[0])
+            plt.ylim(bound_tuples[1])
+
+            # Increase font size
+            plt.xticks(fontsize=font_size)
+            plt.yticks(fontsize=font_size)
+
+            # Switch off the grids
+            plt.grid(False)
+
+        else:
+            import corner
+            figPosterior = corner.corner(posterior, labels=par_names,
+                                         title_fmt='.2e', show_titles=True,
+                                         title_kwargs={"fontsize": 12})
+
+        figPosterior.savefig(f'./{newpath}/{key}.pdf', bbox_inches='tight')
+        plt.close()
+
+        # Save the posterior as .npy
+        np.save(f'./{newpath}/{key}.npy', posterior)
+
+        return figPosterior
+
+    # -------------------------------------------------------------------------
+    def __hellinger_distance(self, P, Q):
+        """
+        Hellinger distance between two continuous distributions.
+
+        The maximum distance 1 is achieved when P assigns probability zero to
+        every set to which Q assigns a positive probability, and vice versa.
+        0 (identical) and 1 (maximally different)
+
+        Parameters
+        ----------
+        P : array
+            Reference likelihood.
+        Q : array
+            Estimated likelihood.
+
+        Returns
+        -------
+        float
+            Hellinger distance of two distributions.
+
+        """
+        mu1 = P.mean()
+        Sigma1 = np.std(P)
+
+        mu2 = Q.mean()
+        Sigma2 = np.std(Q)
+
+        term1 = np.sqrt(2*Sigma1*Sigma2 / (Sigma1**2 + Sigma2**2))
+
+        term2 = np.exp(-.25 * (mu1 - mu2)**2 / (Sigma1**2 + Sigma2**2))
+
+        H_squared = 1 - term1 * term2
+
+        return np.sqrt(H_squared)
+
+    # -------------------------------------------------------------------------
+    def __BME_Calculator(self, MetaModel, obs_data, sigma2Dict, rmse=None):
+        """
+        This function computes the Bayesian model evidence (BME) via Monte
+        Carlo integration.
+
+        """
+        # Initializations
+        if hasattr(MetaModel, 'valid_likelihoods'):
+            valid_likelihoods = MetaModel.valid_likelihoods
+        else:
+            valid_likelihoods = []
+
+        post_snapshot = MetaModel.ExpDesign.post_snapshot
+        if post_snapshot or len(valid_likelihoods) != 0:
+            newpath = (r'Outputs_SeqPosteriorComparison/likelihood_vs_ref')
+            os.makedirs(newpath, exist_ok=True)
+
+        SamplingMethod = 'random'
+        MCsize = 10000
+        ESS = 0
+
+        # Estimation of the integral via Monte Varlo integration
+        while (ESS > MCsize) or (ESS < 1):
+
+            # Generate samples for Monte Carlo simulation
+            X_MC = MetaModel.ExpDesign.generate_samples(
+                MCsize, SamplingMethod
+                )
+
+            # Monte Carlo simulation for the candidate design
+            Y_MC, std_MC = MetaModel.eval_metamodel(samples=X_MC)
+
+            # Likelihood computation (Comparison of data and
+            # simulation results via PCE with candidate design)
+            Likelihoods = self.__normpdf(
+                Y_MC, std_MC, obs_data, sigma2Dict, rmse
+                )
+
+            # Check the Effective Sample Size (1000<ESS<MCsize)
+            ESS = 1 / np.sum(np.square(Likelihoods/np.sum(Likelihoods)))
+
+            # Enlarge sample size if it doesn't fulfill the criteria
+            if (ESS > MCsize) or (ESS < 1):
+                print(f'ESS={ESS} MC size should be larger.')
+                MCsize *= 10
+                ESS = 0
+
+        # Rejection Step
+        # Random numbers between 0 and 1
+        unif = np.random.rand(1, MCsize)[0]
+
+        # Reject the poorly performed prior
+        accepted = (Likelihoods/np.max(Likelihoods)) >= unif
+        X_Posterior = X_MC[accepted]
+
+        # ------------------------------------------------------------
+        # --- Kullback-Leibler Divergence & Information Entropy ------
+        # ------------------------------------------------------------
+        # Prior-based estimation of BME
+        logBME = np.log(np.nanmean(Likelihoods))
+
+        # TODO: Correction factor
+        # log_weight = self.__corr_factor_BME(obs_data, sigma2Dict, logBME)
+
+        # Posterior-based expectation of likelihoods
+        postExpLikelihoods = np.mean(np.log(Likelihoods[accepted]))
+
+        # Posterior-based expectation of prior densities
+        postExpPrior = np.mean(
+            np.log(MetaModel.ExpDesign.JDist.pdf(X_Posterior.T))
+            )
+
+        # Calculate Kullback-Leibler Divergence
+        # KLD = np.mean(np.log(Likelihoods[Likelihoods!=0])- logBME)
+        KLD = postExpLikelihoods - logBME
+
+        # Information Entropy based on Entropy paper Eq. 38
+        infEntropy = logBME - postExpPrior - postExpLikelihoods
+
+        # If post_snapshot is True, plot likelihood vs refrence
+        if post_snapshot or valid_likelihoods:
+            # Hellinger distance
+            ref_like = np.log(valid_likelihoods[valid_likelihoods > 0])
+            est_like = np.log(Likelihoods[Likelihoods > 0])
+            distHellinger = self.__hellinger_distance(ref_like, est_like)
+
+            idx = len([name for name in os.listdir(newpath) if 'Likelihoods_'
+                       in name and os.path.isfile(os.path.join(newpath, name))])
+            fig, ax = plt.subplots()
+            try:
+                sns.kdeplot(np.log(valid_likelihoods[valid_likelihoods > 0]),
+                            shade=True, color="g", label='Ref. Likelihood')
+                sns.kdeplot(np.log(Likelihoods[Likelihoods > 0]), shade=True,
+                            color="b", label='Likelihood with PCE')
+            except:
+                pass
+
+            text = f"Hellinger Dist.={distHellinger:.3f}\n logBME={logBME:.3f}"
+            "\n DKL={KLD:.3f}"
+
+            plt.text(0.05, 0.75, text, bbox=dict(facecolor='wheat',
+                                                 edgecolor='black',
+                                                 boxstyle='round,pad=1'),
+                     transform=ax.transAxes)
+
+            fig.savefig(f'./{newpath}/Likelihoods_{idx}.pdf',
+                        bbox_inches='tight')
+            plt.close()
+
+        else:
+            distHellinger = 0.0
+
+        # Bayesian inference with Emulator only for 2D problem
+        if post_snapshot and MetaModel.n_params == 2 and not idx % 5:
+            from bayes_inference.bayes_inference import BayesInference
+            from bayes_inference.discrepancy import Discrepancy
+            import pandas as pd
+            BayesOpts = BayesInference(MetaModel)
+            BayesOpts.emulator = True
+            BayesOpts.plot_post_pred = False
+
+            # Select the inference method
+            import emcee
+            BayesOpts.inference_method = "MCMC"
+            # Set the MCMC parameters passed to self.mcmc_params
+            BayesOpts.mcmc_params = {
+                'n_steps': 1e5,
+                'n_walkers': 30,
+                'moves': emcee.moves.KDEMove(),
+                'verbose': False
+                }
+
+            # ----- Define the discrepancy model -------
+            obs_data = pd.DataFrame(obs_data, columns=self.Model.Output.names)
+            BayesOpts.measurement_error = obs_data
+
+            # # -- (Option B) --
+            DiscrepancyOpts = Discrepancy('')
+            DiscrepancyOpts.type = 'Gaussian'
+            DiscrepancyOpts.parameters = obs_data**2
+            BayesOpts.Discrepancy = DiscrepancyOpts
+            # Start the calibration/inference
+            Bayes_PCE = BayesOpts.create_inference()
+            X_Posterior = Bayes_PCE.posterior_df.values
+
+        return (logBME, KLD, X_Posterior, Likelihoods, distHellinger)
+
+    # -------------------------------------------------------------------------
+    def __validError(self, MetaModel):
+
+        # MetaModel = self.MetaModel
+        Model = MetaModel.ModelObj
+        OutputName = Model.Output.names
+
+        # Extract the original model with the generated samples
+        valid_samples = MetaModel.valid_samples
+        valid_model_runs = MetaModel.valid_model_runs
+
+        # Run the PCE model with the generated samples
+        valid_PCE_runs, _ = MetaModel.eval_metamodel(samples=valid_samples)
+
+        rms_error = {}
+        valid_error = {}
+        # Loop over the keys and compute RMSE error.
+        for key in OutputName:
+            rms_error[key] = mean_squared_error(
+                valid_model_runs[key], valid_PCE_runs[key],
+                multioutput='raw_values',
+                sample_weight=None,
+                squared=False)
+            # Validation error
+            valid_error[key] = (rms_error[key]**2)
+            valid_error[key] /= np.var(valid_model_runs[key], ddof=1, axis=0)
+
+            # Print a report table
+            print("\n>>>>> Updated Errors of {} <<<<<".format(key))
+            print("\nIndex  |  RMSE   |  Validation Error")
+            print('-'*35)
+            print('\n'.join(f'{i+1}  |  {k:.3e}  |  {j:.3e}' for i, (k, j)
+                            in enumerate(zip(rms_error[key],
+                                             valid_error[key]))))
+
+        return rms_error, valid_error
+
+    # -------------------------------------------------------------------------
+    def __error_Mean_Std(self):
+
+        MetaModel = self.MetaModel
+        # Extract the mean and std provided by user
+        df_MCReference = MetaModel.ModelObj.mc_reference
+
+        # Compute the mean and std based on the MetaModel
+        pce_means, pce_stds = self._compute_pce_moments(MetaModel)
+
+        # Compute the root mean squared error
+        for output in MetaModel.ModelObj.Output.names:
+
+            # Compute the error between mean and std of MetaModel and OrigModel
+            RMSE_Mean = mean_squared_error(
+                df_MCReference['mean'], pce_means[output], squared=False
+                )
+            RMSE_std = mean_squared_error(
+                df_MCReference['std'], pce_means[output], squared=False
+                )
+
+        return RMSE_Mean, RMSE_std
+
+    # -------------------------------------------------------------------------
+    def _compute_pce_moments(self, MetaModel):
+        """
+        Computes the first two moments using the PCE-based meta-model.
+
+        Returns
+        -------
+        pce_means: dict
+            The first moment (mean) of the surrogate.
+        pce_stds: dict
+            The second moment (standard deviation) of the surrogate.
+
+        """
+        outputs = MetaModel.ModelObj.Output.names
+        pce_means_b = {}
+        pce_stds_b = {}
+
+        # Loop over bootstrap iterations
+        for b_i in range(MetaModel.n_bootstrap_itrs):
+            # Loop over the metamodels
+            coeffs_dicts = MetaModel.coeffs_dict[f'b_{b_i+1}'].items()
+            means = {}
+            stds = {}
+            for output, coef_dict in coeffs_dicts:
+
+                pce_mean = np.zeros((len(coef_dict)))
+                pce_var = np.zeros((len(coef_dict)))
+
+                for index, values in coef_dict.items():
+                    idx = int(index.split('_')[1]) - 1
+                    coeffs = MetaModel.coeffs_dict[f'b_{b_i+1}'][output][index]
+
+                    # Mean = c_0
+                    if coeffs[0] != 0:
+                        pce_mean[idx] = coeffs[0]
+                    else:
+                        clf_poly = MetaModel.clf_poly[f'b_{b_i+1}'][output]
+                        pce_mean[idx] = clf_poly[index].intercept_
+                    # Var = sum(coeffs[1:]**2)
+                    pce_var[idx] = np.sum(np.square(coeffs[1:]))
+
+                # Save predictions for each output
+                if MetaModel.dim_red_method.lower() == 'pca':
+                    PCA = MetaModel.pca[f'b_{b_i+1}'][output]
+                    means[output] = PCA.inverse_transform(pce_mean)
+                    stds[output] = PCA.inverse_transform(np.sqrt(pce_var))
+                else:
+                    means[output] = pce_mean
+                    stds[output] = np.sqrt(pce_var)
+
+            # Save predictions for each bootstrap iteration
+            pce_means_b[b_i] = means
+            pce_stds_b[b_i] = stds
+
+        # Change the order of nesting
+        mean_all = {}
+        for i in sorted(pce_means_b):
+            for k, v in pce_means_b[i].items():
+                if k not in mean_all:
+                    mean_all[k] = [None] * len(pce_means_b)
+                mean_all[k][i] = v
+        std_all = {}
+        for i in sorted(pce_stds_b):
+            for k, v in pce_stds_b[i].items():
+                if k not in std_all:
+                    std_all[k] = [None] * len(pce_stds_b)
+                std_all[k][i] = v
+
+        # Back transformation if PCA is selected.
+        pce_means, pce_stds = {}, {}
+        for output in outputs:
+            pce_means[output] = np.mean(mean_all[output], axis=0)
+            pce_stds[output] = np.mean(std_all[output], axis=0)
+
+        return pce_means, pce_stds
diff --git a/src/bayesvalidrox/surrogate_models/orthogonal_matching_pursuit.py b/src/bayesvalidrox/surrogate_models/orthogonal_matching_pursuit.py
new file mode 100644
index 0000000000000000000000000000000000000000..d4f99b8a19bb5dbdf41f093bd454c80c63a321bb
--- /dev/null
+++ b/src/bayesvalidrox/surrogate_models/orthogonal_matching_pursuit.py
@@ -0,0 +1,366 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Created on Fri Jul 15 14:08:59 2022
+
+@author: farid
+"""
+import numpy as np
+from sklearn.base import RegressorMixin
+from sklearn.linear_model._base import LinearModel
+from sklearn.utils import check_X_y
+
+
+def corr(x, y):
+    return abs(x.dot(y))/np.sqrt((x**2).sum())
+
+
+class OrthogonalMatchingPursuit(LinearModel, RegressorMixin):
+    '''
+    Regression with Orthogonal Matching Pursuit [1].
+
+    Parameters
+    ----------
+    fit_intercept : boolean, optional (DEFAULT = True)
+        whether to calculate the intercept for this model. If set
+        to false, no intercept will be used in calculations
+        (e.g. data is expected to be already centered).
+
+    copy_X : boolean, optional (DEFAULT = True)
+        If True, X will be copied; else, it may be overwritten.
+
+    verbose : boolean, optional (DEFAULT = FALSE)
+        Verbose mode when fitting the model
+
+    Attributes
+    ----------
+    coef_ : array, shape = (n_features)
+        Coefficients of the regression model (mean of posterior distribution)
+
+    active_ : array, dtype = np.bool, shape = (n_features)
+       True for non-zero coefficients, False otherwise
+
+    References
+    ----------
+    [1] Pati, Y., Rezaiifar, R., Krishnaprasad, P. (1993). Orthogonal matching
+        pursuit: recursive function approximation with application to wavelet
+        decomposition. Proceedings of 27th Asilomar Conference on Signals,
+        Systems and Computers, 40-44.
+    '''
+
+    def __init__(self, fit_intercept=True, normalize=False, copy_X=True,
+                 verbose=False):
+        self.fit_intercept   = fit_intercept
+        self.normalize       = normalize
+        self.copy_X          = copy_X
+        self.verbose         = verbose
+
+    def _preprocess_data(self, X, y):
+        """Center and scale data.
+        Centers data to have mean zero along axis 0. If fit_intercept=False or
+        if the X is a sparse matrix, no centering is done, but normalization
+        can still be applied. The function returns the statistics necessary to
+        reconstruct the input data, which are X_offset, y_offset, X_scale, such
+        that the output
+            X = (X - X_offset) / X_scale
+        X_scale is the L2 norm of X - X_offset.
+        """
+
+        if self.copy_X:
+            X = X.copy(order='K')
+
+        y = np.asarray(y, dtype=X.dtype)
+
+        if self.fit_intercept:
+            X_offset = np.average(X, axis=0)
+            X -= X_offset
+            if self.normalize:
+                X_scale = np.ones(X.shape[1], dtype=X.dtype)
+                std = np.sqrt(np.sum(X**2, axis=0)/(len(X)-1))
+                X_scale[std != 0] = std[std != 0]
+                X /= X_scale
+            else:
+                X_scale = np.ones(X.shape[1], dtype=X.dtype)
+            y_offset = np.mean(y)
+            y = y - y_offset
+        else:
+            X_offset = np.zeros(X.shape[1], dtype=X.dtype)
+            X_scale = np.ones(X.shape[1], dtype=X.dtype)
+            if y.ndim == 1:
+                y_offset = X.dtype.type(0)
+            else:
+                y_offset = np.zeros(y.shape[1], dtype=X.dtype)
+
+        return X, y, X_offset, y_offset, X_scale
+
+    def fit(self, X, y):
+        '''
+        Fits Regression with Orthogonal Matching Pursuit Algorithm.
+
+        Parameters
+        -----------
+        X: {array-like, sparse matrix} of size (n_samples, n_features)
+           Training data, matrix of explanatory variables
+
+        y: array-like of size [n_samples, n_features]
+           Target values
+
+        Returns
+        -------
+        self : object
+            Returns self.
+        '''
+        X, y = check_X_y(X, y, dtype=np.float64, y_numeric=True)
+        n_samples, n_features = X.shape
+
+        X, y, X_mean, y_mean, X_std = self._preprocess_data(X, y)
+        self._x_mean_ = X_mean
+        self._y_mean = y_mean
+        self._x_std = X_std
+
+        # Normalize columns of Psi, so that each column has norm = 1
+        norm_X = np.linalg.norm(X, axis=0)
+        X_norm = X/norm_X
+
+        # Initialize residual vector to full model response and normalize
+        R = y
+        norm_y = np.sqrt(np.dot(y, y))
+        r = y/norm_y
+
+        # Check for constant regressors
+        const_indices = np.where(~np.diff(X, axis=0).any(axis=0))[0]
+        bool_const = not const_indices
+
+        # Start regression using OPM algorithm
+        precision = 0        # Set precision criterion to precision of program
+        early_stop = True
+        cond_early = True    # Initialize condition for early stop
+        ind = []
+        iindx = []           # index of selected columns
+        indtot = np.arange(n_features)  # Full index set for remaining columns
+        kmax = min(n_samples, n_features)  # Maximum number of iterations
+        LOO = np.PINF * np.ones(kmax)  # Store LOO error at each iteration
+        LOOmin = np.PINF               # Initialize minimum value of LOO
+        coeff = np.zeros((n_features, kmax))
+        count = 0
+        k = 0.1                # Percentage of iteration history for early stop
+
+        # Begin iteration over regressors set (Matrix X)
+        while (np.linalg.norm(R) > precision) and (count <= kmax-1) and \
+              ((cond_early or early_stop) ^ ~cond_early):
+
+            # Update index set of columns yet to select
+            if count != 0:
+                indtot = np.delete(indtot, iindx)
+
+            # Find column of X that is most correlated with residual
+            h = abs(np.dot(r, X_norm))
+            iindx = np.argmax(h[indtot])
+            indx = indtot[iindx]
+
+            # initialize with the constant regressor, if it exists in the basis
+            if (count == 0) and bool_const:
+                # overwrite values for iindx and indx
+                iindx = const_indices[0]
+                indx = indtot[iindx]
+
+            # Invert the information matrix at the first iteration, later only
+            # update its value on the basis of the previously inverted one,
+            if count == 0:
+                M = 1 / np.dot(X[:, indx], X[:, indx])
+            else:
+                x = np.dot(X[:, ind].T, X[:, indx])
+                r = np.dot(X[:, indx], X[:, indx])
+                M = self.blockwise_inverse(M, x, x.T, r)
+
+            # Add newly found index to the selected indexes set
+            ind.append(indx)
+
+            # Select regressors subset (Projection subspace)
+            Xpro = X[:, ind]
+
+            # Obtain coefficient by performing OLS
+            TT = np.dot(y, Xpro)
+            beta = np.dot(M, TT)
+            coeff[ind, count] = beta
+
+            # Compute LOO error
+            LOO[count] = self.loo_error(Xpro, M, y, beta)
+
+            # Compute new residual due to new projection
+            R = y - np.dot(Xpro, beta)
+
+            # Normalize residual
+            norm_R = np.sqrt(np.dot(R, R))
+            r = R / norm_R
+
+            # Update counters and early-stop criterions
+            countinf = max(0, int(count-k*kmax))
+            LOOmin = min(LOOmin, LOO[count])
+
+            if count == 0:
+                cond_early = (LOO[0] <= LOOmin)
+            else:
+                cond_early = (min(LOO[countinf:count+1]) <= LOOmin)
+
+            if self.verbose:
+                print(f'Iteration: {count+1}, mod. LOOCV error : '
+                      f'{LOO[count]:.2e}')
+
+            # Update counter
+            count += 1
+
+        # Select projection with smallest cross-validation error
+        countmin = np.argmin(LOO[:-1])
+        self.coef_ = coeff[:, countmin]
+        self.active = coeff[:, countmin] != 0.0
+
+        # set intercept_
+        if self.fit_intercept:
+            self.coef_ = self.coef_ / X_std
+            self.intercept_ = y_mean - np.dot(X_mean, self.coef_.T)
+        else:
+            self.intercept_ = 0.
+
+        return self
+
+    def predict(self, X):
+        '''
+        Computes predictive distribution for test set.
+
+        Parameters
+        -----------
+        X: {array-like, sparse} (n_samples_test, n_features)
+           Test data, matrix of explanatory variables
+
+        Returns
+        -------
+        y_hat: numpy array of size (n_samples_test,)
+               Estimated values of targets on test set (i.e. mean of
+               predictive distribution)
+        '''
+
+        y_hat = np.dot(X, self.coef_) + self.intercept_
+
+        return y_hat
+
+    def loo_error(self, psi, inv_inf_matrix, y, coeffs):
+        """
+        Calculates the corrected LOO error for regression on regressor
+        matrix `psi` that generated the coefficients based on [1] and [2].
+
+        [1] Blatman, G., 2009. Adaptive sparse polynomial chaos expansions for
+            uncertainty propagation and sensitivity analysis (Doctoral
+            dissertation, Clermont-Ferrand 2).
+
+        [2] Blatman, G. and Sudret, B., 2011. Adaptive sparse polynomial chaos
+            expansion based on least angle regression. Journal of computational
+            Physics, 230(6), pp.2345-2367.
+
+        Parameters
+        ----------
+        psi : array of shape (n_samples, n_feature)
+            Orthogonal bases evaluated at the samples.
+        inv_inf_matrix : array
+            Inverse of the information matrix.
+        y : array of shape (n_samples, )
+            Targets.
+        coeffs : array
+            Computed regresssor cofficients.
+
+        Returns
+        -------
+        loo_error : float
+            Modified LOOCV error.
+
+        """
+
+        # NrEvaluation (Size of experimental design)
+        N, P = psi.shape
+
+        # h factor (the full matrix is not calculated explicitly,
+        # only the trace is, to save memory)
+        PsiM = np.dot(psi, inv_inf_matrix)
+
+        h = np.sum(np.multiply(PsiM, psi), axis=1, dtype=np.float128)
+
+        # ------ Calculate Error Loocv for each measurement point ----
+        # Residuals
+        residual = np.dot(psi, coeffs) - y
+
+        # Variance
+        varY = np.var(y)
+
+        if varY == 0:
+            norm_emp_error = 0
+            loo_error = 0
+        else:
+            norm_emp_error = np.mean(residual**2)/varY
+
+            loo_error = np.mean(np.square(residual / (1-h))) / varY
+
+            # if there are NaNs, just return an infinite LOO error (this
+            # happens, e.g., when a strongly underdetermined problem is solved)
+            if np.isnan(loo_error):
+                loo_error = np.inf
+
+        # Corrected Error for over-determined system
+        tr_M = np.trace(np.atleast_2d(inv_inf_matrix))
+        if tr_M < 0 or abs(tr_M) > 1e6:
+            tr_M = np.trace(np.linalg.pinv(np.dot(psi.T, psi)))
+
+        # Over-determined system of Equation
+        if N > P:
+            T_factor = N/(N-P) * (1 + tr_M)
+
+        # Under-determined system of Equation
+        else:
+            T_factor = np.inf
+
+        loo_error *= T_factor
+
+        return loo_error
+
+    def blockwise_inverse(self, Ainv, B, C, D):
+        """
+        non-singular square matrix M defined as M = [[A B]; [C D]] .
+        B, C and D can have any dimension, provided their combination defines
+        a square matrix M.
+
+        Parameters
+        ----------
+        Ainv : float or array
+            inverse of the square-submatrix A.
+        B : float or array
+            Information matrix with all new regressor.
+        C : float or array
+            Transpose of B.
+        D : float or array
+            Information matrix with all selected regressors.
+
+        Returns
+        -------
+        M : array
+            Inverse of the information matrix.
+
+        """
+        if np.isscalar(D):
+            # Inverse of D
+            Dinv = 1/D
+            # Schur complement
+            SCinv = 1/(D - np.dot(C, np.dot(Ainv, B[:, None])))[0]
+        else:
+            # Inverse of D
+            Dinv = np.linalg.solve(D, np.eye(D.shape))
+            # Schur complement
+            SCinv = np.linalg.solve((D - C*Ainv*B), np.eye(D.shape))
+
+        T1 = np.dot(Ainv, np.dot(B[:, None], SCinv))
+        T2 = np.dot(C, Ainv)
+
+        # Assemble the inverse matrix
+        M = np.vstack((
+            np.hstack((Ainv+T1*T2, -T1)),
+            np.hstack((-(SCinv)*T2, SCinv))
+            ))
+        return M
diff --git a/src/bayesvalidrox/surrogate_models/reg_fast_ard.py b/src/bayesvalidrox/surrogate_models/reg_fast_ard.py
index 2d9eaca8a3b0880c4cfc88a9d32316e03a208c95..44073da8e78642ba3b3914f6ce55a2d01986b1f1 100755
--- a/src/bayesvalidrox/surrogate_models/reg_fast_ard.py
+++ b/src/bayesvalidrox/surrogate_models/reg_fast_ard.py
@@ -17,14 +17,14 @@ from scipy.linalg import pinvh
 
 def update_precisions(Q,S,q,s,A,active,tol,n_samples,clf_bias):
     '''
-    Selects one feature to be added/recomputed/deleted to model based on 
+    Selects one feature to be added/recomputed/deleted to model based on
     effect it will have on value of log marginal likelihood.
     '''
     # initialise vector holding changes in log marginal likelihood
     deltaL = np.zeros(Q.shape[0])
 
     # identify features that can be added , recomputed and deleted in model
-    theta        =  q**2 - s 
+    theta        =  q**2 - s
     add          =  (theta > 0) * (active == False)
     recompute    =  (theta > 0) * (active == True)
     delete       = ~(add + recompute)
@@ -40,7 +40,7 @@ def update_precisions(Q,S,q,s,A,active,tol,n_samples,clf_bias):
     Anew           = s[recompute]**2/ ( theta[recompute] + np.finfo(np.float32).eps)
     delta_alpha    = (1./Anew - 1./Arec)
 
-    # compute change in log marginal likelihood 
+    # compute change in log marginal likelihood
     deltaL[add]       = ( Qadd**2 - Sadd ) / Sadd + np.log(Sadd/Qadd**2 )
     deltaL[recompute] = Qrec**2 / (Srec + 1. / delta_alpha) - np.log(1 + Srec*delta_alpha)
     deltaL[delete]    = Qdel**2 / (Sdel - Adel) - np.log(1 - Sdel / Adel)
@@ -56,7 +56,7 @@ def update_precisions(Q,S,q,s,A,active,tol,n_samples,clf_bias):
     no_delta       = np.sum( abs( Anew - Arec ) > tol ) == 0
     # if same_features: print(abs( Anew - Arec ))
     # print("same_features = {} no_delta = {}".format(same_features,no_delta))
-    # check convergence: if no features to add or delete and small change in 
+    # check convergence: if no features to add or delete and small change in
     #                    precision for current features then terminate
     converged = False
     if same_features and no_delta:
@@ -71,7 +71,7 @@ def update_precisions(Q,S,q,s,A,active,tol,n_samples,clf_bias):
     else:
         # at least two active features
         if active[feature_index] == True and np.sum(active) >= 2:
-            # do not remove bias term in classification 
+            # do not remove bias term in classification
             # (in regression it is factored in through centering)
             if not (feature_index == 0 and clf_bias):
                 active[feature_index] = False
@@ -82,7 +82,7 @@ def update_precisions(Q,S,q,s,A,active,tol,n_samples,clf_bias):
 
 class RegressionFastARD(LinearModel, RegressorMixin):
     '''
-    Regression with Automatic Relevance Determination (Fast Version uses 
+    Regression with Automatic Relevance Determination (Fast Version uses
     Sparse Bayesian Learning)
     https://github.com/AmazaspShumik/sklearn-bayes/blob/master/skbayes/rvm_ard_models/fast_rvm.py
 
@@ -143,7 +143,7 @@ class RegressionFastARD(LinearModel, RegressorMixin):
         (http://www.miketipping.com/abstracts.htm#Faul:NIPS01)
     '''
 
-    def __init__(self, n_iter=300, start=None, tol=1e-3, fit_intercept=True, 
+    def __init__(self, n_iter=300, start=None, tol=1e-3, fit_intercept=True,
                  normalize=False, copy_X=True, compute_score=False, verbose=False):
         self.n_iter          = n_iter
         self.start           = start
@@ -230,8 +230,10 @@ class RegressionFastARD(LinearModel, RegressorMixin):
         # check that variance is non zero !!!
         if var_y == 0:
             beta = 1e-2
+            self.var_y = True
         else:
             beta = 1. / np.var(y)
+            self.var_y = False
 
         A = np.PINF * np.ones(n_features)
         active = np.zeros(n_features, dtype=np.bool)
@@ -262,6 +264,13 @@ class RegressionFastARD(LinearModel, RegressorMixin):
         warning_flag = 0
         scores_ = []
         for i in range(self.n_iter):
+            # Handle variance zero
+            if self.var_y:
+                A[0] = y_mean
+                active[0] = True
+                converged = True
+                break
+
             XXa = XX[active, :][:, active]
             XYa = XY[active]
             Aa = A[active]
@@ -381,11 +390,15 @@ class RegressionFastARD(LinearModel, RegressorMixin):
         y_hat = np.dot(X, self.coef_) + self.intercept_
 
         if return_std:
+            # Handle the zero variance case
+            if self.var_y:
+                return y_hat, np.zeros_like(y_hat)
+
             if self.normalize:
-                x = (X - self._x_mean_) / self._x_std
+                X -= self._x_mean_[self.active_]
+                X /= self._x_std[self.active_]
             var_hat = 1./self.alpha_
-            var_hat += np.sum(np.dot(x[:, self.active_], self.sigma_) *
-                              x[:, self.active_], axis=1)
+            var_hat += np.sum(X.dot(self.sigma_) * X, axis=1)
             std_hat = np.sqrt(var_hat)
             return y_hat, std_hat
         else:
diff --git a/src/bayesvalidrox/surrogate_models/reg_fast_laplace.py b/src/bayesvalidrox/surrogate_models/reg_fast_laplace.py
index 92909fd00a14db10b1793a28e737f254ec3d4a54..bdff324ede818a42d226e9aa55aaf01666ca8fc8 100644
--- a/src/bayesvalidrox/surrogate_models/reg_fast_laplace.py
+++ b/src/bayesvalidrox/surrogate_models/reg_fast_laplace.py
@@ -3,411 +3,450 @@
 import numpy as np
 from sklearn.utils import as_float_array
 from sklearn.model_selection import KFold
-import warnings
-warnings.filterwarnings("ignore")
-import sys
-import matplotlib.pyplot as plt
+
 
 class RegressionFastLaplace():
     '''
-    Sparse regression with Bayesian Compressive Sensing as described in Alg. 1 
+    Sparse regression with Bayesian Compressive Sensing as described in Alg. 1
     (Fast Laplace) of Ref.[1], which updated formulas from [2].
 
     sigma2: noise precision (sigma^2)
     nu fixed to 0
-    
+
     uqlab/lib/uq_regression/BCS/uq_bsc.m
-    
+
     Parameters
     ----------
     n_iter: int, optional (DEFAULT = 1000)
         Maximum number of iterations
-    
+
     tol: float, optional (DEFAULT = 1e-7)
-        If absolute change in precision parameter for weights is below threshold
-        algorithm terminates.
-        
+        If absolute change in precision parameter for weights is below
+        threshold algorithm terminates.
+
     fit_intercept : boolean, optional (DEFAULT = True)
         whether to calculate the intercept for this model. If set
         to false, no intercept will be used in calculations
         (e.g. data is expected to be already centered).
-        
+
     copy_X : boolean, optional (DEFAULT = True)
         If True, X will be copied; else, it may be overwritten.
-    
+
     verbose : boolean, optional (DEFAULT = FALSE)
         Verbose mode when fitting the model
-        
-        
+
     Attributes
     ----------
     coef_ : array, shape = (n_features)
         Coefficients of the regression model (mean of posterior distribution)
-        
+
     alpha_ : float
        estimated precision of the noise
-       
+
     active_ : array, dtype = np.bool, shape = (n_features)
        True for non-zero coefficients, False otherwise
-       
+
     lambda_ : array, shape = (n_features)
        estimated precisions of the coefficients
-       
+
     sigma_ : array, shape = (n_features, n_features)
         estimated covariance matrix of the weights, computed only
-        for non-zero coefficients  
-    
+        for non-zero coefficients
+
     References
     ----------
-    [1] Babacan, S. D., Molina, R., & Katsaggelos, A. K. (2009). Bayesian 
-        compressive sensing using Laplace priors. IEEE Transactions on image 
+    [1] Babacan, S. D., Molina, R., & Katsaggelos, A. K. (2009). Bayesian
+        compressive sensing using Laplace priors. IEEE Transactions on image
         processing, 19(1), 53-63.
-    [2] Fast marginal likelihood maximisation for sparse Bayesian models 
+    [2] Fast marginal likelihood maximisation for sparse Bayesian models
         (Tipping & Faul 2003).
         (http://www.miketipping.com/papers/met-fastsbl.pdf)
     '''
-    
-    def __init__(self, n_iter=1000, n_Kfold=10, tol=1e-7, fit_intercept=False, 
-                  copy_X=True, verbose=True):
-        self.n_iter          = n_iter
-        self.n_Kfold         = n_Kfold
-        self.tol             = tol
-        self.fit_intercept   = fit_intercept
-        self.copy_X          = copy_X
-        self.verbose         = verbose
-    
-    
-    def _center_data(self, X,y):
+
+    def __init__(self, n_iter=1000, n_Kfold=10, tol=1e-7, fit_intercept=False,
+                 bias_term=True, copy_X=True, verbose=False):
+        self.n_iter = n_iter
+        self.n_Kfold = n_Kfold
+        self.tol = tol
+        self.fit_intercept = fit_intercept
+        self.bias_term = bias_term
+        self.copy_X = copy_X
+        self.verbose = verbose
+
+    def _center_data(self, X, y):
         ''' Centers data'''
-        X     = as_float_array(X,self.copy_X)
+        X = as_float_array(X, self.copy_X)
+
         # normalisation should be done in preprocessing!
-        X_std = np.ones(X.shape[1], dtype = X.dtype)
+        X_std = np.ones(X.shape[1], dtype=X.dtype)
         if self.fit_intercept:
-            X_mean = np.average(X,axis = 0)
-            y_mean = np.average(y,axis = 0)
-            X     -= X_mean
-            y      = y - y_mean
+            X_mean = np.average(X, axis=0)
+            y_mean = np.average(y, axis=0)
+            X -= X_mean
+            y -= y_mean
         else:
-            X_mean = np.zeros(X.shape[1],dtype = X.dtype)
+            X_mean = np.zeros(X.shape[1], dtype=X.dtype)
             y_mean = 0. if y.ndim == 1 else np.zeros(y.shape[1], dtype=X.dtype)
-        return X,y, X_mean, y_mean, X_std
-    
-    def fit(self, X,Y):
+        return X, y, X_mean, y_mean, X_std
+
+    def fit(self, X, y):
 
         k_fold = KFold(n_splits=self.n_Kfold)
 
-        varY = np.var(Y,ddof=1) if np.var(Y,ddof=1)!=0 else 1.0
-        sigma2s = len(Y)*varY*10**np.linspace(-16,-1,self.n_Kfold)
+        varY = np.var(y, ddof=1) if np.var(y, ddof=1) != 0 else 1.0
+        sigma2s = len(y)*varY*(10**np.linspace(-16, -1, self.n_Kfold))
 
-        errors = np.zeros((len(sigma2s),self.n_Kfold))
+        errors = np.zeros((len(sigma2s), self.n_Kfold))
         for s, sigma2 in enumerate(sigma2s):
-            for k, (train, test) in enumerate(k_fold.split(X, Y)):
-                self.fit_(X[train], Y[train], sigma2)
-                errors[s,k] = np.linalg.norm(Y[test] - self.predict(X[test]))**2/len(test)
+            for k, (train, test) in enumerate(k_fold.split(X, y)):
+                self.fit_(X[train], y[train], sigma2)
+                errors[s, k] = np.linalg.norm(
+                    y[test] - self.predict(X[test])
+                    )**2/len(test)
 
-        KfCVerror = np.sum(errors,axis=1)/self.n_Kfold/varY
+        KfCVerror = np.sum(errors, axis=1)/self.n_Kfold/varY
         i_minCV = np.argmin(KfCVerror)
-        
+
         self.kfoldCVerror = np.min(KfCVerror)
-        
-        return self.fit_(X, Y, sigma2s[i_minCV])
 
-    def fit_(self, X, Y, sigma2):
-        
-        N,P = X.shape
+        return self.fit_(X, y, sigma2s[i_minCV])
+
+    def fit_(self, X, y, sigma2):
+
+        N, P = X.shape
         # n_samples, n_features = X.shape
-        
-        X, y, X_mean, y_mean, X_std = self._center_data(X, Y)
+
+        X, y, X_mean, y_mean, X_std = self._center_data(X, y)
         self._x_mean_ = X_mean
-        self._y_mean  = y_mean
-        self._x_std   = X_std
-        
+        self._y_mean = y_mean
+        self._x_std = X_std
+
+        # check that variance is non zero !!!
+        if np.var(y) == 0:
+            self.var_y = True
+        else:
+            self.var_y = False
         beta = 1./sigma2
-        
+
         #  precompute X'*Y , X'*X for faster iterations & allocate memory for
-        #  sparsity & quality vectors X=Psi, y=Y
-        PsiTY     = np.dot(X.T,y) #XY
-        PsiTPsi   = np.dot(X.T,X) #XX
-        XXd    = np.diag(PsiTPsi)
-        
+        #  sparsity & quality vectors X=Psi
+        PsiTY = np.dot(X.T, y)
+        PsiTPsi = np.dot(X.T, X)
+        XXd = np.diag(PsiTPsi)
+
         # initialize with constant regressor, or if that one does not exist,
         # with the one that has the largest correlation with Y
-        ind_global_to_local = np.zeros(P , dtype = np.int32)#np.bool) #active
-    
+        ind_global_to_local = np.zeros(P, dtype=np.int32)
+
         # identify constant regressors
-        constidx = np.where(~np.diff(X,axis=0).all(axis=0))[0]
-    
-        if constidx.size != 0:
-            ind_start  = constidx[0]
-            ind_global_to_local[ind_start]  = True
+        constidx = np.where(~np.diff(X, axis=0).all(axis=0))[0]
+
+        if self.bias_term and constidx.size != 0:
+            ind_start = constidx[0]
+            ind_global_to_local[ind_start] = True
         else:
-            # start from a single basis vector with largest projection on targets
-            proj  = np.divide(np.square(PsiTY) , XXd)
+            # start from a single basis vector with largest projection on
+            # targets
+            proj = np.divide(np.square(PsiTY), XXd)
             ind_start = np.argmax(proj)
             ind_global_to_local[ind_start] = True
 
-        
         num_active = 1
         active_indices = [ind_start]
         deleted_indices = []
         bcs_path = [ind_start]
         gamma = np.zeros(P)
-        # for the initial value of gamma(ind_start), use the RVM formula 
+        # for the initial value of gamma(ind_start), use the RVM formula
         #   gamma = (q^2 - s) / (s^2)
         # and the fact that initially s = S = beta*Psi_i'*Psi_i and q = Q =
         # beta*Psi_i'*Y
-        gamma[ind_start] = (np.square(PsiTY[ind_start]) - sigma2 * PsiTPsi[ind_start,ind_start]) / \
-                            (np.square(PsiTPsi[ind_start, ind_start]))
-                            
-        Sigma = 1. / (beta * PsiTPsi[ind_start,ind_start] + 1./gamma[ind_start])
-        
+        gamma[ind_start] = np.square(PsiTY[ind_start])
+        gamma[ind_start] -= sigma2 * PsiTPsi[ind_start, ind_start]
+        gamma[ind_start] /= np.square(PsiTPsi[ind_start, ind_start])
+
+        Sigma = 1. / (beta * PsiTPsi[ind_start, ind_start]
+                      + 1./gamma[ind_start])
+
         mu = Sigma * PsiTY[ind_start] * beta
-        tmp1 = beta * PsiTPsi[ind_start,:]
-        S = beta * np.diag(PsiTPsi).T - Sigma * np.square(tmp1) 
+        tmp1 = beta * PsiTPsi[ind_start]
+        S = beta * np.diag(PsiTPsi).T - Sigma * np.square(tmp1)
         Q = beta * PsiTY.T - mu*(tmp1)
-        
-        tmp2 = np.ones(P) # alternative computation for the initial s,q
-        q0tilde = PsiTY[ind_start];
-        s0tilde = PsiTPsi[ind_start, ind_start];
+
+        tmp2 = np.ones(P)  # alternative computation for the initial s,q
+        q0tilde = PsiTY[ind_start]
+        s0tilde = PsiTPsi[ind_start, ind_start]
         tmp2[ind_start] = s0tilde / (q0tilde**2) / beta
-        s = np.divide(S,tmp2)
-        q = np.divide(Q,tmp2)
-        Lambda = 2*(num_active - 1) / np.sum(gamma) # initialize lambda as well
-        
+        s = np.divide(S, tmp2)
+        q = np.divide(Q, tmp2)
+        Lambda = 2*(num_active - 1) / np.sum(gamma)
+
         Delta_L_max = []
         for i in range(self.n_iter):
-            
+            # Handle variance zero
+            if self.var_y:
+                mu = np.mean(y)
+                break
+
             if self.verbose:
-                print('    lambda = {0:.3e}\n'.format(Lambda))
-            
+                print('    lambda = {0:.6e}\n'.format(Lambda))
+
             # Calculate the potential updated value of each gamma[i]
-            if Lambda == 0.0: # RVM
-                gamma_potential = np.multiply(((np.square(q) - s) > Lambda), \
-                                              np.divide(np.square(q) - s, np.square(s)))
+            if Lambda == 0.0:  # RVM
+                gamma_potential = np.multiply((
+                    (q**2 - s) > Lambda),
+                    np.divide(q**2 - s, s**2)
+                    )
             else:
-                a = Lambda * np.square(s)
-                b = np.square(s) + 2*Lambda*s
-                c = Lambda + s - np.square(q) # <-- important decision boundary
-                gamma_potential = np.multiply((c < 0) ,
-                    np.divide(-b + np.sqrt(np.square(b) - 4*np.multiply(a,c)),2*a))
-
-            l_gamma =  - np.log(np.absolute(1 + np.multiply(gamma,s))) \
-                + np.divide(np.multiply(np.square(q), gamma),(1 + np.multiply(gamma,s))) \
-                - Lambda*gamma  # omitted the factor 1/2
-            
+                a = Lambda * s**2
+                b = s**2 + 2*Lambda*s
+                c = Lambda + s - q**2
+                gamma_potential = np.multiply(
+                    (c < 0), np.divide(
+                        -b + np.sqrt(b**2 - 4*np.multiply(a, c)), 2*a)
+                    )
+
+            l_gamma = - np.log(np.absolute(1 + np.multiply(gamma, s)))
+            l_gamma += np.divide(np.multiply(q**2, gamma),
+                                 (1 + np.multiply(gamma, s)))
+            l_gamma -= Lambda*gamma  # omitted the factor 1/2
+
             # Contribution of each updated gamma(i) to L(gamma)
-            l_gamma_potential = - np.log(np.absolute(1 + np.multiply(gamma_potential,s))) \
-                + np.divide(np.multiply(np.square(q), gamma_potential),(1 + np.multiply(gamma_potential,s))) \
-                - Lambda*gamma_potential # omitted the factor 1/2
-            
+            l_gamma_potential = - np.log(
+                np.absolute(1 + np.multiply(gamma_potential, s))
+                )
+            l_gamma_potential += np.divide(
+                np.multiply(q**2, gamma_potential),
+                (1 + np.multiply(gamma_potential, s))
+                )
+            # omitted the factor 1/2
+            l_gamma_potential -= Lambda*gamma_potential
+
             # Check how L(gamma) would change if we replaced gamma(i) by the
             # updated gamma_potential(i), for each i separately
             Delta_L_potential = l_gamma_potential - l_gamma
+
             # deleted indices should not be chosen again
-            if len(deleted_indices)!=0:
-                Delta_L_potential[deleted_indices] = -np.inf * np.ones(len(deleted_indices))
-            
+            if len(deleted_indices) != 0:
+                values = -np.inf * np.ones(len(deleted_indices))
+                Delta_L_potential[deleted_indices] = values
+
             Delta_L_max.append(np.nanmax(Delta_L_potential))
             ind_L_max = np.nanargmax(Delta_L_potential)
-            
-            
-            # in case there is only 1 regressor in the model and it would now be
-            # deleted
+
+            # in case there is only 1 regressor in the model and it would now
+            # be deleted
             if len(active_indices) == 1 and ind_L_max == active_indices[0] \
-                and gamma_potential[ind_L_max] == 0.0:
+               and gamma_potential[ind_L_max] == 0.0:
                 Delta_L_potential[ind_L_max] = -np.inf
                 Delta_L_max[i] = np.max(Delta_L_potential)
                 ind_L_max = np.argmax(Delta_L_potential)
 
             # If L did not change significantly anymore, break
             if Delta_L_max[i] <= 0.0 or\
-                    ( i > 0 and \
-                    all(np.absolute(Delta_L_max[i-1:]) \
-                    < sum(Delta_L_max)*self.tol)) or \
-                    ( i > 0 and all(np.diff(bcs_path)[i-1:]==0.0)):
+                    (i > 0 and all(np.absolute(Delta_L_max[i-1:])
+                                   < sum(Delta_L_max)*self.tol)) or \
+                    (i > 0 and all(np.diff(bcs_path)[i-1:] == 0.0)):
                 if self.verbose:
-                    print('Increase in L: {0:.3e} (eta = {1:.3e})\
-                          -- break\n'.format(Delta_L_max[i],self.tol))
+                    print('Increase in L: {0:.6e} (eta = {1:.3e})\
+                          -- break\n'.format(Delta_L_max[i], self.tol))
                 break
 
             # Print information
             if self.verbose:
-                print('    Delta L = {0:.3e} \n'.format(Delta_L_max[i]))
-            
-            what_changed = int(gamma[ind_L_max]==0.0) - int(gamma_potential[ind_L_max]==0.0)
+                print('    Delta L = {0:.6e} \n'.format(Delta_L_max[i]))
+
+            what_changed = int(gamma[ind_L_max] == 0.0)
+            what_changed -= int(gamma_potential[ind_L_max] == 0.0)
 
             # Print information
             if self.verbose:
                 if what_changed < 0:
-                    print('{} - Remove regressor #{}..\n'.format(i+1,ind_L_max+1))
+                    print(f'{i+1} - Remove regressor #{ind_L_max+1}..\n')
                 elif what_changed == 0:
-                    print('{} - Recompute regressor #{}..\n'.format(i+1,ind_L_max+1))
+                    print(f'{i+1} - Recompute regressor #{ind_L_max+1}..\n')
                 else:
-                    print('{} - Add regressor #{}..\n'.format(i+1,ind_L_max+1))
-            
+                    print(f'{i+1} - Add regressor #{ind_L_max+1}..\n')
+
             # --- Update all quantities ----
             if what_changed == 1:
                 # adding a regressor
 
                 # update gamma
                 gamma[ind_L_max] = gamma_potential[ind_L_max]
-                
+
                 Sigma_ii = 1.0 / (1.0/gamma[ind_L_max] + S[ind_L_max])
                 try:
-                    x_i = np.matmul(Sigma, PsiTPsi[active_indices,ind_L_max].reshape(-1,1)) 
-                except:    
-                    x_i = Sigma * PsiTPsi[active_indices,ind_L_max]
+                    x_i = np.matmul(
+                        Sigma, PsiTPsi[active_indices, ind_L_max].reshape(-1, 1)
+                        )
+                except ValueError:
+                    x_i = Sigma * PsiTPsi[active_indices, ind_L_max]
                 tmp_1 = - (beta * Sigma_ii) * x_i
-                Sigma = np.vstack((np.hstack(((beta**2 * Sigma_ii) * np.dot(x_i,x_i.T) + Sigma , tmp_1))\
-                                   , np.append(tmp_1.T,Sigma_ii)))
+                Sigma = np.vstack(
+                    (np.hstack(((beta**2 * Sigma_ii) * np.dot(x_i, x_i.T)
+                                + Sigma, tmp_1)), np.append(tmp_1.T, Sigma_ii))
+                    )
                 mu_i = Sigma_ii * Q[ind_L_max]
                 mu = np.vstack((mu - (beta * mu_i) * x_i, mu_i))
-                
-                tmp2 =  beta * (PsiTPsi[:,ind_L_max] - beta * \
-                                np.squeeze(np.matmul(PsiTPsi[:,active_indices],x_i))).T # row vector
+
+                tmp2_1 = PsiTPsi[:, ind_L_max] - beta * np.squeeze(
+                    np.matmul(PsiTPsi[:, active_indices], x_i)
+                    )
+                if i == 0:
+                    tmp2_1[0] /= 2
+                tmp2 = beta * tmp2_1.T
                 S = S - Sigma_ii * np.square(tmp2)
                 Q = Q - mu_i * tmp2
-                
+
                 num_active += 1
-                ind_global_to_local[ind_L_max] = num_active # local index
+                ind_global_to_local[ind_L_max] = num_active
                 active_indices.append(ind_L_max)
                 bcs_path.append(ind_L_max)
-                
+
             elif what_changed == 0:
                 # recomputation
-                if not ind_global_to_local[ind_L_max]: # zero if regressor has not been chosen yet
+                # zero if regressor has not been chosen yet
+                if not ind_global_to_local[ind_L_max]:
                     raise Exception('cannot recompute index{0} -- not yet\
                                     part of the model!'.format(ind_L_max))
-
+                Sigma = np.atleast_2d(Sigma)
+                mu = np.atleast_2d(mu)
                 gamma_i_new = gamma_potential[ind_L_max]
                 gamma_i_old = gamma[ind_L_max]
                 # update gamma
                 gamma[ind_L_max] = gamma_potential[ind_L_max]
-                
+
                 # index of regressor in Sigma
                 local_ind = ind_global_to_local[ind_L_max]-1
 
-                kappa_i = 1.0 / (Sigma[local_ind, local_ind] + 1.0 / (1.0/gamma_i_new - 1.0/gamma_i_old))
-                Sigma_i_col = Sigma[:,local_ind] # column of interest in Sigma
-                
+                kappa_i = (1.0/gamma_i_new - 1.0/gamma_i_old)
+                kappa_i = 1.0 / kappa_i
+                kappa_i += Sigma[local_ind, local_ind]
+                kappa_i = 1 / kappa_i
+                Sigma_i_col = Sigma[:, local_ind]
+
                 Sigma = Sigma - kappa_i * (Sigma_i_col * Sigma_i_col.T)
                 mu_i = mu[local_ind]
-                mu = mu - (kappa_i * mu_i) * Sigma_i_col[:,None]
-                
-                tmp1 = beta * np.dot(Sigma_i_col.reshape(1,-1),PsiTPsi[active_indices])[0] # row vector
+                mu = mu - (kappa_i * mu_i) * Sigma_i_col[:, None]
+
+                tmp1 = beta * np.dot(
+                    Sigma_i_col.reshape(1, -1), PsiTPsi[active_indices])[0]
                 S = S + kappa_i * np.square(tmp1)
                 Q = Q + (kappa_i * mu_i) * tmp1
 
                 # no change in active_indices or ind_global_to_local
-                bcs_path.append(ind_L_max+ 0.1)
-            
+                bcs_path.append(ind_L_max + 0.1)
+
             elif what_changed == -1:
                 gamma[ind_L_max] = 0
-                
+
                 # index of regressor in Sigma
                 local_ind = ind_global_to_local[ind_L_max]-1
-                
-                Sigma_ii_inv = 1. / Sigma[local_ind,local_ind] 
-                Sigma_i_col = Sigma[:,local_ind] # column to be deleted in Sigma
-                
-                Sigma = Sigma - Sigma_ii_inv * (Sigma_i_col * Sigma_i_col.T);
-                
-                Sigma = np.delete(np.delete(Sigma, local_ind, axis=0), local_ind, axis=1)
-                
-                mu = mu - (mu[local_ind] * Sigma_ii_inv) * Sigma_i_col[:,None]
+
+                Sigma_ii_inv = 1. / Sigma[local_ind, local_ind]
+                Sigma_i_col = Sigma[:, local_ind]
+
+                Sigma = Sigma - Sigma_ii_inv * (Sigma_i_col * Sigma_i_col.T)
+
+                Sigma = np.delete(
+                    np.delete(Sigma, local_ind, axis=0), local_ind, axis=1)
+
+                mu = mu - (mu[local_ind] * Sigma_ii_inv) * Sigma_i_col[:, None]
                 mu = np.delete(mu, local_ind, axis=0)
-                
-                tmp1 = beta * np.dot(Sigma_i_col,PsiTPsi[active_indices]) # row vector
+
+                tmp1 = beta * np.dot(Sigma_i_col, PsiTPsi[active_indices])
                 S = S + Sigma_ii_inv * np.square(tmp1)
                 Q = Q + (mu_i * Sigma_ii_inv) * tmp1
-                
+
                 num_active -= 1
                 ind_global_to_local[ind_L_max] = 0.0
-                ind_global_to_local[ind_global_to_local > local_ind] = ind_global_to_local[ind_global_to_local > local_ind] - 1
+                v = ind_global_to_local[ind_global_to_local > local_ind] - 1
+                ind_global_to_local[ind_global_to_local > local_ind] = v
                 del active_indices[local_ind]
-                deleted_indices.append(ind_L_max) # mark this index as deleted
+                deleted_indices.append(ind_L_max)
                 # and therefore ineligible
                 bcs_path.append(-ind_L_max)
-        
-            # same for all three cases 
-            tmp3 = 1 - np.multiply(gamma,S)
-            s = np.divide(S,tmp3)
-            q = np.divide(Q,tmp3)
-        
+
+            # same for all three cases
+            tmp3 = 1 - np.multiply(gamma, S)
+            s = np.divide(S, tmp3)
+            q = np.divide(Q, tmp3)
+
             # Update lambda
             Lambda = 2*(num_active - 1) / np.sum(gamma)
-        
-        # Prepare the result object 
-        self.coef_                 = np.zeros(P)
+
+        # Prepare the result object
+        self.coef_ = np.zeros(P)
         self.coef_[active_indices] = np.squeeze(mu)
-        self.sigma_                = Sigma
-        self.active_               = active_indices
-        self.gamma                 = gamma
-        self.Lambda                = Lambda
-        self.beta                  = beta
-        self.bcs_path              = bcs_path
+        self.sigma_ = Sigma
+        self.active_ = active_indices
+        self.gamma = gamma
+        self.Lambda = Lambda
+        self.beta = beta
+        self.bcs_path = bcs_path
+
+        # set intercept_
+        if self.fit_intercept:
+            self.coef_ = self.coef_ / X_std
+            self.intercept_ = y_mean - np.dot(X_mean, self.coef_.T)
+        else:
+            self.intercept_ = 0.
 
         return self
-    
-    
-    def predict(self,X, return_std=False):
+
+    def predict(self, X, return_std=False):
         '''
         Computes predictive distribution for test set.
         Predictive distribution for each data point is one dimensional
         Gaussian and therefore is characterised by mean and variance based on
         Ref.[1] Section 3.3.2.
-        
+
         Parameters
         -----------
         X: {array-like, sparse} (n_samples_test, n_features)
            Test data, matrix of explanatory variables
-           
+
         Returns
         -------
         : list of length two [y_hat, var_hat]
-        
+
              y_hat: numpy array of size (n_samples_test,)
-                    Estimated values of targets on test set (i.e. mean of predictive
-                    distribution)
-           
-             var_hat: numpy array of size (n_samples_test,)
+                    Estimated values of targets on test set (i.e. mean of
+                    predictive distribution)
+
+                var_hat: numpy array of size (n_samples_test,)
                     Variance of predictive distribution
-        
+
         References
         ----------
-        [1] Bishop, C. M. (2006). Pattern recognition and machine learning. springer.
+        [1] Bishop, C. M. (2006). Pattern recognition and machine learning.
+        springer.
         '''
-        x         = (X - self._x_mean_) / self._x_std
-        y_hat     = np.dot(x,self.coef_) + self._y_mean
-        
+        y_hat = np.dot(X, self.coef_) + self.intercept_
+
         if return_std:
-            var_hat   = 1./self.beta
-            var_hat  += np.sum( np.dot(x[:,self.active_],self.sigma_) * x[:,self.active_], axis = 1)
+            # Handle the zero variance case
+            if self.var_y:
+                return y_hat, np.zeros_like(y_hat)
+
+            var_hat = 1./self.beta
+            var_hat += np.sum(X.dot(self.sigma_) * X, axis=1)
             std_hat = np.sqrt(var_hat)
             return y_hat, std_hat
         else:
             return y_hat
+
 # l2norm = 0.0
 # for idx in range(10):
 #     sigma2 = np.genfromtxt('./test/sigma2_{0}.csv'.format(idx+1), delimiter=',')
 #     Psi_train = np.genfromtxt('./test/Psi_train_{0}.csv'.format(idx+1), delimiter=',')
 #     Y_train = np.genfromtxt('./test/Y_train_{0}.csv'.format(idx+1))
-#     coeffs_fold = np.genfromtxt('./test/coeffs_fold_{0}.csv'.format(idx+1))
 #     Psi_test = np.genfromtxt('./test/Psi_test_{0}.csv'.format(idx+1), delimiter=',')
 #     Y_test = np.genfromtxt('./test/Y_test_{0}.csv'.format(idx+1))
-    
+
 #     clf = RegressionFastLaplace(verbose=True)
 #     clf.fit_(Psi_train, Y_train, sigma2)
+#     coeffs_fold = np.genfromtxt('./test/coeffs_fold_{0}.csv'.format(idx+1))
 #     print("coeffs error: {0:.4g}".format(np.linalg.norm(clf.coef_ - coeffs_fold)))
 #     l2norm += np.linalg.norm(Y_test - clf.predict(Psi_test))**2/len(Y_test)
 #     print("l2norm error: {0:.4g}".format(l2norm))
-
-# import sys
-# sys.exit()
-
-# Psi = np.genfromtxt('../tests/AnalyticalFunction/Psi.csv', delimiter=',')
-# Y = np.genfromtxt('../tests/AnalyticalFunction/Y.csv')
-
-# clf = RegressionFastLaplace(verbose=True)
-# best = clf.fit_(Psi, Y,7.608010186983984e-11)
-# y_hat, std = best.predict(Psi[:2], return_std=True)
diff --git a/src/bayesvalidrox/surrogate_models/sequential_design.py b/src/bayesvalidrox/surrogate_models/sequential_design.py
index bc3a9089a75c061aac9737e9c43a3732cb970956..fc81dcd4529ca0708dfba47385aef4415992eb3e 100644
--- a/src/bayesvalidrox/surrogate_models/sequential_design.py
+++ b/src/bayesvalidrox/surrogate_models/sequential_design.py
@@ -9,15 +9,17 @@ import numpy as np
 from scipy import stats, signal, linalg, sparse
 from scipy.spatial import distance
 from copy import deepcopy, copy
-import tqdm
+from tqdm import tqdm
 import scipy.optimize as opt
 from sklearn.metrics import mean_squared_error
 import multiprocessing
 import matplotlib.pyplot as plt
 import sys
 import os
+import gc
 import seaborn as sns
-
+from joblib import Parallel, delayed
+import resource
 from .exploration import Exploration
 
 
@@ -26,15 +28,11 @@ class SeqDesign():
     This class provieds method for trainig the meta-model in an iterative
     manners.
     The main method to execute the task is `train_seq_design`, which
-     recieves a model object and returns the trained metamodel.
+      recieves a model object and returns the trained metamodel.
     """
 
-    def __init__(self, MetaModel):
-        self.MetaModel = MetaModel
-        self.Model = MetaModel.ModelObj
-
     # -------------------------------------------------------------------------
-    def train_seq_design(self, Model):
+    def train_seq_design(self, MetaModel):
         """
         Starts the adaptive sequential design for refining the surrogate model
         by selecting training points in a sequential manner.
@@ -46,15 +44,16 @@ class SeqDesign():
 
         Returns
         -------
-        PCEModel : object
+        MetaModel : object
             Meta model object.
 
         """
-        MetaModel = self.MetaModel
-        self.Model = MetaModel.ModelObj
+        # MetaModel = self
+        Model = MetaModel.ModelObj
+        self.MetaModel = MetaModel
+        self.Model = Model
 
         # Initialization
-        errorIncreases = False
         MetaModel.SeqModifiedLOO = {}
         MetaModel.seqValidError = {}
         MetaModel.SeqBME = {}
@@ -64,7 +63,7 @@ class SeqDesign():
         MetaModel.seqRMSEStd = {}
         MetaModel.seqMinDist = []
         pce = True if MetaModel.meta_model_type.lower() != 'gpe' else False
-        mc_ref = True if hasattr(Model, 'MCReference') else False
+        mc_ref = True if bool(Model.mc_reference) else False
         if mc_ref:
             Model.read_mc_reference()
 
@@ -79,67 +78,69 @@ class SeqDesign():
         n_canddidate = MetaModel.ExpDesign.n_canddidate
         post_snapshot = MetaModel.ExpDesign.post_snapshot
         n_replication = MetaModel.ExpDesign.n_replication
-
+        util_func = MetaModel.ExpDesign.util_func
+        output_name = Model.Output.names
+        validError = None
         # Handle if only one UtilityFunctions is provided
-        if not isinstance(MetaModel.ExpDesign.util_func, list):
+        if not isinstance(util_func, list):
             util_func = [MetaModel.ExpDesign.util_func]
 
         # Read observations or MCReference
-        if len(Model.observations) != 0:
-            self.observations = self.Model.read_observation()
-        # ---------- Initial PCEModel ----------
-        PCEModel = MetaModel.train_norm_design(Model)
-        initPCEModel = deepcopy(PCEModel)
-
-        # TODO: Loop over outputs
-        OutputName = Model.Output.names
-
-        # Estimation of the integral via Monte Varlo integration
-        obs_data = self.observations
+        if len(Model.observations) != 0 or Model.meas_file is not None:
+            self.observations = Model.read_observation()
+            obs_data = self.observations
+        else:
+            obs_data = []
+            TotalSigma2 = {}
+        # ---------- Initial MetaModel ----------
+        initMetaModel = deepcopy(MetaModel)
+
+        # Validation error if validation set is provided.
+        if len(MetaModel.valid_model_runs) != 0:
+            init_rmse, init_valid_error = self.__validError(initMetaModel)
+            init_valid_error = list(init_valid_error.values())
+        else:
+            init_rmse = None
 
-        # Check if data is provided
-        TotalSigma2 = np.empty((0, 1))
-        if len(obs_data) != 0 and hasattr(PCEModel, 'Discrepancy'):
-            # ------ Prepare diagonal enteries for co-variance matrix ---------
-            for keyIdx, key in enumerate(Model.Output.names):
-                # optSigma = 'B'
-                sigma2 = np.array(PCEModel.Discrepancy.parameters[key])
-                TotalSigma2 = np.append(TotalSigma2, sigma2)
+        # Check if discrepancy is provided
+        if len(obs_data) != 0 and hasattr(MetaModel, 'Discrepancy'):
+            TotalSigma2 = MetaModel.Discrepancy.parameters
 
             # Calculate the initial BME
-            out = self.__BME_Calculator(initPCEModel, obs_data, TotalSigma2)
-            initBME, initKLD, initPosterior, initDistHellinger = out
-            print("\nInitial BME:", initBME)
-            print("Initial KLD:", initKLD)
+            out = self.__BME_Calculator(
+                initMetaModel, obs_data, TotalSigma2, init_rmse)
+            init_BME, init_KLD, init_post, init_likes, init_dist_hellinger = out
+            print(f"\nInitial BME: {init_BME:.2f}")
+            print(f"Initial KLD: {init_KLD:.2f}")
 
             # Posterior snapshot (initial)
             if post_snapshot:
-                MAP = PCEModel.ExpDesign.max_a_post
-                parNames = PCEModel.ExpDesign.par_names
+                parNames = MetaModel.ExpDesign.par_names
                 print('Posterior snapshot (initial) is being plotted...')
-                self.__posteriorPlot(initPosterior, MAP, parNames,
-                                   'SeqPosterior_init')
+                self.__posteriorPlot(init_post, parNames, 'SeqPosterior_init')
 
         # Check the convergence of the Mean & Std
         if mc_ref and pce:
-            initRMSEMean, initRMSEStd = self.__error_Mean_Std()
-            print(f"Initial Mean and Std error: {initRMSEMean}, {initRMSEStd}")
+            init_rmse_mean, init_rmse_std = self.__error_Mean_Std()
+            print(f"Initial Mean and Std error: {init_rmse_mean},"
+                  f" {init_rmse_std}")
 
         # Read the initial experimental design
-        Xinit = initPCEModel.ExpDesign.X
-        initTotalNSamples = len(PCEModel.ExpDesign.X)
-        initYprev = initPCEModel.ModelOutputDict
-        initLCerror = initPCEModel.LCerror
+        Xinit = initMetaModel.ExpDesign.X
+        init_n_samples = len(MetaModel.ExpDesign.X)
+        initYprev = initMetaModel.ModelOutputDict
+        initLCerror = initMetaModel.LCerror
+        n_itrs = max_n_samples - init_n_samples
 
         # Read the initial ModifiedLOO
         if pce:
             Scores_all, varExpDesignY = [], []
-            for OutName in OutputName:
-                y = initPCEModel.ExpDesign.Y[OutName]
+            for out_name in output_name:
+                y = initMetaModel.ExpDesign.Y[out_name]
                 Scores_all.append(list(
-                    initPCEModel.score_dict[OutName].values()))
-                if PCEModel.dim_red_method.lower() == 'pca':
-                    pca = PCEModel.pca[OutName]
+                    initMetaModel.score_dict['b_1'][out_name].values()))
+                if MetaModel.dim_red_method.lower() == 'pca':
+                    pca = MetaModel.pca['b_1'][out_name]
                     components = pca.transform(y)
                     varExpDesignY.append(np.var(components, axis=0))
                 else:
@@ -147,35 +148,29 @@ class SeqDesign():
 
             Scores = [item for sublist in Scores_all for item in sublist]
             weights = [item for sublist in varExpDesignY for item in sublist]
-            initModifiedLOO = [np.average([1-score for score in Scores],
-                                          weights=weights)]
-
-        if len(PCEModel.valid_model_runs) != 0:
-            initValidError = self.__validError()
-            initValidError = list(initValidError.values())
-            print("\nInitial ValidError:", initValidError)
+            init_mod_LOO = [np.average([1-score for score in Scores],
+                                       weights=weights)]
 
+        prevMetaModel_dict = {}
         # Replicate the sequential design
         for repIdx in range(n_replication):
-            print(f'>>>> Replication: {repIdx+1}<<<<')
+            print(f'\n>>>> Replication: {repIdx+1}<<<<')
 
             # To avoid changes ub original aPCE object
-            # PCEModel = copy.deepcopy(initPCEModel)
-            PCEModel.ExpDesign.X = Xinit
-            PCEModel.ExpDesign.Y = initYprev
-            PCEModel.LCerror = initLCerror
+            MetaModel.ExpDesign.X = Xinit
+            MetaModel.ExpDesign.Y = initYprev
+            MetaModel.LCerror = initLCerror
 
             for util_f in util_func:
-                print(f'>>>> UtilityFunction: {util_f} <<<<')
+                print(f'\n>>>> Utility Function: {util_f} <<<<')
                 # To avoid changes ub original aPCE object
-                # PCEModel = copy.deepcopy(initPCEModel)
-                PCEModel.ExpDesign.X = Xinit
-                PCEModel.ExpDesign.Y = initYprev
-                PCEModel.LCerror = initLCerror
+                MetaModel.ExpDesign.X = Xinit
+                MetaModel.ExpDesign.Y = initYprev
+                MetaModel.LCerror = initLCerror
 
                 # Set the experimental design
                 Xprev = Xinit
-                total_n_samples = initTotalNSamples
+                total_n_samples = init_n_samples
                 Yprev = initYprev
 
                 Xfull = []
@@ -183,105 +178,101 @@ class SeqDesign():
 
                 # Store the initial ModifiedLOO
                 if pce:
-                    print("\nInitial ModifiedLOO:", initModifiedLOO)
-                    ModifiedLOO = initModifiedLOO
-                    SeqModifiedLOO = np.array(ModifiedLOO)
+                    print("\nInitial ModifiedLOO:", init_mod_LOO)
+                    SeqModifiedLOO = np.array(init_mod_LOO)
 
-                if len(PCEModel.valid_model_runs) != 0:
-                    ValidError = initValidError
-                    SeqValidError = np.array(ValidError)
+                if len(MetaModel.valid_model_runs) != 0:
+                    SeqValidError = np.array(init_valid_error)
 
                 # Check if data is provided
                 if len(obs_data) != 0:
-                    SeqBME = np.array([initBME])
-                    SeqKLD = np.array([initKLD])
-                    SeqDistHellinger = np.array([initDistHellinger])
+                    SeqBME = np.array([init_BME])
+                    SeqKLD = np.array([init_KLD])
+                    SeqDistHellinger = np.array([init_dist_hellinger])
 
                 if mc_ref and pce:
-                    seqRMSEMean = np.array([initRMSEMean])
-                    seqRMSEStd = np.array([initRMSEStd])
+                    seqRMSEMean = np.array([init_rmse_mean])
+                    seqRMSEStd = np.array([init_rmse_std])
 
-                # Start Sequential Experimental Design
+                # ------- Start Sequential Experimental Design -------
                 postcnt = 1
-                itrNr = 1
-                while total_n_samples < max_n_samples:
+                for itr_no in range(1, n_itrs+1):
+                    print(f'\n>>>> Iteration number {itr_no} <<<<')
+
+                    # Save the metamodel prediction before updating
+                    prevMetaModel_dict[itr_no] = deepcopy(MetaModel)
+                    if itr_no > 1:
+                        pc_model = prevMetaModel_dict[itr_no-1]
+                        self._y_hat_prev, _ = pc_model.eval_metamodel(
+                            samples=Xfull[-1].reshape(1, -1))
 
                     # Optimal Bayesian Design
-                    PCEModel.ExpDesignFlag = 'sequential'
+                    m_1 = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss/1024
+                    MetaModel.ExpDesignFlag = 'sequential'
                     Xnew, updatedPrior = self.opt_SeqDesign(TotalSigma2,
                                                             n_canddidate,
                                                             util_f)
-
+                    m_2 = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss/1024
                     S = np.min(distance.cdist(Xinit, Xnew, 'euclidean'))
-                    PCEModel.seqMinDist.append(S)
-                    print("\nmin Dist from OldExpDesign:", S)
+                    MetaModel.seqMinDist.append(S)
+                    print(f"\nmin Dist from OldExpDesign: {S:2f}")
                     print("\n")
 
-                    # Evaluate the full model response at the new sample:
+                    # Evaluate the full model response at the new sample
                     Ynew, _ = Model.run_model_parallel(
                         Xnew, prevRun_No=total_n_samples
                         )
                     total_n_samples += Xnew.shape[0]
-
                     # ------ Plot the surrogate model vs Origninal Model ------
-                    if hasattr(PCEModel, 'adapt_verbose') and \
-                       PCEModel.adapt_verbose:
-                        from post_processing.adaptPlot import adaptPlot
-                        y_hat, std_hat = PCEModel.eval_metamodel(samples=Xnew)
-                        adaptPlot(PCEModel, Ynew, y_hat, std_hat, plotED=False)
+                    if hasattr(MetaModel, 'adapt_verbose') and \
+                       MetaModel.adapt_verbose:
+                        from .adaptPlot import adaptPlot
+                        y_hat, std_hat = MetaModel.eval_metamodel(samples=Xnew)
+                        adaptPlot(MetaModel, Ynew, y_hat, std_hat, plotED=False)
 
                     # -------- Retrain the surrogate model -------
                     # Extend new experimental design
                     Xfull = np.vstack((Xprev, Xnew))
 
-                    # Updating existing key's value
-                    for OutIdx in range(len(OutputName)):
-                        OutName = OutputName[OutIdx]
-                        try:
-                            Yfull = np.vstack((Yprev[OutName], Ynew[OutName]))
-                        except:
-                            Yfull = np.vstack((Yprev[OutName], Ynew))
+                    # Updating experimental design Y
+                    for out_name in output_name:
+                        Yfull = np.vstack((Yprev[out_name], Ynew[out_name]))
+                        MetaModel.ModelOutputDict[out_name] = Yfull
 
-                        PCEModel.ModelOutputDict[OutName] = Yfull
+                    # Pass new design to the metamodel object
+                    MetaModel.ExpDesign.sampling_method = 'user'
+                    MetaModel.ExpDesign.X = Xfull
+                    MetaModel.ExpDesign.Y = MetaModel.ModelOutputDict
 
-                    PCEModel.ExpDesign.sampling_method = 'user'
-                    PCEModel.ExpDesign.X = Xfull
-                    PCEModel.ExpDesign.Y = PCEModel.ModelOutputDict
-
-                    # save the Experimental Design for next iteration
+                    # Save the Experimental Design for next iteration
                     Xprev = Xfull
-                    Yprev = PCEModel.ModelOutputDict
+                    Yprev = MetaModel.ModelOutputDict
 
                     # Pass the new prior as the input
-                    PCEModel.input_obj.poly_coeffs_flag = False
+                    MetaModel.input_obj.poly_coeffs_flag = False
                     if updatedPrior is not None:
-                        PCEModel.input_obj.poly_coeffs_flag = True
+                        MetaModel.input_obj.poly_coeffs_flag = True
                         print("updatedPrior:", updatedPrior.shape)
                         # Arbitrary polynomial chaos
                         for i in range(updatedPrior.shape[1]):
-                            PCEModel.Inputs.Marginals[i].dist_type = None
+                            MetaModel.input_obj.Marginals[i].dist_type = None
                             x = updatedPrior[:, i]
-                            PCEModel.Inputs.Marginals[i].raw_data = x
-
-                    prevPCEModel = PCEModel
-                    PCEModel = PCEModel.train_norm_design(Model)
+                            MetaModel.input_obj.Marginals[i].raw_data = x
 
-                    # -------- Evaluate the retrain surrogate model -------
-                    # Compute the validation error
-                    if len(PCEModel.valid_model_runs) != 0:
-                        validError = self.__validError()
-                        ValidError = list(validError.values())
-                        print("\nUpdated ValidError:", ValidError)
+                    # Train the surrogate model for new ExpDesign
+                    MetaModel.train_norm_design(parallel=False)
+                    m_3 = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss/1024
 
+                    # -------- Evaluate the retrained surrogate model -------
                     # Extract Modified LOO from Output
                     if pce:
                         Scores_all, varExpDesignY = [], []
-                        for OutName in OutputName:
-                            y = initPCEModel.ExpDesign.Y[OutName]
+                        for out_name in output_name:
+                            y = MetaModel.ExpDesign.Y[out_name]
                             Scores_all.append(list(
-                                PCEModel.score_dict[OutName].values()))
-                            if PCEModel.dim_red_method.lower() == 'pca':
-                                pca = PCEModel.pca[OutName]
+                                MetaModel.score_dict['b_1'][out_name].values()))
+                            if MetaModel.dim_red_method.lower() == 'pca':
+                                pca = MetaModel.pca['b_1'][out_name]
                                 components = pca.transform(y)
                                 varExpDesignY.append(np.var(components,
                                                             axis=0))
@@ -296,64 +287,51 @@ class SeqDesign():
 
                         print('\n')
                         print(f"Updated ModifiedLOO {util_f}:\n", ModifiedLOO)
-                        print("Xfull:", Xfull.shape)
                         print('\n')
 
-                    # check the direction of the error (on average):
-                    # if it increases consistently stop the iterations
-                    n_checks = 3
-                    if itrNr > n_checks * PCEModel.ExpDesign.n_new_samples:
-                        # ss<0 error increasing
-                        ss = np.sign(SeqModifiedLOO - ModifiedLOO)
-                        errorIncreases = np.sum(np.mean(ss[-2:], axis=1)) <= \
-                            -1*n_checks
-
-                    # If error is increasing in the last n_check iteration,
-                    # stop the search and return the previous PCEModel
-                    if errorIncreases:
-                        print("Warning: The modified error is increasing "
-                              "compared to the last {n_checks} iterations.")
-                        PCEModel = prevPCEModel
-                        break
+                    # Compute the validation error
+                    if len(MetaModel.valid_model_runs) != 0:
+                        rmse, validError = self.__validError(MetaModel)
+                        ValidError = list(validError.values())
                     else:
-                        prevPCEModel = PCEModel
+                        rmse = None
 
                     # Store updated ModifiedLOO
                     if pce:
                         SeqModifiedLOO = np.vstack(
                             (SeqModifiedLOO, ModifiedLOO))
-                        if len(PCEModel.valid_model_runs) != 0:
+                        if len(MetaModel.valid_model_runs) != 0:
                             SeqValidError = np.vstack(
                                 (SeqValidError, ValidError))
-
+                    m_4 = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss/1024
                     # -------- Caclulation of BME as accuracy metric -------
                     # Check if data is provided
                     if len(obs_data) != 0:
                         # Calculate the initial BME
-                        out = self.__BME_Calculator(PCEModel, obs_data,
-                                                    TotalSigma2)
-                        BME, KLD, Posterior, DistHellinger = out
+                        out = self.__BME_Calculator(MetaModel, obs_data,
+                                                    TotalSigma2, rmse)
+                        BME, KLD, Posterior, likes, DistHellinger = out
                         print('\n')
-                        print("Updated BME:", BME)
-                        print("Updated KLD:", KLD)
+                        print(f"Updated BME: {BME:.2f}")
+                        print(f"Updated KLD: {KLD:.2f}")
                         print('\n')
 
                         # Plot some snapshots of the posterior
-                        step_snapshot = PCEModel.ExpDesign.step_snapshot
+                        step_snapshot = MetaModel.ExpDesign.step_snapshot
                         if post_snapshot and postcnt % step_snapshot == 0:
-                            MAP = PCEModel.ExpDesign.max_a_post
-                            parNames = PCEModel.ExpDesign.par_names
+                            parNames = MetaModel.ExpDesign.par_names
                             print('Posterior snapshot is being plotted...')
-                            self.__posteriorPlot(Posterior, MAP, parNames,
-                                                 'SeqPosterior_{postcnt}')
+                            self.__posteriorPlot(Posterior, parNames,
+                                                 f'SeqPosterior_{postcnt}')
                         postcnt += 1
+                    m_5 = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss/1024
 
                     # Check the convergence of the Mean&Std
                     if mc_ref and pce:
                         print('\n')
                         RMSE_Mean, RMSE_std = self.__error_Mean_Std()
-                        print(f"Updated Mean and Std error: {RMSE_Mean}, "
-                              f"{RMSE_std}")
+                        print(f"Updated Mean and Std error: {RMSE_Mean:.2f}, "
+                              f"{RMSE_std:.2f}")
                         print('\n')
 
                     # Store the updated BME & KLD
@@ -370,25 +348,40 @@ class SeqDesign():
                     if pce and any(LOO < mod_LOO_threshold
                                    for LOO in ModifiedLOO):
                         break
-                itrNr += 1
+
+                    print(f"Memory itr {itr_no}: I: {m_2-m_1:.2f} MB")
+                    print(f"Memory itr {itr_no}: II: {m_3-m_2:.2f} MB")
+                    print(f"Memory itr {itr_no}: III: {m_4-m_3:.2f} MB")
+                    print(f"Memory itr {itr_no}: IV: {m_5-m_4:.2f} MB")
+                    m_6 = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss/1024
+                    print(f"Memory itr {itr_no}: total: {m_6:.2f} MB")
+
+                    # Clean up
+                    if len(obs_data) != 0:
+                        del out
+                    gc.collect()
+                    print()
+                    print('-'*50)
+                    print()
+
                 # Store updated ModifiedLOO and BME in dictonary
                 strKey = f'{util_f}_rep_{repIdx+1}'
                 if pce:
-                    PCEModel.SeqModifiedLOO[strKey] = SeqModifiedLOO
-                if len(PCEModel.valid_model_runs) != 0:
-                    PCEModel.seqValidError[strKey] = SeqValidError
+                    MetaModel.SeqModifiedLOO[strKey] = SeqModifiedLOO
+                if len(MetaModel.valid_model_runs) != 0:
+                    MetaModel.seqValidError[strKey] = SeqValidError
 
                 # Check if data is provided
                 if len(obs_data) != 0:
-                    PCEModel.SeqBME[strKey] = SeqBME
-                    PCEModel.SeqKLD[strKey] = SeqKLD
-                if len(PCEModel.valid_likelihoods) != 0:
-                    PCEModel.SeqDistHellinger[strKey] = SeqDistHellinger
+                    MetaModel.SeqBME[strKey] = SeqBME
+                    MetaModel.SeqKLD[strKey] = SeqKLD
+                if len(MetaModel.valid_likelihoods) != 0:
+                    MetaModel.SeqDistHellinger[strKey] = SeqDistHellinger
                 if mc_ref and pce:
-                    PCEModel.seqRMSEMean[strKey] = seqRMSEMean
-                    PCEModel.seqRMSEStd[strKey] = seqRMSEStd
+                    MetaModel.seqRMSEMean[strKey] = seqRMSEMean
+                    MetaModel.seqRMSEStd[strKey] = seqRMSEStd
 
-        return PCEModel
+        return MetaModel
 
     # -------------------------------------------------------------------------
     def util_VarBasedDesign(self, X_can, index, util_func='Entropy'):
@@ -414,13 +407,18 @@ class SeqDesign():
             Score.
 
         """
-        out_dict_y = self.MetaModel.ExpDesign.Y
-        out_names = self.MetaModel.ModelObj.Output.names
+        MetaModel = self.MetaModel
+        ED_X = MetaModel.ExpDesign.X
+        out_dict_y = MetaModel.ExpDesign.Y
+        out_names = MetaModel.ModelObj.Output.names
+
+        # Run the Metamodel for the candidate
+        X_can = X_can.reshape(1, -1)
+        Y_PC_can, std_PC_can = MetaModel.eval_metamodel(samples=X_can)
 
-        if util_func == 'Entropy':
+        if util_func.lower() == 'alm':
             # ----- Entropy/MMSE/active learning MacKay(ALM)  -----
             # Compute perdiction variance of the old model
-            Y_PC_can, std_PC_can = self.MetaModel.eval_metamodel(samples=X_can)
             canPredVar = {key: std_PC_can[key]**2 for key in out_names}
 
             varPCE = np.zeros((len(out_names), X_can.shape[0]))
@@ -428,14 +426,18 @@ class SeqDesign():
                 varPCE[KeyIdx] = np.max(canPredVar[key], axis=1)
             score = np.max(varPCE, axis=0)
 
-        elif util_func == 'EIGF':
+        elif util_func.lower() == 'eigf':
             # ----- Expected Improvement for Global fit -----
-            # Eq (5) from Liu et al.(2018)
+            # Find closest EDX to the candidate
+            distances = distance.cdist(ED_X, X_can, 'euclidean')
+            index = np.argmin(distances)
+
             # Compute perdiction error and variance of the old model
-            Y_PC_can, std_PC_can = self.eval_metamodel(samples=X_can)
             predError = {key: Y_PC_can[key] for key in out_names}
             canPredVar = {key: std_PC_can[key]**2 for key in out_names}
 
+            # Compute perdiction error and variance of the old model
+            # Eq (5) from Liu et al.(2018)
             EIGF_PCE = np.zeros((len(out_names), X_can.shape[0]))
             for KeyIdx, key in enumerate(out_names):
                 residual = predError[key] - out_dict_y[key][int(index)]
@@ -472,11 +474,13 @@ class SeqDesign():
         """
 
         # Evaluate the PCE metamodels at that location ???
-        Y_mean_can, Y_std_can = self.eval_metamodel(samples=np.array([X_can]))
+        Y_mean_can, Y_std_can = self.MetaModel.eval_metamodel(
+            samples=np.array([X_can])
+            )
 
         # Get the data
         obs_data = self.observations
-        nObs = self.Model.n_obs
+        n_obs = self.Model.n_obs
         # TODO: Analytical DKL
         # Sample a distribution for a normal dist
         # with Y_mean_can as the mean and Y_std_can as std.
@@ -530,9 +534,9 @@ class SeqDesign():
                 # cov = np.zeros((means.shape[0], means.shape[0]), float)
                 # np.fill_diagonal(cov, stds**2)
 
-                Y_MC[key] = np.zeros((MCsize, nObs))
-                logsamples = np.zeros((MCsize, nObs))
-                for i in range(nObs):
+                Y_MC[key] = np.zeros((MCsize, n_obs))
+                logsamples = np.zeros((MCsize, n_obs))
+                for i in range(n_obs):
                     NormalDensity = stats.norm(means[i], stds[i])
                     Y_MC[key][:, i] = NormalDensity.rvs(MCsize)
                     logsamples[:, i] = NormalDensity.logpdf(Y_MC[key][:, i])
@@ -597,7 +601,7 @@ class SeqDesign():
             coeffs = self.MetaModel.coeffs_dict.values()
             nModelParams = max(len(v) for val in coeffs for v in val.values())
             maxL = np.nanmax(likelihoods)
-            U_J_d = -2 * np.log(maxL) + np.log(nObs) * nModelParams
+            U_J_d = -2 * np.log(maxL) + np.log(n_obs) * nModelParams
 
         # Akaike information criterion
         elif var == 'AIC':
@@ -605,7 +609,7 @@ class SeqDesign():
             nModelParams = max(len(v) for val in coeffs for v in val.values())
             maxlogL = np.log(np.nanmax(likelihoods))
             AIC = -2 * maxlogL + 2 * nModelParams
-            # 2 * nModelParams * (nModelParams+1) / (nObs-nModelParams-1)
+            # 2 * nModelParams * (nModelParams+1) / (n_obs-nModelParams-1)
             penTerm = 0
             U_J_d = 1*(AIC + penTerm)
 
@@ -613,8 +617,9 @@ class SeqDesign():
         elif var == 'DIC':
             # D_theta_bar = np.mean(-2 * Likelihoods)
             N_star_p = 0.5 * np.var(np.log(likelihoods[likelihoods != 0]))
-            Likelihoods_theta_mean = self.__normpdf(Y_mean_can, Y_std_can,
-                                                  obs_data, sigma2Dict)
+            Likelihoods_theta_mean = self.__normpdf(
+                Y_mean_can, Y_std_can, obs_data, sigma2Dict
+                )
             DIC = -2 * np.log(Likelihoods_theta_mean) + 2 * N_star_p
 
             U_J_d = DIC
@@ -626,8 +631,136 @@ class SeqDesign():
         if np.isnan(U_J_d) or U_J_d == -np.inf or U_J_d == np.inf:
             U_J_d = 0.0
 
+        # Clear memory
+        del likelihoods
+        del Y_MC
+        del std_MC
+        gc.collect(generation=2)
+
         return -1 * U_J_d   # -1 is for minimization instead of maximization
 
+    # -------------------------------------------------------------------------
+    def update_metamodel(self, MetaModel, output, y_hat_can, univ_p_val, index,
+                         new_pca=False):
+        BasisIndices = MetaModel.basis_dict[output]["y_"+str(index+1)]
+        clf_poly = MetaModel.clf_poly[output]["y_"+str(index+1)]
+        Mn = clf_poly.coef_
+        Sn = clf_poly.sigma_
+        beta = clf_poly.alpha_
+        active = clf_poly.active_
+        Psi = self.MetaModel.create_psi(BasisIndices, univ_p_val)
+
+        Sn_new_inv = np.linalg.inv(Sn)
+        Sn_new_inv += beta * np.dot(Psi[:, active].T, Psi[:, active])
+        Sn_new = np.linalg.inv(Sn_new_inv)
+
+        Mn_new = np.dot(Sn_new_inv, Mn[active]).reshape(-1, 1)
+        Mn_new += beta * np.dot(Psi[:, active].T, y_hat_can)
+        Mn_new = np.dot(Sn_new, Mn_new).flatten()
+
+        # Compute the old and new moments of PCEs
+        mean_old = Mn[0]
+        mean_new = Mn_new[0]
+        std_old = np.sqrt(np.sum(np.square(Mn[1:])))
+        std_new = np.sqrt(np.sum(np.square(Mn_new[1:])))
+
+        # Back transformation if PCA is selected.
+        if MetaModel.dim_red_method.lower() == 'pca':
+            old_pca = MetaModel.pca[output]
+            mean_old = old_pca.mean_[index]
+            mean_old += np.sum(mean_old * old_pca.components_[:, index])
+            std_old = np.sqrt(np.sum(std_old**2 *
+                                     old_pca.components_[:, index]**2))
+            mean_new = new_pca.mean_[index]
+            mean_new += np.sum(mean_new * new_pca.components_[:, index])
+            std_new = np.sqrt(np.sum(std_new**2 *
+                                     new_pca.components_[:, index]**2))
+            # print(f"mean_old: {mean_old:.2f} mean_new: {mean_new:.2f}")
+            # print(f"std_old: {std_old:.2f} std_new: {std_new:.2f}")
+        # Store the old and new moments of PCEs
+        results = {
+            'mean_old': mean_old,
+            'mean_new': mean_new,
+            'std_old': std_old,
+            'std_new': std_new
+            }
+        return results
+
+    # -------------------------------------------------------------------------
+    def util_BayesianDesign_old(self, X_can, X_MC, sigma2Dict, var='DKL'):
+        """
+        Computes scores based on Bayesian sequential design criterion (var).
+
+        Parameters
+        ----------
+        X_can : array of shape (n_samples, n_params)
+            Candidate samples.
+        sigma2Dict : dict
+            A dictionary containing the measurement errors (sigma^2).
+        var : string, optional
+            Bayesian design criterion. The default is 'DKL'.
+
+        Returns
+        -------
+        float
+            Score.
+
+        """
+
+        # To avoid changes ub original aPCE object
+        Model = self.Model
+        MetaModel = deepcopy(self.MetaModel)
+        old_EDY = MetaModel.ExpDesign.Y
+
+        # Evaluate the PCE metamodels using the candidate design
+        Y_PC_can, Y_std_can = self.MetaModel.eval_metamodel(
+            samples=np.array([X_can])
+            )
+
+        # Generate y from posterior predictive
+        m_size = 100
+        y_hat_samples = {}
+        for idx, key in enumerate(Model.Output.names):
+            means, stds = Y_PC_can[key][0], Y_std_can[key][0]
+            y_hat_samples[key] = np.random.multivariate_normal(
+                means, np.diag(stds), m_size)
+
+        # Create the SparseBayes-based PCE metamodel:
+        MetaModel.input_obj.poly_coeffs_flag = False
+        univ_p_val = self.MetaModel.univ_basis_vals(X_can)
+        G_n_m_all = np.zeros((m_size, len(Model.Output.names), Model.n_obs))
+
+        for i in range(m_size):
+            for idx, key in enumerate(Model.Output.names):
+                if MetaModel.dim_red_method.lower() == 'pca':
+                    # Equal number of components
+                    new_outputs = np.vstack(
+                        (old_EDY[key], y_hat_samples[key][i])
+                        )
+                    new_pca, _ = MetaModel.pca_transformation(new_outputs)
+                    target = new_pca.transform(
+                        y_hat_samples[key][i].reshape(1, -1)
+                        )[0]
+                else:
+                    new_pca, target = False, y_hat_samples[key][i]
+
+                for j in range(len(target)):
+
+                    # Update surrogate
+                    result = self.update_metamodel(
+                        MetaModel, key, target[j], univ_p_val, j, new_pca)
+
+                    # Compute Expected Information Gain (Eq. 39)
+                    G_n_m = np.log(result['std_old']/result['std_new']) - 1./2
+                    G_n_m += result['std_new']**2 / (2*result['std_old']**2)
+                    G_n_m += (result['mean_new'] - result['mean_old'])**2 /\
+                        (2*result['std_old']**2)
+
+                    G_n_m_all[i, idx, j] = G_n_m
+
+        U_J_d = G_n_m_all.mean(axis=(1, 2)).mean()
+        return -1 * U_J_d
+
     # -------------------------------------------------------------------------
     def util_BayesianDesign(self, X_can, X_MC, sigma2Dict, var='DKL'):
         """
@@ -651,14 +784,22 @@ class SeqDesign():
 
         # To avoid changes ub original aPCE object
         Model = self.Model
-        PCEModel = deepcopy(self.MetaModel)
+        MetaModel = deepcopy(self.MetaModel)
+        out_names = MetaModel.ModelObj.Output.names
+        if X_can.ndim == 1:
+            X_can = X_can.reshape(1, -1)
+
+        # Compute the mean and std based on the MetaModel
+        # pce_means, pce_stds = self._compute_pce_moments(MetaModel)
+        if var == 'ALC':
+            Y_MC, Y_MC_std = MetaModel.eval_metamodel(samples=X_MC)
 
         # Old Experimental design
-        oldExpDesignX = PCEModel.ExpDesign.X
-        oldExpDesignY = PCEModel.ExpDesign.Y
+        oldExpDesignX = MetaModel.ExpDesign.X
+        oldExpDesignY = MetaModel.ExpDesign.Y
 
         # Evaluate the PCE metamodels at that location ???
-        Y_PC_can, _ = self.MetaModel.eval_metamodel(samples=np.array([X_can]))
+        Y_PC_can, Y_std_can = MetaModel.eval_metamodel(samples=X_can)
 
         # Add all suggestion as new ExpDesign
         NewExpDesignX = np.vstack((oldExpDesignX, X_can))
@@ -671,55 +812,47 @@ class SeqDesign():
             except:
                 NewExpDesignY[key] = oldExpDesignY[key]
 
-        PCEModel.ExpDesign.sampling_method = 'user'
-        PCEModel.ExpDesign.X = NewExpDesignX
-        PCEModel.ExpDesign.Y = NewExpDesignY
+        MetaModel.ExpDesign.sampling_method = 'user'
+        MetaModel.ExpDesign.X = NewExpDesignX
+        MetaModel.ExpDesign.Y = NewExpDesignY
 
-        # Create the SparseBayes-based PCE metamodel:
-        PCEModel.Inputs.__poly_coeffs_flag = False
-        univ_p_val = self.MetaModel.univ_basis_vals(X_can)
-        G_n_m_all = np.zeros((len(Model.Output.names), Model.nObs))
+        # Train the model for the observed data using x_can
+        MetaModel.input_obj.poly_coeffs_flag = False
+        MetaModel.train_norm_design(parallel=False)
+        PCE_Model_can = MetaModel
 
-        for idx, key in enumerate(Model.Output.names):
-            for i in range(Model.nObs):
-                BasisIndices = PCEModel.basis_dict[key]["y_"+str(i+1)]
-                clf_poly = PCEModel.clf_poly[key]["y_"+str(i+1)]
-                Mn = clf_poly.coef_
-                Sn = clf_poly.sigma_
-                beta = clf_poly.alpha_
-                active = clf_poly.active_
-                Psi = self.MetaModel.create_psi(BasisIndices, univ_p_val)
-
-                Sn_new_inv = np.linalg.inv(Sn)
-                Sn_new_inv += beta * np.dot(Psi[:, active].T, Psi[:, active])
-                Sn_new = np.linalg.inv(Sn_new_inv)
-
-                Mn_new = np.dot(Sn_new_inv, Mn[active]).reshape(-1, 1)
-                Mn_new += beta * np.dot(Psi[:, active].T, Y_PC_can[key][0, i])
-                Mn_new = np.dot(Sn_new, Mn_new).flatten()
-
-                # Compute new moments
-                mean_old = Mn[0]
-                mean_new = Mn_new[0]
-                std_old = np.sqrt(np.sum(np.square(Mn[1:])))
-                std_new = np.sqrt(np.sum(np.square(Mn_new[1:])))
-
-                G_n_m = np.log(std_old/std_new) - 1./2
-                G_n_m += std_new**2 / (2*std_new**2)
-                G_n_m += (mean_new - mean_old)**2 / (2*std_old**2)
-
-                G_n_m_all[idx, i] = G_n_m
-
-                clf_poly.coef_[active] = Mn_new
-                clf_poly.sigma_ = Sn_new
-                PCEModel.clf_poly[key]["y_"+str(i+1)] = clf_poly
-
-        # return np.sum(G_n_m_all)
-        # PCEModel.train_norm_design(Model, verbose=True)
-        PCE_SparseBayes_can = PCEModel
+        if var.lower() == 'mi':
+            # Mutual information based on Krause et al
+            # Adapted from Beck & Guillas (MICE) paper
+            _, std_PC_can = PCE_Model_can.eval_metamodel(samples=X_can)
+            std_can = {key: std_PC_can[key] for key in out_names}
 
-        # Get the data
-        obs_data = self.observations
+            std_old = {key: Y_std_can[key] for key in out_names}
+
+            varPCE = np.zeros((len(out_names)))
+            for i, key in enumerate(out_names):
+                varPCE[i] = np.mean(std_old[key]**2/std_can[key]**2)
+            score = np.mean(varPCE)
+
+            return -1 * score
+
+        elif var.lower() == 'alc':
+            # Active learning based on Gramyc and Lee
+            # Adaptive design and analysis of supercomputer experiments Techno-
+            # metrics, 51 (2009), pp. 130–145.
+
+            # Evaluate the MetaModel at the given samples
+            Y_MC_can, Y_MC_std_can = PCE_Model_can.eval_metamodel(samples=X_MC)
+
+            # Compute the score
+            score = []
+            for i, key in enumerate(out_names):
+                pce_var = Y_MC_std_can[key]**2
+                pce_var_can = Y_MC_std[key]**2
+                score.append(np.mean(pce_var-pce_var_can, axis=0))
+            score = np.mean(score)
+
+            return -1 * score
 
         # ---------- Inner MC simulation for computing Utility Value ----------
         # Estimation of the integral via Monte Varlo integration
@@ -730,21 +863,25 @@ class SeqDesign():
 
             # Enriching Monte Carlo samples if need be
             if ESS != 0:
-                X_MC = self.MetaModel.ExpDesign.generate_samples(MCsize,
-                                                                 'random')
+                X_MC = self.MetaModel.ExpDesign.generate_samples(
+                    MCsize, 'random'
+                    )
 
-            # Evaluate the PCEModel at the given samples
-            Y_MC, std_MC = PCE_SparseBayes_can.eval_metamodel(samples=X_MC)
+            # Evaluate the MetaModel at the given samples
+            Y_MC, std_MC = PCE_Model_can.eval_metamodel(samples=X_MC)
 
             # Likelihood computation (Comparison of data and simulation
             # results via PCE with candidate design)
-            likelihoods = self.__normpdf(Y_MC, std_MC, obs_data, sigma2Dict)
+            likelihoods = self.__normpdf(
+                Y_MC, std_MC, self.observations, sigma2Dict
+                )
 
             # Check the Effective Sample Size (1<ESS<MCsize)
             ESS = 1 / np.sum(np.square(likelihoods/np.sum(likelihoods)))
 
             # Enlarge sample size if it doesn't fulfill the criteria
             if ((ESS > MCsize) or (ESS < 1)):
+                print("--- increasing MC size---")
                 MCsize *= 10
                 ESS = 0
 
@@ -761,16 +898,16 @@ class SeqDesign():
         if var == 'DKL':
 
             # Prior-based estimation of BME
-            logBME = np.log(np.nanmean(likelihoods))
+            logBME = np.log(np.nanmean(likelihoods, dtype=np.float128))
 
             # Posterior-based expectation of likelihoods
             postLikelihoods = likelihoods[accepted]
             postExpLikelihoods = np.mean(np.log(postLikelihoods))
 
             # Haun et al implementation
-            U_J_d = np.mean(np.log(likelihoods[likelihoods != 0])- logBME)
+            U_J_d = np.mean(np.log(likelihoods[likelihoods != 0]) - logBME)
 
-            U_J_d = np.sum(G_n_m_all)
+            # U_J_d = np.sum(G_n_m_all)
             # Ryan et al (2014) implementation
             # importanceWeights = Likelihoods[Likelihoods!=0]/np.sum(Likelihoods[Likelihoods!=0])
             # U_J_d = np.mean(importanceWeights*np.log(Likelihoods[Likelihoods!=0])) - logBME
@@ -820,6 +957,12 @@ class SeqDesign():
         else:
             print('The algorithm you requested has not been implemented yet!')
 
+        # Clear memory
+        del likelihoods
+        del Y_MC
+        del std_MC
+        gc.collect(generation=2)
+
         return -1 * U_J_d   # -1 is for minimization instead of maximization
 
     # -------------------------------------------------------------------------
@@ -883,13 +1026,17 @@ class SeqDesign():
         -------
         index : TYPE
             DESCRIPTION.
-        TYPE
-            DESCRIPTION.
+        List
+            Scores.
 
         """
 
         if method.lower() == 'varoptdesign':
-            U_J_d = self.util_VarBasedDesign(candidates, index, var)
+            # U_J_d = self.util_VarBasedDesign(candidates, index, var)
+            U_J_d = np.zeros((candidates.shape[0]))
+            for idx, X_can in tqdm(enumerate(candidates), ascii=True,
+                                   desc="varoptdesign"):
+                U_J_d[idx] = self.util_VarBasedDesign(X_can, index, var)
 
         elif method.lower() == 'bayesactdesign':
             NCandidate = candidates.shape[0]
@@ -1000,7 +1147,7 @@ class SeqDesign():
             # epsilon-decreasing scheme
             # Start with more exploration and increase the influence of
             # exploitation along the way with a exponential decay function
-            initNSamples = self.MetaModel.ExpDesign.initNrSamples
+            initNSamples = self.MetaModel.ExpDesign.n_init_samples
             n_max_samples = self.MetaModel.ExpDesign.n_max_samples
 
             itrNumber = (self.MetaModel.ExpDesign.X.shape[0] - initNSamples)
@@ -1013,52 +1160,27 @@ class SeqDesign():
         elif tradeoff_scheme == 'adaptive':
 
             # Extract itrNumber
-            initNSamples = self.MetaModel.ExpDesign.initNrSamples
+            initNSamples = self.MetaModel.ExpDesign.n_init_samples
             n_max_samples = self.MetaModel.ExpDesign.n_max_samples
-            itrNumber = (self.ExpDesign.X.shape[0] - initNSamples)
-            itrNumber //= self.ExpDesign.n_new_samples
+            itrNumber = (self.MetaModel.ExpDesign.X.shape[0] - initNSamples)
+            itrNumber //= self.MetaModel.ExpDesign.n_new_samples
 
             if itrNumber == 0:
                 exploration_weight = 0.5
             else:
-                # # Extract the model errors from the last and next to last
-                # # iterations
-                # errorModel_i , errorModel_i_1 = self.errorModel[itrNumber],
-                # self.errorModel[itrNumber-1]
-
-                # # Evaluate the error models for all selected samples so far
-                # eLCAllCands_i, _ = errorModel_i.eval_errormodel(OldExpDesign)
-                # eLCAllCands_i_1, _ = errorModel_i_1.eval_errormodel(OldExpDesign)
-
-                # # Local improvement of LC error at last selected design
-                # sl_i = np.max(np.dstack(eLCAllCands_i.values())[-1])
-                # sl_i_1 = np.max(np.dstack(eLCAllCands_i_1.values())[-1])
-
-                # p = sl_i**2 / sl_i_1**2
-
-                # # Global improvement of LC error at OldExpDesign
-                # sg_i = np.max(np.dstack(eLCAllCands_i.values()),axis=1)
-                # sg_i_1 = np.max(np.dstack(eLCAllCands_i_1.values()),axis=1)
-
-                # q = np.sum(np.square(sg_i)) / np.sum(np.square(sg_i_1))
-
-                # weightExploration = min([0.5*p/q, 1])
-
-                # TODO: New adaptive trade-off according to Liu et al. (2017)
+                # New adaptive trade-off according to Liu et al. (2017)
                 # Mean squared error for last design point
                 last_EDX = old_EDX[-1].reshape(1, -1)
                 lastPCEY, _ = self.MetaModel.eval_metamodel(samples=last_EDX)
                 pce_y = np.array(list(lastPCEY.values()))[:, 0]
-                y = np.array(list(old_EDY.values())[1:])[:, -1, :]
+                y = np.array(list(old_EDY.values()))[:, -1, :]
                 mseError = mean_squared_error(pce_y, y)
 
                 # Mean squared CV - error for last design point
-                error = []
-                for V in self.MetaModel.LCerror.values():
-                    for v in V.values():
-                        error.append(v[-1])
-                mseCVError = np.mean(np.square(error))
-                exploration_weight = 0.99 * min([0.5*mseError/mseCVError, 1])
+                pce_y_prev = np.array(list(self._y_hat_prev.values()))[:, 0]
+                mseCVError = mean_squared_error(pce_y_prev, y)
+
+                exploration_weight = min([0.5*mseError/mseCVError, 1])
 
         # Exploitation weight
         exploitation_weight = 1 - exploration_weight
@@ -1092,18 +1214,18 @@ class SeqDesign():
         """
 
         # Initialization
-        PCEModel = self.MetaModel
-        Bounds = PCEModel.bound_tuples
-        n_new_samples = PCEModel.ExpDesign.n_new_samples
-        explore_method = PCEModel.ExpDesign.explore_method
-        exploit_method = PCEModel.ExpDesign.exploit_method
-        n_cand_groups = PCEModel.ExpDesign.n_cand_groups
-        tradeoff_scheme = PCEModel.ExpDesign.tradeoff_scheme
-
-        old_EDX = PCEModel.ExpDesign.X
-        old_EDY = PCEModel.ExpDesign.Y.copy()
-        ndim = PCEModel.ExpDesign.X.shape[1]
-        OutputNames = PCEModel.ModelObj.Output.names
+        MetaModel = self.MetaModel
+        Bounds = MetaModel.bound_tuples
+        n_new_samples = MetaModel.ExpDesign.n_new_samples
+        explore_method = MetaModel.ExpDesign.explore_method
+        exploit_method = MetaModel.ExpDesign.exploit_method
+        n_cand_groups = MetaModel.ExpDesign.n_cand_groups
+        tradeoff_scheme = MetaModel.ExpDesign.tradeoff_scheme
+
+        old_EDX = MetaModel.ExpDesign.X
+        old_EDY = MetaModel.ExpDesign.Y.copy()
+        ndim = MetaModel.ExpDesign.X.shape[1]
+        OutputNames = MetaModel.ModelObj.Output.names
 
         # -----------------------------------------
         # ----------- CUSTOMIZED METHODS ----------
@@ -1111,7 +1233,7 @@ class SeqDesign():
         # Utility function exploit_method provided by user
         if exploit_method.lower() == 'user':
 
-            Xnew, filteredSamples = PCEModel.ExpDesign.ExploitFunction(self)
+            Xnew, filteredSamples = MetaModel.ExpDesign.ExploitFunction(self)
 
             print("\n")
             print("\nXnew:\n", Xnew)
@@ -1157,11 +1279,11 @@ class SeqDesign():
             # Initilize the ExploitScore array
 
             # Generate random samples
-            allCandidates = PCEModel.ExpDesign.generate_samples(n_candidates,
+            allCandidates = MetaModel.ExpDesign.generate_samples(n_candidates,
                                                                 'random')
 
             # Construct error model based on LCerror
-            errorModel = PCEModel.create_ModelError(old_EDX, self.LCerror)
+            errorModel = MetaModel.create_ModelError(old_EDX, self.LCerror)
             self.errorModel.append(copy(errorModel))
 
             # Evaluate the error models for allCandidates
@@ -1176,7 +1298,7 @@ class SeqDesign():
         else:
             # ------- EXPLORATION: SPACE-FILLING DESIGN -------
             # Generate candidate samples from Exploration class
-            explore = Exploration(PCEModel, n_candidates)
+            explore = Exploration(MetaModel, n_candidates)
             explore.w = 100  # * ndim #500
             # Select criterion (mc-intersite-proj-th, mc-intersite-proj)
             explore.mc_criterion = 'mc-intersite-proj'
@@ -1223,42 +1345,62 @@ class SeqDesign():
             explore_w, exploit_w = self.tradoff_weights(tradeoff_scheme,
                                                         old_EDX,
                                                         old_EDY)
-            print(f"\nweightExploration={explore_w:0.3f} "
-                  f"weightExploitation={exploit_w:0.3f}")
+            print(f"\n Exploration weight={explore_w:0.3f} "
+                  f"Exploitation weight={exploit_w:0.3f}\n")
 
             # ------- EXPLOITATION: BayesOptDesign & ActiveLearning -------
             if explore_w != 1.0:
 
                 # Create a sample pool for rejection sampling
                 MCsize = 15000
-                X_MC = PCEModel.ExpDesign.generate_samples(MCsize, 'random')
-
-                # Multiprocessing
-                pool = multiprocessing.Pool(multiprocessing.cpu_count())
+                X_MC = MetaModel.ExpDesign.generate_samples(MCsize, 'random')
+                candidates = MetaModel.ExpDesign.generate_samples(
+                    MetaModel.ExpDesign.max_func_itr, 'latin_hypercube')
 
                 # Split the candidates in groups for multiprocessing
-                split_cand = np.array_split(allCandidates,
-                                            n_cand_groups, axis=0)
-                args = []
-                for i in range(n_cand_groups):
-                    args.append((exploit_method, split_cand[i], i, sigma2, var,
-                                 X_MC))
-
-                # With Pool.starmap_async()
-                results = pool.starmap_async(self.run_util_func, args).get()
-
-                # Close the pool
-                pool.close()
+                split_cand = np.array_split(
+                    candidates, n_cand_groups, axis=0
+                    )
+
+                results = Parallel(n_jobs=-1, backend='threading')(
+                        delayed(self.run_util_func)(
+                            exploit_method, split_cand[i], i, sigma2, var, X_MC)
+                        for i in range(n_cand_groups))
+                # out = map(self.run_util_func,
+                #           [exploit_method]*n_cand_groups,
+                #           split_cand,
+                #           range(n_cand_groups),
+                #           [sigma2] * n_cand_groups,
+                #           [var] * n_cand_groups,
+                #           [X_MC] * n_cand_groups
+                #           )
+                # results = list(out)
 
                 # Retrieve the results and append them
                 U_J_d = np.concatenate([results[NofE][1] for NofE in
                                         range(n_cand_groups)])
 
+                # Check if all scores are inf
+                if np.isinf(U_J_d).all() or np.isnan(U_J_d).all():
+                    U_J_d = np.ones(len(U_J_d))
+
                 # Get the expected value (mean) of the Utility score
                 # for each cell
                 if explore_method == 'Voronoi':
                     U_J_d = np.mean(U_J_d.reshape(-1, n_candidates), axis=1)
 
+                # create surrogate model for U_J_d
+                from sklearn.preprocessing import MinMaxScaler
+                # Take care of inf entries
+                good_indices = [i for i, arr in enumerate(U_J_d)
+                                if np.isfinite(arr).all()]
+                scaler = MinMaxScaler()
+                X_S = scaler.fit_transform(candidates[good_indices])
+                gp = MetaModel.gaussian_process_emulator(
+                    X_S, U_J_d[good_indices], autoSelect=True
+                    )
+                U_J_d = gp.predict(scaler.transform(allCandidates))
+
                 # Normalize U_J_d
                 norm_U_J_d = U_J_d / np.sum(U_J_d)
                 print("norm_U_J_d:\n", norm_U_J_d)
@@ -1315,7 +1457,7 @@ class SeqDesign():
 
             # Find sensitive region
             if UtilMethod == 'LOOCV':
-                LCerror = PCEModel.LCerror
+                LCerror = MetaModel.LCerror
                 allModifiedLOO = np.zeros((len(old_EDX), len(OutputNames),
                                            nMeasurement))
                 for y_idx, y_key in enumerate(OutputNames):
@@ -1325,8 +1467,8 @@ class SeqDesign():
 
                 ExploitScore = np.max(np.max(allModifiedLOO, axis=1), axis=1)
 
-            elif UtilMethod in ['EIGF', 'Entropy']:
-                # ----- All other in  ['EIGF', 'Entropy', 'ALM'] -----
+            elif UtilMethod in ['EIGF', 'ALM']:
+                # ----- All other in  ['EIGF', 'ALM'] -----
                 # Initilize the ExploitScore array
                 ExploitScore = np.zeros((len(old_EDX), len(OutputNames)))
 
@@ -1357,6 +1499,14 @@ class SeqDesign():
 
                 # Close the pool
                 pool.close()
+                # out = map(self.run_util_func,
+                #           [exploit_method]*len(goodSampleIdx),
+                #           split_cand,
+                #           range(len(goodSampleIdx)),
+                #           [sigma2] * len(goodSampleIdx),
+                #           [var] * len(goodSampleIdx)
+                #           )
+                # results = list(out)
 
                 # Retrieve the results and append them
                 if explore_method == 'Voronoi':
@@ -1423,6 +1573,7 @@ class SeqDesign():
         print("\n")
         print("\nRun No. {}:".format(old_EDX.shape[0]+1))
         print("Xnew:\n", Xnew)
+        gc.collect()
 
         return Xnew, None
 
@@ -1449,35 +1600,35 @@ class SeqDesign():
         X_new : array of shape (1, n_params)
             The new sampling location in the input space.
         """
-        PCEModelOrig = self.PCEModel
-        Model = self.ModelObj
-        n_new_samples = PCEModelOrig.ExpDesign.n_new_samples
+        MetaModelOrig = self
+        Model = self.Model
+        n_new_samples = MetaModelOrig.ExpDesign.n_new_samples
         NCandidate = candidates.shape[0]
 
         # TODO: Loop over outputs
         OutputName = Model.Output.names[0]
 
         # To avoid changes ub original aPCE object
-        PCEModel = deepcopy(PCEModelOrig)
+        MetaModel = deepcopy(MetaModelOrig)
 
         # Old Experimental design
-        oldExpDesignX = PCEModel.ExpDesign.X
+        oldExpDesignX = MetaModel.ExpDesign.X
 
         # TODO: Only one psi can be selected.
         # Suggestion: Go for the one with the highest LOO error
-        Scores = list(PCEModel.score_dict[OutputName].values())
+        Scores = list(MetaModel.score_dict[OutputName].values())
         ModifiedLOO = [1-score for score in Scores]
         outIdx = np.argmax(ModifiedLOO)
 
         # Initialize Phi to save the criterion's values
         Phi = np.zeros((NCandidate))
 
-        BasisIndices = PCEModelOrig.basis_dict[OutputName]["y_"+str(outIdx+1)]
+        BasisIndices = MetaModelOrig.basis_dict[OutputName]["y_"+str(outIdx+1)]
         P = len(BasisIndices)
 
         # ------ Old Psi ------------
-        univ_p_val = PCEModelOrig.univ_basis_vals(oldExpDesignX)
-        Psi = PCEModelOrig.create_psi(BasisIndices, univ_p_val)
+        univ_p_val = MetaModelOrig.univ_basis_vals(oldExpDesignX)
+        Psi = MetaModelOrig.create_psi(BasisIndices, univ_p_val)
 
         # ------ New candidates (Psi_c) ------------
         # Assemble Psi_c
@@ -1530,119 +1681,178 @@ class SeqDesign():
         return Xnew
 
     # -------------------------------------------------------------------------
-    def __normpdf(self, PCEOutputs, std_PC_MC, obs_data, Sigma2s):
+    def __normpdf(self, y_hat_pce, std_pce, obs_data, total_sigma2s,
+                  rmse=None):
+
+        Model = self.Model
+        likelihoods = 1.0
+
+        # Loop over the outputs
+        for idx, out in enumerate(Model.Output.names):
+
+            # (Meta)Model Output
+            nsamples, nout = y_hat_pce[out].shape
+
+            # Prepare data and remove NaN
+            try:
+                data = obs_data[out].values[~np.isnan(obs_data[out])]
+            except AttributeError:
+                data = obs_data[out][~np.isnan(obs_data[out])]
 
-        output_names = self.Model.Output.names
+            # Prepare sigma2s
+            non_nan_indices = ~np.isnan(total_sigma2s[out])
+            tot_sigma2s = total_sigma2s[out][non_nan_indices][:nout].values
 
-        SampleSize, index = PCEOutputs[output_names[0]].shape
+            # Surrogate error if valid dataset is given.
+            if rmse is not None:
+                tot_sigma2s += rmse[out]**2
 
-        # Flatten the ObservationData
-        TotalData = obs_data[output_names].to_numpy().flatten('F')
+            likelihoods *= stats.multivariate_normal.pdf(
+                y_hat_pce[out], data, np.diag(tot_sigma2s),
+                allow_singular=True)
+        self.Likelihoods = likelihoods
 
-        # Remove NaN
-        TotalData = TotalData[~np.isnan(TotalData)]
-        Sigma2s = Sigma2s[~np.isnan(Sigma2s)]
+        return likelihoods
 
-        # Flatten the Output
-        TotalOutputs = np.empty((SampleSize, 0))
-        for idx, key in enumerate(output_names):
-            TotalOutputs = np.hstack((TotalOutputs, PCEOutputs[key]))
+    # -------------------------------------------------------------------------
+    def __corr_factor_BME(self, obs_data, total_sigma2s, logBME):
+        """
+        Calculates the correction factor for BMEs.
+        """
+        MetaModel = self.MetaModel
+        samples = MetaModel.ExpDesign.X  # valid_samples
+        model_outputs = MetaModel.ExpDesign.Y  # valid_model_runs
+        Model = MetaModel.ModelObj
+        n_samples = samples.shape[0]
 
-        # Covariance Matrix
-        covMatrix = np.zeros((Sigma2s.shape[0], Sigma2s.shape[0]), float)
-        np.fill_diagonal(covMatrix, Sigma2s)
+        # Extract the requested model outputs for likelihood calulation
+        output_names = Model.Output.names
 
-        # Add the std of the PCE.
-        covMatrix_PCE = np.zeros((Sigma2s.shape[0], Sigma2s.shape[0]), float)
-        stdPCE = np.empty((SampleSize, 0))
-        for idx, key in enumerate(output_names):
-            stdPCE = np.hstack((stdPCE, std_PC_MC[key]))
+        # TODO: Evaluate MetaModel on the experimental design and ValidSet
+        OutputRS, stdOutputRS = MetaModel.eval_metamodel(samples=samples)
 
-        # Expected value of variance (Assump: i.i.d stds)
-        varPCE = np.mean(stdPCE**2, axis=0)
-        # # varPCE = np.var(stdPCE, axis=1)
-        np.fill_diagonal(covMatrix_PCE, varPCE)
+        logLik_data = np.zeros((n_samples))
+        logLik_model = np.zeros((n_samples))
+        # Loop over the outputs
+        for idx, out in enumerate(output_names):
 
-        # Aggregate the cov matrices
-        covMatrix += covMatrix_PCE
+            # (Meta)Model Output
+            nsamples, nout = model_outputs[out].shape
 
-        # Compute likelihood
-        self.Likelihoods = stats.multivariate_normal.pdf(TotalOutputs,
-                                                         mean=TotalData,
-                                                         cov=covMatrix,
-                                                         allow_singular=True)
-        return self.Likelihoods
+            # Prepare data and remove NaN
+            try:
+                data = obs_data[out].values[~np.isnan(obs_data[out])]
+            except AttributeError:
+                data = obs_data[out][~np.isnan(obs_data[out])]
+
+            # Prepare sigma2s
+            non_nan_indices = ~np.isnan(total_sigma2s[out])
+            tot_sigma2s = total_sigma2s[out][non_nan_indices][:nout]
+
+            # Covariance Matrix
+            covMatrix_data = np.diag(tot_sigma2s)
+
+            for i, sample in enumerate(samples):
+
+                # Simulation run
+                y_m = model_outputs[out][i]
+
+                # Surrogate prediction
+                y_m_hat = OutputRS[out][i]
+
+                # CovMatrix with the surrogate error
+                # covMatrix = np.diag(stdOutputRS[out][i]**2)
+                covMatrix = np.diag((y_m-y_m_hat)**2)
+                covMatrix = np.diag(
+                    np.mean((model_outputs[out]-OutputRS[out]), axis=0)**2
+                    )
+
+                # Compute likelilhood output vs data
+                logLik_data[i] += self.__logpdf(
+                    y_m_hat, data, covMatrix_data
+                    )
+
+                # Compute likelilhood output vs surrogate
+                logLik_model[i] += self.__logpdf(y_m_hat, y_m, covMatrix)
+
+        # Weight
+        logLik_data -= logBME
+        weights = np.exp(logLik_model+logLik_data)
+
+        return np.log(np.mean(weights))
 
     # -------------------------------------------------------------------------
-    def __posteriorPlot(self, Posterior, MAP, parNames, key, figsize=(10, 10)):
+    def __logpdf(self, x, mean, cov):
+        """
+        computes the likelihood based on a multivariate normal distribution.
 
-        # Initialization
-        newpath = (r'Outputs_SeqPosteriorComparison')
-        if not os.path.exists(newpath):
-            os.makedirs(newpath)
+        Parameters
+        ----------
+        x : TYPE
+            DESCRIPTION.
+        mean : array_like
+            Observation data.
+        cov : 2d array
+            Covariance matrix of the distribution.
+
+        Returns
+        -------
+        log_lik : float
+            Log likelihood.
+
+        """
+        n = len(mean)
+        L = linalg.cholesky(cov, lower=True)
+        beta = np.sum(np.log(np.diag(L)))
+        dev = x - mean
+        alpha = dev.dot(linalg.cho_solve((L, True), dev))
+        log_lik = -0.5 * alpha - beta - n / 2. * np.log(2 * np.pi)
 
-        lw = 3.
-        bound_tuples = self.bound_tuples
-        n_params = len(MAP)
+        return log_lik
 
-        # This is the true mean of the second mode that we used above:
-        value1 = MAP
+    # -------------------------------------------------------------------------
+    def __posteriorPlot(self, posterior, par_names, key):
 
-        # This is the empirical mean of the sample:
-        value2 = np.mean(Posterior, axis=0)
+        # Initialization
+        newpath = (r'Outputs_SeqPosteriorComparison/posterior')
+        os.makedirs(newpath, exist_ok=True)
 
+        bound_tuples = self.MetaModel.bound_tuples
+        n_params = len(par_names)
+        font_size = 40
         if n_params == 2:
 
-            figPosterior, ax = plt.subplots()
-            plt.hist2d(Posterior[:, 0], Posterior[:, 1], bins=(200, 200),
-                       range=np.array([bound_tuples[0], bound_tuples[1]]),
-                       cmap=plt.cm.jet)
+            figPosterior, ax = plt.subplots(figsize=(15, 15))
 
-            plt.xlabel(parNames[0])
-            plt.ylabel(parNames[1])
+            sns.kdeplot(x=posterior[:, 0], y=posterior[:, 1],
+                        fill=True, ax=ax, cmap=plt.cm.jet,
+                        clip=bound_tuples)
+            # Axis labels
+            plt.xlabel(par_names[0], fontsize=font_size)
+            plt.ylabel(par_names[1], fontsize=font_size)
 
+            # Set axis limit
             plt.xlim(bound_tuples[0])
             plt.ylim(bound_tuples[1])
 
-            ax.axvline(value1[0], color="g", lw=lw)
-            ax.axhline(value1[1], color="g", lw=lw)
-            ax.plot(value1[0], value1[1], "sg", lw=lw+1)
+            # Increase font size
+            plt.xticks(fontsize=font_size)
+            plt.yticks(fontsize=font_size)
 
-            ax.axvline(value2[0], ls='--', color="r", lw=lw)
-            ax.axhline(value2[1], ls='--', color="r", lw=lw)
-            ax.plot(value2[0], value2[1], "sr", lw=lw+1)
+            # Switch off the grids
+            plt.grid(False)
 
         else:
             import corner
-            figPosterior = corner.corner(Posterior, labels=parNames,
+            figPosterior = corner.corner(posterior, labels=par_names,
                                          title_fmt='.2e', show_titles=True,
                                          title_kwargs={"fontsize": 12})
 
-            # Extract the axes
-            axes = np.array(figPosterior.axes).reshape((n_params, n_params))
-
-            # Loop over the diagonal
-            for i in range(n_params):
-                ax = axes[i, i]
-                ax.axvline(value1[i], color="g")
-                ax.axvline(value2[i], ls='--', color="r")
-
-            # Loop over the histograms
-            for yi in range(n_params):
-                for xi in range(yi):
-                    ax = axes[yi, xi]
-                    ax.axvline(value1[xi], color="g")
-                    ax.axvline(value2[xi], ls='--', color="r")
-                    ax.axhline(value1[yi], color="g")
-                    ax.axhline(value2[yi], ls='--', color="r")
-                    ax.plot(value1[xi], value1[yi], "sg")
-                    ax.plot(value2[xi], value2[yi], "sr")
-
-        figPosterior.savefig(f'./{newpath}/{key}.svg', bbox_inches='tight')
+        figPosterior.savefig(f'./{newpath}/{key}.pdf', bbox_inches='tight')
         plt.close()
 
         # Save the posterior as .npy
-        np.save(f'./{newpath}/{key}.npy', Posterior)
+        np.save(f'./{newpath}/{key}.npy', posterior)
 
         return figPosterior
 
@@ -1683,50 +1893,51 @@ class SeqDesign():
         return np.sqrt(H_squared)
 
     # -------------------------------------------------------------------------
-    def __BME_Calculator(self, PCEModel, obs_data, sigma2Dict):
+    def __BME_Calculator(self, MetaModel, obs_data, sigma2Dict, rmse=None):
         """
         This function computes the Bayesian model evidence (BME) via Monte
         Carlo integration.
 
         """
         # Initializations
-        valid_likelihoods = PCEModel.valid_likelihoods
+        valid_likelihoods = MetaModel.valid_likelihoods
 
-        post_snapshot = PCEModel.ExpDesign.post_snapshot
+        post_snapshot = MetaModel.ExpDesign.post_snapshot
         if post_snapshot or len(valid_likelihoods) != 0:
-            newpath = (r'Outputs_SeqPosteriorComparison')
-            if not os.path.exists(newpath):
-                os.makedirs(newpath)
+            newpath = (r'Outputs_SeqPosteriorComparison/likelihood_vs_ref')
+            os.makedirs(newpath, exist_ok=True)
 
         SamplingMethod = 'random'
-        MCsize = 100000
+        MCsize = 10000
         ESS = 0
 
         # Estimation of the integral via Monte Varlo integration
-        while ((ESS > MCsize) or (ESS < 1)):
+        while (ESS > MCsize) or (ESS < 1):
 
             # Generate samples for Monte Carlo simulation
-            if len(valid_likelihoods) == 0:
-                X_MC = PCEModel.ExpDesign.generate_samples(MCsize,
-                                                           SamplingMethod)
-            else:
-                X_MC = PCEModel.valid_samples
-                MCsize = X_MC.shape[0]
+            X_MC = MetaModel.ExpDesign.generate_samples(
+                MCsize, SamplingMethod
+                )
 
             # Monte Carlo simulation for the candidate design
-            Y_MC, std_MC = PCEModel.eval_metamodel(samples=X_MC)
+            m_1 = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss/1024
+            Y_MC, std_MC = MetaModel.eval_metamodel(samples=X_MC)
+            m_2 = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss/1024
+            print(f"\nMemory eval_metamodel in BME: {m_2-m_1:.2f} MB")
 
             # Likelihood computation (Comparison of data and
             # simulation results via PCE with candidate design)
-            Likelihoods = self.__normpdf(Y_MC, std_MC, obs_data, sigma2Dict)
+            Likelihoods = self.__normpdf(
+                Y_MC, std_MC, obs_data, sigma2Dict, rmse
+                )
 
             # Check the Effective Sample Size (1000<ESS<MCsize)
             ESS = 1 / np.sum(np.square(Likelihoods/np.sum(Likelihoods)))
 
             # Enlarge sample size if it doesn't fulfill the criteria
-            if ((ESS > MCsize) or (ESS < 1)):
-                print('ESS={0} MC size should be larger.'.format(ESS))
-                MCsize = MCsize * 10
+            if (ESS > MCsize) or (ESS < 1):
+                print(f'ESS={ESS} MC size should be larger.')
+                MCsize *= 10
                 ESS = 0
 
         # Rejection Step
@@ -1743,33 +1954,42 @@ class SeqDesign():
         # Prior-based estimation of BME
         logBME = np.log(np.nanmean(Likelihoods))
 
+        # TODO: Correction factor
+        # log_weight = self.__corr_factor_BME(obs_data, sigma2Dict, logBME)
+
         # Posterior-based expectation of likelihoods
         postExpLikelihoods = np.mean(np.log(Likelihoods[accepted]))
 
         # Posterior-based expectation of prior densities
-        # postExpPrior = np.mean([log_prior(sample) for sample in X_Posterior])
+        postExpPrior = np.mean(
+            np.log(MetaModel.ExpDesign.JDist.pdf(X_Posterior.T))
+            )
 
         # Calculate Kullback-Leibler Divergence
         # KLD = np.mean(np.log(Likelihoods[Likelihoods!=0])- logBME)
         KLD = postExpLikelihoods - logBME
 
         # Information Entropy based on Entropy paper Eq. 38
-        # infEntropy = logBME - postExpPrior - postExpLikelihoods
+        infEntropy = logBME - postExpPrior - postExpLikelihoods
 
         # If post_snapshot is True, plot likelihood vs refrence
         if post_snapshot or len(valid_likelihoods) != 0:
-            idx = len([name for name in os.listdir(newpath) if 'Likelihoods_'
-                       in name and os.path.isfile(os.path.join(newpath, name))])
-            fig, ax = plt.subplots()
-            sns.kdeplot(np.log(valid_likelihoods[valid_likelihoods > 0]),
-                        shade=True, color="g", label='Ref. Likelihood')
-            sns.kdeplot(np.log(Likelihoods[Likelihoods > 0]), shade=True,
-                        color="b", label='Likelihood with PCE')
-
             # Hellinger distance
             ref_like = np.log(valid_likelihoods[valid_likelihoods > 0])
             est_like = np.log(Likelihoods[Likelihoods > 0])
             distHellinger = self.__hellinger_distance(ref_like, est_like)
+
+            idx = len([name for name in os.listdir(newpath) if 'Likelihoods_'
+                       in name and os.path.isfile(os.path.join(newpath, name))])
+            fig, ax = plt.subplots()
+            try:
+                sns.kdeplot(np.log(valid_likelihoods[valid_likelihoods > 0]),
+                            shade=True, color="g", label='Ref. Likelihood')
+                sns.kdeplot(np.log(Likelihoods[Likelihoods > 0]), shade=True,
+                            color="b", label='Likelihood with PCE')
+            except:
+                pass
+
             text = f"Hellinger Dist.={distHellinger:.3f}\n logBME={logBME:.3f}"
             "\n DKL={KLD:.3f}"
 
@@ -1778,82 +1998,190 @@ class SeqDesign():
                                                  boxstyle='round,pad=1'),
                      transform=ax.transAxes)
 
-            fig.savefig(f'./{newpath}/Likelihoods_{idx}.svg',
+            fig.savefig(f'./{newpath}/Likelihoods_{idx}.pdf',
                         bbox_inches='tight')
             plt.close()
 
         else:
             distHellinger = 0.0
 
-        return (logBME, KLD, X_Posterior, distHellinger)
+        # Bayesian inference with Emulator only for 2D problem
+        if post_snapshot and MetaModel.n_params == 2 and not idx % 5:
+            from bayes_inference.bayes_inference import BayesInference
+            from bayes_inference.discrepancy import Discrepancy
+            import pandas as pd
+            BayesOpts = BayesInference(MetaModel)
+            BayesOpts.emulator = True
+            BayesOpts.plot_post_pred = False
+
+            # Select the inference method
+            import emcee
+            BayesOpts.inference_method = "MCMC"
+            # Set the MCMC parameters passed to self.mcmc_params
+            BayesOpts.mcmc_params = {
+                'n_steps': 1e5,
+                'n_walkers': 30,
+                'moves': emcee.moves.KDEMove(),
+                'verbose': False
+                }
+
+            # ----- Define the discrepancy model -------
+            obs_data = pd.DataFrame(obs_data, columns=self.Model.Output.names)
+            BayesOpts.measurement_error = obs_data
+
+            # # -- (Option B) --
+            DiscrepancyOpts = Discrepancy('')
+            DiscrepancyOpts.type = 'Gaussian'
+            DiscrepancyOpts.parameters = obs_data**2
+            BayesOpts.Discrepancy = DiscrepancyOpts
+            # Start the calibration/inference
+            Bayes_PCE = BayesOpts.create_inference()
+            X_Posterior = Bayes_PCE.posterior_df.values
+
+        # Clean up
+        del Y_MC, std_MC
+        gc.collect()
+
+        return (logBME, KLD, X_Posterior, Likelihoods, distHellinger)
 
     # -------------------------------------------------------------------------
-    def __validError(self):
+    def __validError(self, MetaModel):
 
-        PCEModel = self.MetaModel
-        Model = self.Model
+        # MetaModel = self.MetaModel
+        Model = MetaModel.ModelObj
         OutputName = Model.Output.names
 
-        # Generate random samples
-        Samples = PCEModel.valid_samples
-
         # Extract the original model with the generated samples
-        ModelOutputs = PCEModel.valid_model_runs
+        valid_samples = MetaModel.valid_samples
+        valid_model_runs = MetaModel.valid_model_runs
 
         # Run the PCE model with the generated samples
-        PCEOutputs, PCEOutputs_std = PCEModel.eval_metamodel(samples=Samples)
+        m_1 = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss/1024
+        valid_PCE_runs, valid_PCE_std = MetaModel.eval_metamodel(samples=valid_samples)
+        m_2 = resource.getrusage(resource.RUSAGE_SELF).ru_maxrss/1024
+        print(f"\nMemory eval_metamodel: {m_2-m_1:.2f} MB")
 
-        validError_dict = {}
+        rms_error = {}
+        valid_error = {}
         # Loop over the keys and compute RMSE error.
         for key in OutputName:
-            weight = np.mean(np.square(PCEOutputs_std[key]), axis=0)
-            if all(weight == 0):
-                weight = 'variance_weighted'
-            validError_dict[key] = mean_squared_error(ModelOutputs[key],
-                                                      PCEOutputs[key])
-            validError_dict[key] /= np.var(ModelOutputs[key], ddof=1)
-
-        return validError_dict
+            rms_error[key] = mean_squared_error(
+                valid_model_runs[key], valid_PCE_runs[key],
+                multioutput='raw_values',
+                sample_weight=None,
+                squared=False)
+
+            # Validation error
+            valid_error[key] = (rms_error[key]**2)
+            valid_error[key] /= np.var(valid_model_runs[key], ddof=1, axis=0)
+
+            # Print a report table
+            print("\n>>>>> Updated Errors of {} <<<<<".format(key))
+            print("\nIndex  |  RMSE   |  Validation Error")
+            print('-'*35)
+            print('\n'.join(f'{i+1}  |  {k:.3e}  |  {j:.3e}' for i, (k, j)
+                            in enumerate(zip(rms_error[key],
+                                             valid_error[key]))))
+
+        return rms_error, valid_error
 
     # -------------------------------------------------------------------------
     def __error_Mean_Std(self):
 
-        PCEModel = self.MetaModel
+        MetaModel = self.MetaModel
         # Extract the mean and std provided by user
-        df_MCReference = PCEModel.ModelObj.MCReference
-
-        # Compute the mean and std based on the PCEModel
-        PCEMeans = dict()
-        PCEStds = dict()
-        for Outkey, ValuesDict in PCEModel.coeffs_dict.items():
-            PCEMean = np.zeros((len(ValuesDict)))
-            PCEStd = np.zeros((len(ValuesDict)))
-
-            for Inkey, InIdxValues in ValuesDict.items():
-                idx = int(Inkey.split('_')[1]) - 1
-                coeffs = PCEModel.coeffs_dict[Outkey][Inkey]
-
-                # Mean = c_0
-                if coeffs[0] != 0:
-                    PCEMean[idx] = coeffs[0]
-                else:
-                    PCEMean[idx] = PCEModel.clf_poly[Outkey][Inkey].intercept_
+        df_MCReference = MetaModel.ModelObj.mc_reference
 
-                # Std = sqrt(sum(coeffs[1:]**2))
-                PCEStd[idx] = np.sqrt(np.sum(np.square(coeffs[1:])))
+        # Compute the mean and std based on the MetaModel
+        pce_means, pce_stds = self._compute_pce_moments(MetaModel)
 
-            if PCEModel.dim_red_method.lower() == 'pca':
-                PCA = PCEModel.pca[Outkey]
-                PCEMean = PCA.mean_ + np.dot(PCEMean, PCA.components_)
-                PCEStd = np.dot(PCEStd, PCA.components_)
+        # Compute the root mean squared error
+        for output in MetaModel.ModelObj.Output.names:
 
-            # Compute the error between mean and std of PCEModel and OrigModel
-            RMSE_Mean = mean_squared_error(df_MCReference['mean'], PCEMean,
-                                           squared=False)
-            RMSE_std = mean_squared_error(df_MCReference['std'], PCEStd,
-                                          squared=False)
-
-            PCEMeans[Outkey] = PCEMean
-            PCEStds[Outkey] = PCEStd
+            # Compute the error between mean and std of MetaModel and OrigModel
+            RMSE_Mean = mean_squared_error(
+                df_MCReference['mean'], pce_means[output], squared=False
+                )
+            RMSE_std = mean_squared_error(
+                df_MCReference['std'], pce_means[output], squared=False
+                )
 
         return RMSE_Mean, RMSE_std
+
+    # -------------------------------------------------------------------------
+    def _compute_pce_moments(self, MetaModel):
+        """
+        Computes the first two moments using the PCE-based meta-model.
+
+        Returns
+        -------
+        pce_means: dict
+            The first moment (mean) of the surrogate.
+        pce_stds: dict
+            The second moment (standard deviation) of the surrogate.
+
+        """
+        outputs = MetaModel.ModelObj.Output.names
+        pce_means_b = {}
+        pce_stds_b = {}
+
+        # Loop over bootstrap iterations
+        for b_i in range(MetaModel.n_bootstrap_itrs):
+            # Loop over the metamodels
+            coeffs_dicts = MetaModel.coeffs_dict[f'b_{b_i+1}'].items()
+            means = {}
+            stds = {}
+            for output, coef_dict in coeffs_dicts:
+
+                pce_mean = np.zeros((len(coef_dict)))
+                pce_var = np.zeros((len(coef_dict)))
+
+                for index, values in coef_dict.items():
+                    idx = int(index.split('_')[1]) - 1
+                    coeffs = MetaModel.coeffs_dict[f'b_{b_i+1}'][output][index]
+
+                    # Mean = c_0
+                    if coeffs[0] != 0:
+                        pce_mean[idx] = coeffs[0]
+                    else:
+                        clf_poly = MetaModel.clf_poly[f'b_{b_i+1}'][output]
+                        pce_mean[idx] = clf_poly[index].intercept_
+                    # Var = sum(coeffs[1:]**2)
+                    pce_var[idx] = np.sum(np.square(coeffs[1:]))
+
+                # Save predictions for each output
+                if MetaModel.dim_red_method.lower() == 'pca':
+                    PCA = MetaModel.pca[f'b_{b_i+1}'][output]
+                    means[output] = PCA.mean_ + np.dot(
+                        pce_mean, PCA.components_)
+                    stds[output] = np.sqrt(np.dot(pce_var,
+                                                  PCA.components_**2))
+                else:
+                    means[output] = pce_mean
+                    stds[output] = np.sqrt(pce_var)
+
+            # Save predictions for each bootstrap iteration
+            pce_means_b[b_i] = means
+            pce_stds_b[b_i] = stds
+
+        # Change the order of nesting
+        mean_all = {}
+        for i in sorted(pce_means_b):
+            for k, v in pce_means_b[i].items():
+                if k not in mean_all:
+                    mean_all[k] = [None] * len(pce_means_b)
+                mean_all[k][i] = v
+        std_all = {}
+        for i in sorted(pce_stds_b):
+            for k, v in pce_stds_b[i].items():
+                if k not in std_all:
+                    std_all[k] = [None] * len(pce_stds_b)
+                std_all[k][i] = v
+
+        # Back transformation if PCA is selected.
+        pce_means, pce_stds = {}, {}
+        for output in outputs:
+            pce_means[output] = np.mean(mean_all[output], axis=0)
+            pce_stds[output] = np.mean(std_all[output], axis=0)
+
+        return pce_means, pce_stds
diff --git a/src/bayesvalidrox/surrogate_models/surrogate_models.py b/src/bayesvalidrox/surrogate_models/surrogate_models.py
index c751d9b5761ae41dcf008659ff8d112a65ff1632..c51ea8c6679aaeec685da069154e8f460c7c4450 100644
--- a/src/bayesvalidrox/surrogate_models/surrogate_models.py
+++ b/src/bayesvalidrox/surrogate_models/surrogate_models.py
@@ -14,14 +14,15 @@ import sklearn.linear_model as lm
 from sklearn.gaussian_process import GaussianProcessRegressor
 import sklearn.gaussian_process.kernels as kernels
 import os
-import sys
 from joblib import Parallel, delayed
+import copy
 
 from .exp_designs import ExpDesigns
 from .glexindex import glexindex
 from .eval_rec_rule import eval_univ_basis
 from .reg_fast_ard import RegressionFastARD
 from .reg_fast_laplace import RegressionFastLaplace
+from .orthogonal_matching_pursuit import OrthogonalMatchingPursuit
 from .bayes_linear import VBLinearRegression, EBLinearRegression
 warnings.filterwarnings("ignore")
 # Load the mplstyle
@@ -29,7 +30,7 @@ plt.style.use(os.path.join(os.path.split(__file__)[0],
                            '../', 'bayesvalidrox.mplstyle'))
 
 
-class MetaModel:
+class MetaModel():
     """
     Meta (surrogate) model
 
@@ -57,6 +58,12 @@ class MetaModel:
         6. VBL: Variational Bayesian Learning
         7. EBL: Emperical Bayesian Learning
         Default is `OLS`.
+    bootstrap_method : str
+        Bootstraping method. Options are `'normal'` and `'fast'`. The default
+        is `'fast'`. It means that in each iteration except the first one, only
+        the coefficent are recalculated with the ordinary least square method.
+    n_bootstrap_itrs : int
+        Number of iterations for the bootstrap sampling. The default is `1`.
     pce_deg : int or list of int
         Polynomial degree(s). If a list is given, an adaptive algorithm is used
         to find the best degree with the lowest Leave-One-Out cross-validation
@@ -91,36 +98,35 @@ class MetaModel:
 
     """
 
-    def __init__(self, input_obj, meta_model_type='PCE', pce_reg_method='OLS',
-                 pce_deg=1, pce_q_norm=1.0, dim_red_method='no',
-                 verbose=False):
+    def __init__(self, input_obj, model_obj, meta_model_type='PCE',
+                 pce_reg_method='OLS', bootstrap_method='fast',
+                 n_bootstrap_itrs=1, pce_deg=1, pce_q_norm=1.0,
+                 dim_red_method='no', verbose=False):
 
         self.input_obj = input_obj
+        self.ModelObj = model_obj
         self.meta_model_type = meta_model_type
         self.pce_reg_method = pce_reg_method
+        self.bootstrap_method = bootstrap_method
+        self.n_bootstrap_itrs = n_bootstrap_itrs
         self.pce_deg = pce_deg
         self.pce_q_norm = pce_q_norm
         self.dim_red_method = dim_red_method
         self.verbose = False
 
     # -------------------------------------------------------------------------
-    def create_metamodel(self, Model):
+    def create_metamodel(self):
         """
         Starts the training of the meta-model for the model objects containg
          the given computational model.
 
-        Parameters
-        ----------
-        Model : obj
-            Model object.
-
         Returns
         -------
         metamodel : obj
             The meta model object.
 
         """
-        self.ModelObj = Model
+        Model = self.ModelObj
         self.n_params = len(self.input_obj.Marginals)
         self.ExpDesignFlag = 'normal'
         # --- Prepare pce degree ---
@@ -129,34 +135,35 @@ class MetaModel:
                 self.pce_deg = np.array(self.pce_deg)
 
         if self.ExpDesign.method == 'sequential':
-            from .sequential_design import SeqDesign
-            seq_design = SeqDesign(self)
-            metamodel = seq_design.train_seq_design(Model)
+            raise Exception(
+                "Please use MetaModelEngine class for the sequential design!"
+                )
 
         elif self.ExpDesign.method == 'normal':
             self.ExpDesignFlag = 'normal'
-            metamodel = self.train_norm_design(Model)
+            self.train_norm_design(Model, verbose=True)
 
         else:
             raise Exception("The method for experimental design you requested"
                             " has not been implemented yet.")
 
         # Zip the model run directories
-        if self.ModelObj.link_type.lower() == 'pylink':
+        if self.ModelObj.link_type.lower() == 'pylink' and\
+           self.ExpDesign.sampling_method.lower() != 'user':
             Model.zip_subdirs(Model.name, f'{Model.name}_')
 
-        return metamodel
+        return self
 
     # -------------------------------------------------------------------------
-    def train_norm_design(self, Model, verbose=False):
+    def train_norm_design(self, parallel=True, verbose=False):
         """
         This function loops over the outputs and each time step/point and fits
         the meta model.
 
         Parameters
         ----------
-        Model : obj
-            Model object.
+        parallel : bool
+            The parallel computation of coefficents. The default is True.
         verbose : bool, optional
             Flag for a sequential design in silent mode. The default is False.
 
@@ -166,29 +173,33 @@ class MetaModel:
             Meta-model object.
 
         """
-
+        Model = self.ModelObj
         # Get the collocation points to run the forward model
         CollocationPoints, OutputDict = self.generate_ExpDesign(Model)
 
         # Initialize the nested dictionaries
-        self.deg_dict = self.auto_vivification()
-        self.q_norm_dict = self.auto_vivification()
-        self.coeffs_dict = self.auto_vivification()
-        self.basis_dict = self.auto_vivification()
-        self.score_dict = self.auto_vivification()
-        self.clf_poly = self.auto_vivification()
-        self.gp_poly = self.auto_vivification()
-        self.pca = self.auto_vivification()
-        self.LCerror = self.auto_vivification()
-        self.x_scaler = {}
-
-        # Define the DegreeArray
-        nSamples, ndim = CollocationPoints.shape
-        self.DegreeArray = self.__select_degree(ndim, nSamples)
+        if self.meta_model_type.lower() == 'gpe':
+            self.gp_poly = self.auto_vivification()
+            self.x_scaler = self.auto_vivification()
+            self.LCerror = self.auto_vivification()
+        else:
+            self.deg_dict = self.auto_vivification()
+            self.q_norm_dict = self.auto_vivification()
+            self.coeffs_dict = self.auto_vivification()
+            self.basis_dict = self.auto_vivification()
+            self.score_dict = self.auto_vivification()
+            self.clf_poly = self.auto_vivification()
+            self.LCerror = self.auto_vivification()
+        if self.dim_red_method.lower() == 'pca':
+            self.pca = self.auto_vivification()
+
+        # Define an array containing the degrees
+        n_samples, ndim = CollocationPoints.shape
+        self.deg_array = self.__select_degree(ndim, n_samples)
 
         # Generate all basis indices
         self.allBasisIndices = self.auto_vivification()
-        for deg in self.DegreeArray:
+        for deg in self.deg_array:
             keys = self.allBasisIndices.keys()
             if deg not in np.fromiter(keys, dtype=float):
                 # Generate the polynomial basis indices
@@ -199,65 +210,183 @@ class MetaModel:
 
         # Evaluate the univariate polynomials on ExpDesign
         if self.meta_model_type.lower() != 'gpe':
-            self.univ_p_val = self.univ_basis_vals(CollocationPoints)
+            univ_p_val = self.univ_basis_vals(CollocationPoints)
 
         if 'x_values' in OutputDict:
             self.ExpDesign.x_values = OutputDict['x_values']
             del OutputDict['x_values']
 
         # --- Loop through data points and fit the surrogate ---
-        if not verbose:
+        if verbose:
             print(f"\n>>>> Training the {self.meta_model_type} metamodel "
                   "started. <<<<<<\n")
-            items = tqdm(OutputDict.items(), desc="Fitting regression")
-        else:
-            items = OutputDict.items()
 
-        # For loop over the components/outputs
-        for key, Output in items:
+        # --- Bootstrap sampling ---
+        # Correct number of bootstrap if PCA transformation is required.
+        if self.dim_red_method.lower() == 'pca' and self.n_bootstrap_itrs == 1:
+            self.n_bootstrap_itrs = 100
 
-            # Dimensionality reduction with PCA, if specified
-            if self.dim_red_method.lower() == 'pca':
-                self.pca[key], target = self.pca_transformation(Output)
+        # Check if fast version (update coeffs with OLS) is selected.
+        if self.bootstrap_method.lower() == 'fast':
+            fast_bootstrap = True
+            first_out = {}
+            n_comp_dict = {}
+        else:
+            fast_bootstrap = False
+
+        # Prepare tqdm iteration maessage
+        if verbose and self.n_bootstrap_itrs > 1:
+            enum_obj = tqdm(range(self.n_bootstrap_itrs),
+                            total=self.n_bootstrap_itrs,
+                            desc="Boostraping the metamodel",
+                            ascii=True)
+        else:
+            enum_obj = range(self.n_bootstrap_itrs)
+
+        # Loop over the bootstrap iterations
+        for b_i in enum_obj:
+            if b_i > 0:
+                b_indices = np.random.randint(n_samples, size=n_samples)
             else:
-                target = Output
+                b_indices = np.arange(len(CollocationPoints))
 
-            # Parallel fit regression
-            if self.meta_model_type.lower() == 'gpe':
-                # Prepare the input matrix
-                scaler = MinMaxScaler()
-                X_S = scaler.fit_transform(CollocationPoints)
+            X_train_b = CollocationPoints[b_indices]
 
-                self.x_scaler[key] = scaler
+            if verbose and self.n_bootstrap_itrs == 1:
+                items = tqdm(OutputDict.items(), desc="Fitting regression")
+            else:
+                items = OutputDict.items()
+
+            # For loop over the components/outputs
+            for key, Output in items:
+
+                # Dimensionality reduction with PCA, if specified
+                if self.dim_red_method.lower() == 'pca':
+
+                    # Use the stored n_comp for fast bootsrtrapping
+                    if fast_bootstrap and b_i > 0:
+                        self.n_pca_components = n_comp_dict[key]
+
+                    # Start transformation
+                    pca, target, n_comp = self.pca_transformation(
+                        Output[b_indices], verbose=False
+                        )
+                    self.pca[f'b_{b_i+1}'][key] = pca
+                    # Store the number of components for fast bootsrtrapping
+                    if fast_bootstrap and b_i == 0:
+                        n_comp_dict[key] = n_comp
+                else:
+                    target = Output[b_indices]
 
-                out = Parallel(n_jobs=-1, prefer='threads')(
-                    delayed(self.gaussian_process_emulator)(X_S, target[:, idx])
-                    for idx in range(target.shape[1]))
+                # Parallel fit regression
+                if self.meta_model_type.lower() == 'gpe':
+                    # Prepare the input matrix
+                    scaler = MinMaxScaler()
+                    X_S = scaler.fit_transform(X_train_b)
+
+                    self.x_scaler[f'b_{b_i+1}'][key] = scaler
+                    if parallel:
+                        out = Parallel(n_jobs=-1, backend='multiprocessing')(
+                            delayed(self.gaussian_process_emulator)(
+                                X_S, target[:, idx]) for idx in
+                            range(target.shape[1]))
+                    else:
+                        results = map(self.gaussian_process_emulator,
+                                      [X_train_b]*target.shape[1],
+                                      [target[:, idx] for idx in
+                                       range(target.shape[1])]
+                                      )
+                        out = list(results)
+
+                    for idx in range(target.shape[1]):
+                        self.gp_poly[f'b_{b_i+1}'][key][f"y_{idx+1}"] = out[idx]
 
-                for idx in range(target.shape[1]):
-                    self.gp_poly[key][f"y_{idx+1}"] = out[idx]
+                else:
+                    self.univ_p_val = univ_p_val[b_indices]
+                    if parallel and (not fast_bootstrap or b_i == 0):
+                        out = Parallel(n_jobs=-1, backend='multiprocessing')(
+                            delayed(self.adaptive_regression)(X_train_b,
+                                                              target[:, idx],
+                                                              idx)
+                            for idx in range(target.shape[1]))
+                    elif not parallel and (not fast_bootstrap or b_i == 0):
+                        results = map(self.adaptive_regression,
+                                      [X_train_b]*target.shape[1],
+                                      [target[:, idx] for idx in
+                                       range(target.shape[1])],
+                                      range(target.shape[1]))
+                        out = list(results)
+
+                    # Store the first out dictionary
+                    if fast_bootstrap and b_i == 0:
+                        first_out[key] = copy.deepcopy(out)
+
+                    if b_i > 0 and fast_bootstrap:
+
+                        # fast bootstrap
+                        out = self.update_pce_coeffs(
+                            X_train_b, target, first_out[key])
+
+                    for i in range(target.shape[1]):
+                        # Create a dict to pass the variables
+                        self.deg_dict[f'b_{b_i+1}'][key][f"y_{i+1}"] = out[i]['degree']
+                        self.q_norm_dict[f'b_{b_i+1}'][key][f"y_{i+1}"] = out[i]['qnorm']
+                        self.coeffs_dict[f'b_{b_i+1}'][key][f"y_{i+1}"] = out[i]['coeffs']
+                        self.basis_dict[f'b_{b_i+1}'][key][f"y_{i+1}"] = out[i]['multi_indices']
+                        self.score_dict[f'b_{b_i+1}'][key][f"y_{i+1}"] = out[i]['LOOCVScore']
+                        self.clf_poly[f'b_{b_i+1}'][key][f"y_{i+1}"] = out[i]['clf_poly']
+                        #self.LCerror[f'b_{b_i+1}'][key][f"y_{i+1}"] = out[i]['LCerror']
 
-            else:
-                out = Parallel(n_jobs=-1, prefer='threads')(
-                    delayed(self.adaptive_regression)(CollocationPoints,
-                                                      target[:, idx], idx)
-                    for idx in range(target.shape[1]))
-
-                for i in range(target.shape[1]):
-                    # Create a dict to pass the variables
-                    self.deg_dict[key][f"y_{i+1}"] = out[i]['degree']
-                    self.q_norm_dict[key][f"y_{i+1}"] = out[i]['qnorm']
-                    self.coeffs_dict[key][f"y_{i+1}"] = out[i]['coeffs']
-                    self.basis_dict[key][f"y_{i+1}"] = out[i]['multi_indices']
-                    self.score_dict[key][f"y_{i+1}"] = out[i]['LOOCVScore']
-                    self.clf_poly[key][f"y_{i+1}"] = out[i]['clf_poly']
-                    self.LCerror[key][f"y_{i+1}"] = out[i]['LCerror']
-
-        if not verbose:
+        if verbose:
             print(f"\n>>>> Training the {self.meta_model_type} metamodel"
                   " sucessfully completed. <<<<<<\n")
 
-        return self
+    # -------------------------------------------------------------------------
+    def update_pce_coeffs(self, X, y, out_dict):
+        """
+        Updates the PCE coefficents using only the ordinary least square method
+        for the fast version of the bootsrtrapping.
+
+        Parameters
+        ----------
+        X : array of shape (n_samples, n_params)
+            Training set.
+        y : array of shape (n_samples, n_outs)
+            The (transformed) model responses.
+        out_dict : dict
+            The training output dictionary of the first iteration, i.e.
+            the surrogate model for the original experimental design.
+
+        Returns
+        -------
+        final_out_dict : dict
+            The updated training output dictionary.
+
+        """
+        # Make a copy
+        final_out_dict = copy.deepcopy(out_dict)
+
+        # Loop over the points
+        for i in range(y.shape[1]):
+
+            # Extract nonzero basis indices
+            nnz_idx = np.nonzero(out_dict[i]['coeffs'])[0]
+            if len(nnz_idx) != 0:
+                basis_indices = out_dict[i]['multi_indices']
+
+                # Evaluate the multivariate polynomials on CollocationPoints
+                psi = self.create_psi(basis_indices, self.univ_p_val)
+
+                # Calulate the cofficients of surrogate model
+                updated_out = self.fit(
+                    psi, y[:, i], basis_indices, reg_method='OLS',
+                    sparsity=False
+                    )
+
+                # Update coeffs in out_dict
+                final_out_dict[i]['coeffs'][nnz_idx] = updated_out['coeffs']
+
+        return final_out_dict
 
     # -------------------------------------------------------------------------
     def create_basis_indices(self, degree, q_norm):
@@ -466,8 +595,10 @@ class MetaModel:
 
         # check that the variables have consistent sizes
         if n_params != basis_indices.shape[1]:
-            raise ValueError("The shapes of basis_indices and univ_p_val don't"
-                             " match!!")
+            raise ValueError(
+                f"The shapes of basis_indices ({basis_indices.shape[1]}) and "
+                f"univ_p_val ({n_params}) don't match!!"
+                )
 
         # Preallocate the Psi matrix for performance
         psi = np.ones((n_samples, n_terms))
@@ -476,15 +607,14 @@ class MetaModel:
             aa = np.where(basis_indices[:, m] > 0)[0]
             try:
                 basisIdx = basis_indices[aa, m]
-                bb = np.reshape(univ_p_val[:, m, basisIdx], psi[:, aa].shape)
+                bb = univ_p_val[:, m, basisIdx].reshape(psi[:, aa].shape)
                 psi[:, aa] = np.multiply(psi[:, aa], bb)
             except ValueError as err:
                 raise err
-
         return psi
 
     # -------------------------------------------------------------------------
-    def fit(self, X, y, basis_indices, reg_method=None):
+    def fit(self, X, y, basis_indices, reg_method=None, sparsity=True):
         """
         Fit regression using the regression method provided.
 
@@ -509,10 +639,8 @@ class MetaModel:
         if reg_method is None:
             reg_method = self.pce_reg_method
 
-        # Check if BasisIndices is a sparse matrix
-        sparsity = sp.sparse.issparse(basis_indices)
+        bias_term = self.dim_red_method.lower() != 'pca'
 
-        clf_poly = []
         compute_score = True if self.verbose else False
 
         #  inverse of the observed variance of the data
@@ -522,97 +650,70 @@ class MetaModel:
             Lambda = 1e-6
 
         # Bayes sparse adaptive aPCE
-        if reg_method.lower() != 'ols':
-            if reg_method.lower() == 'brr' or np.var(y) == 0:
-                clf_poly = lm.BayesianRidge(n_iter=1000, tol=1e-7,
-                                            fit_intercept=True,
-                                            normalize=True,
-                                            compute_score=compute_score,
-                                            alpha_1=1e-04, alpha_2=1e-04,
-                                            lambda_1=Lambda, lambda_2=Lambda)
-                clf_poly.converged = True
-
-            elif reg_method.lower() == 'ard':
-                clf_poly = lm.ARDRegression(fit_intercept=True,
-                                            normalize=True,
-                                            compute_score=compute_score,
-                                            n_iter=1000, tol=0.0001,
-                                            alpha_1=1e-3, alpha_2=1e-3,
-                                            lambda_1=Lambda, lambda_2=Lambda)
-
-            elif reg_method.lower() == 'fastard':
-                clf_poly = RegressionFastARD(fit_intercept=True,
-                                             normalize=True,
-                                             compute_score=compute_score,
-                                             n_iter=300, tol=1e-10)
-
-            elif reg_method.lower() == 'bcs':
-                clf_poly = RegressionFastLaplace(fit_intercept=False,
-                                                 n_iter=1000, tol=1e-7)
-
-            elif reg_method.lower() == 'lars':
-                clf_poly = lm.LassoLarsCV(fit_intercept=False)
-
-            elif reg_method.lower() == 'sgdr':
-                clf_poly = lm.SGDRegressor(fit_intercept=False,
-                                           max_iter=5000, tol=1e-7)
-
-            elif reg_method.lower() == 'omp':
-                clf_poly = lm.OrthogonalMatchingPursuitCV(fit_intercept=False,
-                                                          max_iter=10)
-
-            elif reg_method.lower() == 'vbl':
-                clf_poly = VBLinearRegression(fit_intercept=False)
-
-            elif reg_method.lower() == 'ebl':
-                clf_poly = EBLinearRegression(optimizer='em')
-
-            # Fit
-            clf_poly.fit(X, y)
-
-            # Select the nonzero entries of coefficients
-            # The first column must be kept (For mean calculations)
+        if reg_method.lower() == 'ols':
+            clf_poly = lm.LinearRegression(fit_intercept=False)
+        elif reg_method.lower() == 'brr':
+            clf_poly = lm.BayesianRidge(n_iter=1000, tol=1e-7,
+                                        fit_intercept=False,
+                                        normalize=True,
+                                        compute_score=compute_score,
+                                        alpha_1=1e-04, alpha_2=1e-04,
+                                        lambda_1=Lambda, lambda_2=Lambda)
+            clf_poly.converged = True
+
+        elif reg_method.lower() == 'ard':
+            clf_poly = lm.ARDRegression(fit_intercept=False,
+                                        normalize=True,
+                                        compute_score=compute_score,
+                                        n_iter=1000, tol=0.0001,
+                                        alpha_1=1e-3, alpha_2=1e-3,
+                                        lambda_1=Lambda, lambda_2=Lambda)
+
+        elif reg_method.lower() == 'fastard':
+            clf_poly = RegressionFastARD(fit_intercept=False,
+                                         normalize=True,
+                                         compute_score=compute_score,
+                                         n_iter=300, tol=1e-10)
+
+        elif reg_method.lower() == 'bcs':
+            clf_poly = RegressionFastLaplace(fit_intercept=False,
+                                             bias_term=bias_term,
+                                             n_iter=1000, tol=1e-7)
+
+        elif reg_method.lower() == 'lars':
+            clf_poly = lm.LassoLarsCV(fit_intercept=False)
+
+        elif reg_method.lower() == 'sgdr':
+            clf_poly = lm.SGDRegressor(fit_intercept=False,
+                                       max_iter=5000, tol=1e-7)
+
+        elif reg_method.lower() == 'omp':
+            clf_poly = OrthogonalMatchingPursuit(fit_intercept=False)
+
+        elif reg_method.lower() == 'vbl':
+            clf_poly = VBLinearRegression(fit_intercept=False)
+
+        elif reg_method.lower() == 'ebl':
+            clf_poly = EBLinearRegression(optimizer='em')
+
+        # Fit
+        clf_poly.fit(X, y)
+
+        # Select the nonzero entries of coefficients
+        if sparsity:
             nnz_idx = np.nonzero(clf_poly.coef_)[0]
-
-            if len(nnz_idx) == 0 or nnz_idx[0] != 0:
-                nnz_idx = np.insert(np.nonzero(clf_poly.coef_)[0], 0, 0)
-                # Remove the zero entries for Bases and PSI if need be
-                if sparsity:
-                    sparse_basis_indices = basis_indices.toarray()[nnz_idx]
-                else:
-                    sparse_basis_indices = basis_indices[nnz_idx]
-                sparse_X = X[:, nnz_idx]
-
-                # Store the coefficients of the regression model
-                clf_poly.fit(sparse_X, y)
-                coeffs = clf_poly.coef_
-            else:
-                # This is for the case where all outputs are zero, thereby
-                # all coefficients are zero
-                if sparsity:
-                    sparse_basis_indices = basis_indices.toarray()
-                else:
-                    sparse_basis_indices = basis_indices
-                sparse_X = X
-                coeffs = clf_poly.coef_
-
-        # Ordinary least square method (OLS)
         else:
-            if sparsity:
-                sparse_basis_indices = basis_indices.toarray()
-            else:
-                sparse_basis_indices = basis_indices
-            sparse_X = X
+            nnz_idx = np.arange(clf_poly.coef_.shape[0])
 
-            X_T_X = np.dot(sparse_X.T, sparse_X)
+        # This is for the case where all outputs are zero, thereby
+        # all coefficients are zero
+        if (y == 0).all():
+            nnz_idx = np.insert(np.nonzero(clf_poly.coef_)[0], 0, 0)
 
-            if np.linalg.cond(X_T_X) > 1e-12 and \
-               np.linalg.cond(X_T_X) < 1 / sys.float_info.epsilon:
-                # faster
-                coeffs = sp.linalg.solve(X_T_X, np.dot(sparse_X.T, y))
-            else:
-                # stabler
-                coeffs = np.dot(np.dot(np.linalg.pinv(X_T_X), sparse_X.T), y)
+        sparse_basis_indices = basis_indices[nnz_idx]
+        sparse_X = X[:, nnz_idx]
+        coeffs = clf_poly.coef_[nnz_idx]
+        clf_poly.coef_ = coeffs
 
         # Create a dict to pass the outputs
         return_out_dict = dict()
@@ -647,7 +748,7 @@ class MetaModel:
 
         """
 
-        NrSamples, n_params = ED_X.shape
+        n_samples, n_params = ED_X.shape
         # Initialization
         qAllCoeffs, AllCoeffs = {}, {}
         qAllIndices_Sparse, AllIndices_Sparse = {}, {}
@@ -656,8 +757,8 @@ class MetaModel:
         qAllLCerror, AllLCerror = {}, {}
 
         # Extract degree array and qnorm array
-        DegreeArray = np.array([*self.allBasisIndices], dtype=int)
-        qnorm = [*self.allBasisIndices[str(int(DegreeArray[0]))]]
+        deg_array = np.array([*self.allBasisIndices], dtype=int)
+        qnorm = [*self.allBasisIndices[str(int(deg_array[0]))]]
 
         # Some options for EarlyStop
         errorIncreases = False
@@ -675,10 +776,10 @@ class MetaModel:
         # polynomial degree until the highest accuracy is reached
         # =====================================================================
         # For each degree check all q-norms and choose the best one
-        scores = -np.inf * np.ones(DegreeArray.shape[0])
+        scores = -np.inf * np.ones(deg_array.shape[0])
         qNormScores = -np.inf * np.ones(nqnorms)
 
-        for degIdx, deg in enumerate(DegreeArray):
+        for degIdx, deg in enumerate(deg_array):
 
             for qidx, q in enumerate(qnorm):
 
@@ -758,7 +859,7 @@ class MetaModel:
         LOOCVScore = np.nanmax(scores)
         P = AllnTerms[str(best_deg)]
         LCerror = AllLCerror[str(best_deg)]
-        degree = DegreeArray[np.nanargmax(scores)]
+        degree = deg_array[np.nanargmax(scores)]
         qnorm = float(qnorm[best_q])
 
         # ------------------ Print out Summary of results ------------------
@@ -769,7 +870,7 @@ class MetaModel:
 
             print(f'Output variable {varIdx+1}:')
             print('The estimation of PCE coefficients converged at polynomial '
-                  f'degree {DegreeArray[best_deg-1]} with '
+                  f'degree {deg_array[best_deg-1]} with '
                   f'{len(BasisIndices_Sparse)} terms (Sparsity index = '
                   f'{round(len(BasisIndices_Sparse)/P, 3)}).')
 
@@ -782,7 +883,7 @@ class MetaModel:
             print('='*50)
 
             print("scores:\n", scores)
-            print("Best score's degree:", self.DegreeArray[best_deg-1])
+            print("Best score's degree:", self.deg_array[best_deg-1])
             print("NO. of terms:", len(basis_indices))
             print("Sparsity index:", round(len(basis_indices)/P, 3))
             print("Best Indices:\n", basis_indices)
@@ -844,7 +945,7 @@ class MetaModel:
 
         Returns
         -------
-        Q_2 : float
+        R_2 : float
             LOOCV Validation score (1-LOOCV erro).
         residual : array of shape (n_samples,)
             Residual values (y - predicted targets).
@@ -866,8 +967,8 @@ class MetaModel:
         # Build the projection matrix
         PsiTPsi = np.dot(psi_sparse.T, psi_sparse)
 
-        if np.linalg.cond(PsiTPsi) > 1e-12 and \
-           np.linalg.cond(PsiTPsi) < 1/sys.float_info.epsilon:
+        if np.linalg.cond(PsiTPsi) > 1e-12: #and \
+           # np.linalg.cond(PsiTPsi) < 1/sys.float_info.epsilon:
             # faster
             M = sp.linalg.solve(PsiTPsi,
                                 sp.sparse.eye(PsiTPsi.shape[0]).toarray())
@@ -883,56 +984,57 @@ class MetaModel:
 
         # ------ Calculate Error Loocv for each measurement point ----
         # Residuals
-        if isinstance(clf, list):
-            residual = np.dot(psi, coeffs) - y
-        else:
+        try:
             residual = clf.predict(psi) - y
+        except:
+            residual = np.dot(psi, coeffs) - y
 
         # Variance
-        varY = np.var(y)
+        var_y = np.var(y)
 
-        if varY == 0:
-            normEmpErr = 0
-            ErrLoo = 0
+        if var_y == 0:
+            norm_emp_error = 0
+            loo_error = 0
             LCerror = np.zeros((y.shape))
+            return 1-loo_error, LCerror
         else:
-            normEmpErr = np.mean(residual**2)/varY
+            norm_emp_error = np.mean(residual**2)/var_y
 
             # LCerror = np.divide(residual, (1-h))
-            LCerror = residual / (1-h)[:, np.newaxis]
-            ErrLoo = np.mean(np.square(LCerror)) / varY
+            LCerror = residual / (1-h)
+            loo_error = np.mean(np.square(LCerror)) / var_y
             # if there are NaNs, just return an infinite LOO error (this
             # happens, e.g., when a strongly underdetermined problem is solved)
-            if np.isnan(ErrLoo):
-                ErrLoo = np.inf
+            if np.isnan(loo_error):
+                loo_error = np.inf
 
         # Corrected Error for over-determined system
-        trM = np.trace(M)
-        if trM < 0 or abs(trM) > 1e6:
-            trM = np.trace(np.linalg.pinv(np.dot(psi.T, psi)))
+        tr_M = np.trace(M)
+        if tr_M < 0 or abs(tr_M) > 1e6:
+            tr_M = np.trace(np.linalg.pinv(np.dot(psi.T, psi)))
 
         # Over-determined system of Equation
         if N > P:
-            T_factor = N/(N-P) * (1 + trM)
+            T_factor = N/(N-P) * (1 + tr_M)
 
         # Under-determined system of Equation
         else:
             T_factor = np.inf
 
-        CorrectedErrLoo = ErrLoo * T_factor
+        corrected_loo_error = loo_error * T_factor
 
-        Q_2 = 1 - CorrectedErrLoo
+        R_2 = 1 - corrected_loo_error
 
-        return Q_2, residual
+        return R_2, LCerror
 
     # -------------------------------------------------------------------------
-    def pca_transformation(self, Output):
+    def pca_transformation(self, target, verbose=False):
         """
         Transforms the targets (outputs) via Principal Component Analysis
 
         Parameters
         ----------
-        Output : array of shape (n_samples,)
+        target : array of shape (n_samples,)
             Target values.
 
         Returns
@@ -941,6 +1043,8 @@ class MetaModel:
             Fitted sklearnPCA object.
         OutputMatrix : array of shape (n_samples,)
             Transformed target values.
+        n_pca_components : int
+            Number of selected principal components.
 
         """
         # Transform via Principal Component Analysis
@@ -948,14 +1052,14 @@ class MetaModel:
             var_pca_threshold = self.var_pca_threshold
         else:
             var_pca_threshold = 100.0
-        n_samples, n_features = Output.shape
+        n_samples, n_features = target.shape
 
         if hasattr(self, 'n_pca_components'):
             n_pca_components = self.n_pca_components
         else:
             # Instantiate and fit sklearnPCA object
             covar_matrix = sklearnPCA(n_components=None)
-            covar_matrix.fit(Output)
+            covar_matrix.fit(target)
             var = np.cumsum(np.round(covar_matrix.explained_variance_ratio_,
                                      decimals=5)*100)
             # Find the number of components to explain self.varPCAThreshold of
@@ -968,19 +1072,19 @@ class MetaModel:
             n_pca_components = min(n_samples, n_features, n_components)
 
         # Print out a report
-        print()
-        print('-' * 50)
-        print(f"PCA transformation is performed with {n_pca_components}"
-              " components.")
-        print('-' * 50)
-        print()
+        if verbose:
+            print()
+            print('-' * 50)
+            print(f"PCA transformation is performed with {n_pca_components}"
+                  " components.")
+            print('-' * 50)
+            print()
 
         # Fit and transform with the selected number of components
-        pca = sklearnPCA(n_components=n_pca_components,
-                         svd_solver='randomized')
-        OutputMatrix = pca.fit_transform(Output)
+        pca = sklearnPCA(n_components=n_pca_components, svd_solver='arpack')
+        scaled_target = pca.fit_transform(target)
 
-        return pca, OutputMatrix
+        return pca, scaled_target, n_pca_components
 
     # -------------------------------------------------------------------------
     def gaussian_process_emulator(self, X, y, nug_term=None, autoSelect=False,
@@ -1080,75 +1184,118 @@ class MetaModel:
         std_pred : dict
             Standard deviatioon of the predictions.
         """
-        if self.meta_model_type.lower() == 'gpe':
-            model_dict = self.gp_poly
-        else:
-            model_dict = self.coeffs_dict
+        outputs = self.ModelObj.Output.names
 
+        # Generate or transform (if need be) samples
         if samples is None:
-            if nsamples is None:
-                self.n_samples = 100000
-            else:
-                self.n_samples = nsamples
-
-            samples = self.ExpDesign.generate_samples(self.n_samples,
-                                                      sampling_method)
-        else:
-            self.samples = samples
-            self.n_samples = len(samples)
-
-        # Transform samples
-        samples = self.ExpDesign.transform(samples)
-
+            # Generate
+            samples = self.ExpDesign.generate_samples(
+                nsamples,
+                sampling_method
+                )
+
+        # Transform samples to the independent space
+        samples = self.ExpDesign.transform(
+            samples,
+            method='user'
+            )
+        # print(samples)
+
+        # Compute univariate bases for the given samples
         if self.meta_model_type.lower() != 'gpe':
-            univ_p_val = self.univ_basis_vals(samples,
-                                              n_max=np.max(self.pce_deg))
+            univ_p_val = self.univ_basis_vals(
+                samples,
+                n_max=np.max(self.pce_deg)
+                )
 
-        mean_pred = {}
-        std_pred = {}
-
-        # Loop over outputs
-        for ouput, values in model_dict.items():
-
-            mean = np.zeros((len(samples), len(values)))
-            std = np.zeros((len(samples), len(values)))
-            idx = 0
-            for in_key, InIdxValues in values.items():
-
-                # Perdiction with GPE
-                if self.meta_model_type.lower() == 'gpe':
-                    X_T = self.x_scaler[ouput].transform(samples)
-                    gp = self.gp_poly[ouput][in_key]
-                    y_mean, y_std = gp.predict(X_T, return_std=True)
+        mean_pred_b = {}
+        std_pred_b = {}
+        # Loop over bootstrap iterations
+        for b_i in range(self.n_bootstrap_itrs):
 
+            # Extract model dictionary
+            if self.meta_model_type.lower() == 'gpe':
+                model_dict = self.gp_poly[f'b_{b_i+1}']
+            else:
+                model_dict = self.coeffs_dict[f'b_{b_i+1}']
+
+            # Loop over outputs
+            mean_pred = {}
+            std_pred = {}
+            for output, values in model_dict.items():
+
+                mean = np.empty((len(samples), len(values)))
+                std = np.empty((len(samples), len(values)))
+                idx = 0
+                for in_key, InIdxValues in values.items():
+
+                    # Perdiction with GPE
+                    if self.meta_model_type.lower() == 'gpe':
+                        X_T = self.x_scaler[f'b_{b_i+1}'][output].transform(samples)
+                        gp = self.gp_poly[f'b_{b_i+1}'][output][in_key]
+                        y_mean, y_std = gp.predict(X_T, return_std=True)
+
+                    else:
+                        # Perdiction with PCE
+                        # Assemble Psi matrix
+                        basis = self.basis_dict[f'b_{b_i+1}'][output][in_key]
+                        psi = self.create_psi(basis, univ_p_val)
+
+                        # Perdiction
+                        if self.bootstrap_method != 'fast' or b_i == 0:
+                            # with error bar, i.e. use clf_poly
+                            clf_poly = self.clf_poly[f'b_{b_i+1}'][output][in_key]
+                            try:
+                                y_mean, y_std = clf_poly.predict(
+                                    psi, return_std=True
+                                    )
+                            except TypeError:
+                                y_mean = clf_poly.predict(psi)
+                                y_std = np.zeros_like(y_mean)
+                        else:
+                            # without error bar
+                            coeffs = self.coeffs_dict[f'b_{b_i+1}'][output][in_key]
+                            y_mean = np.dot(psi, coeffs)
+                            y_std = np.zeros_like(y_mean)
+
+                    mean[:, idx] = y_mean
+                    std[:, idx] = y_std
+                    idx += 1
+
+                # Save predictions for each output
+                if self.dim_red_method.lower() == 'pca':
+                    PCA = self.pca[f'b_{b_i+1}'][output]
+                    mean_pred[output] = PCA.inverse_transform(mean)
+                    std_pred[output] = np.zeros(mean.shape)
                 else:
-                    # Perdiction with PCE or pcekriging
-                    # Assemble Psi matrix
-                    psi = self.create_psi(self.basis_dict[ouput][in_key],
-                                          univ_p_val)
-                    # Perdiction
-                    try:
-                        # with error bar
-                        clf_poly = self.clf_poly[ouput][in_key]
-                        y_mean, y_std = clf_poly.predict(psi, return_std=True)
-
-                    except:
-                        # without error bar
-                        coeffs = self.coeffs_dict[ouput][in_key]
-                        y_mean = np.dot(psi, coeffs)
-                        y_std = np.zeros_like(y_mean)
-
-                mean[:, idx] = y_mean
-                std[:, idx] = y_std
-                idx += 1
-
-            if self.dim_red_method.lower() == 'pca':
-                PCA = self.pca[ouput]
-                mean_pred[ouput] = PCA.mean_ + np.dot(mean, PCA.components_)
-                std_pred[ouput] = np.sqrt(np.dot(std**2, PCA.components_**2))
+                    mean_pred[output] = mean
+                    std_pred[output] = std
+
+            # Save predictions for each bootstrap iteration
+            mean_pred_b[b_i] = mean_pred
+            std_pred_b[b_i] = std_pred
+
+        # Change the order of nesting
+        mean_pred_all = {}
+        for i in sorted(mean_pred_b):
+            for k, v in mean_pred_b[i].items():
+                if k not in mean_pred_all:
+                    mean_pred_all[k] = [None] * len(mean_pred_b)
+                mean_pred_all[k][i] = v
+
+        # Compute the moments of predictions over the predictions
+        for output in outputs:
+            # Only use bootstraps with finite values
+            finite_rows = np.isfinite(
+                mean_pred_all[output]).all(axis=2).all(axis=1)
+            outs = np.asarray(mean_pred_all[output])[finite_rows]
+            # Compute mean
+            mean_pred[output] = np.mean(outs, axis=0)
+            # Compute standard deviation
+            if self.n_bootstrap_itrs > 1:
+                std_pred[output] = np.std(outs, axis=0)
             else:
-                mean_pred[ouput] = mean
-                std_pred[ouput] = std
+                std_pred[output] = std_pred_b[b_i][output]
 
         if return_samples:
             return mean_pred, std_pred, samples
@@ -1177,7 +1324,7 @@ class MetaModel:
 
         """
         Model = self.ModelObj
-        outputNames = Model.Output.Names
+        outputNames = Model.Output.names
         self.errorRegMethod = 'GPE'
         self.errorclf_poly = self.auto_vivification()
         self.errorScale = self.auto_vivification()
@@ -1269,28 +1416,57 @@ class MetaModel:
                 return value
 
     # -------------------------------------------------------------------------
-    def __select_degree(self, ndim, nSamples):
+    def copy_meta_model_opts(self, InputObj, ModelObj):
+        """
+        This method is a convinient function to copy the metamodel options.
+
+        Parameters
+        ----------
+        InputObj : object
+            The input object.
+        ModelObj : object
+            The Model object.
+
+        Returns
+        -------
+        new_MetaModelOpts : object
+            The copied object.
+
+        """
+        new_MetaModelOpts = copy.deepcopy(self)
+        new_MetaModelOpts.ModelObj = ModelObj
+        new_MetaModelOpts.input_obj = InputObj
+        new_MetaModelOpts.ExpDesign.meta_Model = 'aPCE'
+        new_MetaModelOpts.ExpDesign.InputObj = InputObj
+        new_MetaModelOpts.ExpDesign.ndim = len(InputObj.Marginals)
+        new_MetaModelOpts.n_params = len(InputObj.Marginals)
+        new_MetaModelOpts.ExpDesign.hdf5_file = None
+
+        return new_MetaModelOpts
+
+    # -------------------------------------------------------------------------
+    def __select_degree(self, ndim, n_samples):
         """
         Selects degree based on the number of samples and parameters in the
         sequential design.
 
         Parameters
         ----------
-        ndim : TYPE
-            DESCRIPTION.
-        nSamples : TYPE
-            DESCRIPTION.
+        ndim : int
+            Dimension of the parameter space.
+        n_samples : int
+            Number of samples.
 
         Returns
         -------
-        TYPE
-            DESCRIPTION.
+        deg_array: array
+            Array containing the arrays.
 
         """
-        # Define the DegreeArray
+        # Define the deg_array
         max_deg = np.max(self.pce_deg)
         min_Deg = np.min(self.pce_deg)
-        nitr = nSamples - self.ExpDesign.n_init_samples
+        nitr = n_samples - self.ExpDesign.n_init_samples
 
         # Check q-norm
         if not np.isscalar(self.pce_q_norm):
@@ -1306,15 +1482,16 @@ class MetaModel:
             return n_combo
 
         if self.ExpDesignFlag != 'sequential':
-            degNew = max_deg
+            deg_new = max_deg
         else:
             d = nitr if nitr != 0 and self.n_params > 5 else 1
-            min_index = np.argmin(abs(M_uptoMax(max_deg)-ndim*nSamples*d))
-            degNew = range(1, max_deg+1)[min_index]
+            min_index = np.argmin(abs(M_uptoMax(max_deg)-ndim*n_samples*d))
+            deg_new = max_deg
+            # deg_new = range(1, max_deg+1)[min_index]
 
-        if degNew > min_Deg and self.pce_reg_method.lower() != 'fastard':
-            DegreeArray = np.arange(min_Deg, degNew+1)
+        if deg_new > min_Deg and self.pce_reg_method.lower() != 'fastard':
+            deg_array = np.arange(min_Deg, deg_new+1)
         else:
-            DegreeArray = np.array([degNew])
+            deg_array = np.array([deg_new])
 
-        return DegreeArray
+        return deg_array