  This paper generalizes stochastic collocation methods to handle correlated
non-Gaussian random parameters. The key challenge is to perform a multivariate
numerical integration in a correlated parameter space when computing the
coefficient of each basis function via a projection step. We propose an
optimization model and a block coordinate descent solver to compute the
required quadrature samples. Our method is verified with a CMOS ring oscillator
and an optical ring resonator, showing 3000x speedup over Monte Carlo.
