https://en.wikipedia.org/wiki/Andvaranaut
Predictive modelling and UQ suite. Use requires provision of function which takes inputs and returns quantity of interest. In addition, probability distributions (from scipy.stats) for input variables must be specified, along with optional conversion methods (e.g bounded to unbounded range) for more efficient execution of available ML techniques.
To install run the following in the same directory as setup.py (can drop the --user flag if root):
pip3 install --user .
Latin hypercube sampling
UQ forward propagation
Parallel target function execution
Gaussian process surrogates
GP adaptive sampling
Differential evolution MCMC
MCMC R convergence analysis
Bounded KDE posterior plotting
Other MCMC methods
Marginal distributions
PCE surrogates
In tutorial/ is a Jupyter notebook called tutorial.ipynb. This will walk through most, if not all, package functionality.