polynomial-chaos-expansion

There are 5 repositories under polynomial-chaos-expansion topic.

pygpc-polynomial-chaos / pygpc
A Sensitivity and uncertainty analysis toolbox for Python based on the generalized polynomial chaos method
dynamical-systems gpc polynomial-chaos-expansion uncertainty-estimation uncertainty-propagation uncertainty-quantification
Language:Jupyter Notebook 81
katiana22 / GDM-PCE
Source code of: "Manifold learning-based polynomial chaos expansions for high-dimensional surrogate models".
uncertainty-quantification polynomial-chaos-expansion surrogate-modelling manifold-learning machine-learning encoder-decoder-model
Language:Jupyter Notebook 37
redmod-team / profit
Probabilistic Response mOdel Fitting with Interactive Tools
uncertainty-quantification uq surrogate reduced-order-models reduced-order-surrogate-model model-emulation polynomial-chaos-expansion gaussian-processes active-learning
Language:Python 15
JBris / model-calibration-evaluation
Evaluating model calibration methods for sensitivity analysis, uncertainty analysis, optimisation, and Bayesian inference
bayesian-optimization bayesian-statistics pymc sensitivity-analysis uncertainty-analysis polynomial-chaos polynomial-chaos-expansion differential-evolution-mcmc sobol-indices global-optimization approximate-bayesian-computation kriging surrogate-models optuna shuffled-complex-evolution likelihood-free-inference bolfi simulation-based-inference deep-learning generative-neural-network
Language:Python 12
j-jith / orthopoly
Generate orthogonal polynomials for arbitrary probability density functions
orthogonal-polynomials pce polynomial-chaos-expansion
Language:Python 5
estevaofuzaro98 / inSANE-HAPEX
This suite is an ensemble of codes developed to conduct a global sensitivity analysis on an multimodal energy harvesting system with periodic excitation.
energy-harvesting-systems sensitivity-analysis sobol-indices polynomial-chaos-expansion
Language:MATLAB 4
bazvalya / GSA_using_GDMaps_PCE
A source code for the paper titled "Global Sensitivity Analysis using Polynomial Chaos Expansion on the Grassmann Manifold".
agent-based-modeling global-sensitivity-analysis grassmann-manifold manifold-learning polynomial-chaos-expansion sobol-indices
Language:Jupyter Notebook 3
hammouc / Parametric_Uncertainty_Quantification_option_pricing
This repository includes Matlab codes/routines that were used in my Bachelor thesis entitled "Numerical Methods For Uncertainty Quantification In Option Pricing" that can be found in: https://www.researchgate.net/publication/330005261_Numerical_Methods_For_Uncertainty_Quantification_In_Option_Pricing.
black-scholes matlab monte-carlo numerical-analysis numerical-methods option-pricing polynomial-chaos-expansion sparse-grids uncertainty-quantification
Language:MATLAB 3
EdgarJaber / SA-for-clogging-code
Codes used for the results in the paper: Sensitivity Analysis for a long-time clogging simulation code.
openturns uncertainty-quantification polynomial-chaos-expansion sensitivity-analysis hsic
Language:Jupyter Notebook 1
zhang-zengjie / pce-intent-aware-control
Intention-aware control using stochastic expansion methods
formal-methods formal-methods-in-robotics-and-automation model-predictive-control polynomial-chaos-expansion signal-temporal-logic
Language:Python 1
GianniCassoni / various-old-works
chaos chaotic-pendulum laser-plasma particle-in-cell polyno polynomial-chaos-expansion
Language:Python 0
simetenn / geilo
Presentations for Geilo Winter School 2015
presentation uncertainty-quantification polynomial-chaos-expansion
Language:TeX 0