Pinned Repositories
debug_workshop
Repository for the Debugging Numerical Software - Bath 4-5 Jun 2018
MA20278_24
MA20278 Machine Learning 1 Jupyter materials (S2 2024)
tamen
MATLAB implementation of the time-dependent AMEn algorithm in the tensor train format with the cell array storage.
TT-FFT-COV
Field generation and kriging using circulant covariance matrix and TT approximations
TT-HJB
Tensor Train implementation of Newton policy iteration for Hamilton-Jacobi-Bellman equations
TT-IRT
Inverse Rosenblatt Transform (Conditional Distribution) + MCMC sampling using Tensor Train approximation
TT-Toolbox
Well-documented Tensor-train Toolbox for MATLAB.
TTRISK
TTRISK algorithm for risk averse optimization with tensor trains
TTStateMY
Smoothed Moreau-Yosida Tensor Train Approximation of State Constraints
umbridge
UM-Bridge (the UQ and Model Bridge) provides a unified interface for numerical models that is accessible from virtually any programming language or framework.
dolgov's Repositories
dolgov/TT-IRT
Inverse Rosenblatt Transform (Conditional Distribution) + MCMC sampling using Tensor Train approximation
dolgov/TT-FFT-COV
Field generation and kriging using circulant covariance matrix and TT approximations
dolgov/TT-HJB
Tensor Train implementation of Newton policy iteration for Hamilton-Jacobi-Bellman equations
dolgov/tamen
MATLAB implementation of the time-dependent AMEn algorithm in the tensor train format with the cell array storage.
dolgov/TTRISK
TTRISK algorithm for risk averse optimization with tensor trains
dolgov/debug_workshop
Repository for the Debugging Numerical Software - Bath 4-5 Jun 2018
dolgov/MA20278_24
MA20278 Machine Learning 1 Jupyter materials (S2 2024)
dolgov/TT-Toolbox
Well-documented Tensor-train Toolbox for MATLAB.
dolgov/TTStateMY
Smoothed Moreau-Yosida Tensor Train Approximation of State Constraints
dolgov/umbridge
UM-Bridge (the UQ and Model Bridge) provides a unified interface for numerical models that is accessible from virtually any programming language or framework.