polynomial-chaos-expansion
There are 13 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
katiana22/GDM-PCE
Source code of: "Manifold learning-based polynomial chaos expansions for high-dimensional surrogate models".
redmod-team/profit
Probabilistic Response mOdel Fitting with Interactive Tools
JBris/model-calibration-evaluation
Evaluating model calibration methods for sensitivity analysis, uncertainty analysis, optimisation, and Bayesian inference
j-jith/orthopoly
Generate orthogonal polynomials for arbitrary probability density functions
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.
Martin-Lacroix/ChaosKIT
Arbitrary Polynomial Chaos Toolkit
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.
bazvalya/GSA_using_GDMaps_PCE
A source code for the paper titled "Global Sensitivity Analysis using Polynomial Chaos Expansion on the Grassmann Manifold".
EdgarJaber/SA-for-clogging-code
Codes used for the results in the paper: Sensitivity Analysis for a long-time clogging simulation code.
zhang-zengjie/pce-intent-aware-control
Intention-aware control using stochastic expansion methods
simetenn/geilo
Presentations for Geilo Winter School 2015