Chaospy - Toolbox for performing uncertainty quantification.
statistics
probability-distribution
uncertainty-quantification
sensitivity-analysis
sparse-grids
variance-reduction
gaussian-quadrature
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Updated
Jul 17, 2024 - Python
Chaospy - Toolbox for performing uncertainty quantification.
Julian Valentin's PhD Defense Talk: “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”
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