A variational inference method with accurate uncertainty estimation. It uses a new semi-implicit variational family built on neural networks and hierarchical distribution (ICML 2018).
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Updated
Oct 16, 2024 - MATLAB
A variational inference method with accurate uncertainty estimation. It uses a new semi-implicit variational family built on neural networks and hierarchical distribution (ICML 2018).
OpenCossan is an open and free toolbox for uncertainty quantification and management.
PESTO: Parameter EStimation TOolbox, Bioinformatics, btx676, 2017.
Repository to tutorials on the implementation of the Transitional Ensemble Markov Chain Monte Carlo (TEMCMC) sampler for Bayesian Model Updating.
Randomized Greedy Polynomial Chaos Expansions
OpenCossan represents the core of COSSAN software. All the algorithms and methods have been coded in a matlab toolbox allowing numerical analysis, reliability analysis, simulation, sensitivity, optimization, robust design and much more. Released under the LGPL license, the engine can be used, modified and redistributed free of charge. It is supp…
Computes upscaled fault permeability distributions using a probabilistic description of clay and sand smears. MATLAB and MRST are required to run this code.
Project source code and data for uncertainty quantification on combustion instability prediction using a machine-learning-enhanced strategy
MaxEnt is a Matlab toolbox for the calculation of maximum entropy distributions and the corresponding statistical samples from a given set of known information.
Project source code and data for multi-fidelity machine learning strategy for flame model identification
ARBO is a Matlab/C++ package for simulation and analysis of arbovirus nonlinear dynamics.
RandBar is a Matlab code to simulate the nonlinear stochastic dynamics of a bar structural system with attached discrete elements.
Uncertainty Quantification
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.
FAILURE is a Matlab code to simulate the propagation of uncertainties in a plane stress problem subjected to uncertainties.
Richards equation on porous media
Code for the paper "Stochastic analysis of the electromagnetic induction effect on a neuron's action potential dynamics"
Uncertainty Quantification for Physical and Biological Models
Project source code and data for ML-enhanced risk analysis framework for combustion instability prediction
Quantile set inversion [arXiv:2211.01008] — Numerical experiments
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