PyApprox: A software package for sensitivity analysis, Bayesian inference, optimal experimental design, and multi-fidelity uncertainty quantification and surrogate modeling

Jakeman, J.D.

doi:10.1016/j.envsoft.2023.105825

Environmental Modelling & Software

2023

DOI: 10.1016/j.envsoft.2023.105825

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PyApprox: A software package for sensitivity analysis, Bayesian inference, optimal experimental design, and multi-fidelity uncertainty quantification and surrogate modeling

J.D. Jakeman

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2024

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Cited by 3 publications

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Algorithm 1040: The Sparse Grids Matlab Kit - a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification

Piazzola,

Tamellini

2024

ACM Trans. Math. Softw.

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The Sparse Grids Matlab Kit provides a Matlab implementation of sparse grids, and can be used for approximating high-dimensional functions and, in particular, for surrogate-model-based uncertainty quantification. It is lightweight, high-level and easy to use, good for quick prototyping and teaching; however, it is equipped with some features that allow its use also in realistic applications. The goal of this paper is to provide an overview of the data structure and of the mathematical aspects forming the basis of the software, as well as comparing the current release of our package to similar available software.

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PyApprox: A software package for sensitivity analysis, Bayesian inference, optimal experimental design, and multi-fidelity uncertainty quantification and surrogate modeling

Cited by 3 publications

References 86 publications

SHERPA-Cloud: An open-source online model to simulate air quality management policies in Europe

SHERPA-Cloud: An open-source online model to simulate air quality management policies in Europe

Bayesian Optimization for Anything (BOA): An open-source framework for accessible, user-friendly Bayesian optimization

Algorithm 1040: The Sparse Grids Matlab Kit - a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification

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