Chaospy - Toolbox for performing uncertainty quantification.
statistics probability-distribution uncertainty-quantification sensitivity-analysis sparse-grids variance-reduction gaussian-quadrature
- Updated
Sep 4, 2025 - Python
Chaospy - Toolbox for performing uncertainty quantification.
Fast high-dimensional interpolation of vector valued functions in JAX
A scientific Python project for sparse grid interpolation (a.k.a. stochastic collocation) with a focus on parametric coefficient PDEs.
Julian Valentin's PhD Defense Talk: “B-Splines for Sparse Grids: Algorithms and Application to Higher-Dimensional Optimization”
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