baptistar / greedyPCLinks
Randomized Greedy Polynomial Chaos Expansions
☆11Updated 6 years ago
Alternatives and similar repositories for greedyPC
Users that are interested in greedyPC are comparing it to the libraries listed below
Sorting:
- Codes related to our paper "Sparse Polynomial Chaos Expansions via D-optimal Designs and Compressed Sensing." https://www.sciencedirect.…☆20Updated 6 years ago
- Polynomial Chaos Expansion Toolbox for MATLAB☆34Updated 2 months ago
- In this repository, all the Matlab codes, used for developing my Master Thesis: "Polynomial Chaos Theory: Application to the stability of…☆15Updated 6 years ago
- Compressive dynamic mode decomposition with control for compressive system identification☆40Updated 7 years ago
- multifidelity global sensitivity analysis☆17Updated 3 years ago
- Surrogate Based Design Optimization Toolbox☆32Updated 7 years ago
- Matlab codes for Arbitrary Polynomial Chaos Expansion☆12Updated 5 years ago
- OpenCossan is an open and free toolbox for uncertainty quantification and management.☆54Updated 2 years ago
- Koopman Mode Decomposition☆73Updated 8 years ago
- The MATLAB code below implements the second-order SPSA (simultaneous perturbation stochastic approximation) and second-order SG (stochast…☆12Updated 4 years ago
- Tutorial on Gaussian Processes☆62Updated 5 years ago
- Sparsity-promoting Kernel Dynamic Mode Decomposition for Nonlinear Dynamical Systems☆30Updated 3 years ago
- This includes codes for Alternating Direction Method of Multipliers (ADMM) on several interesting applications, such as Lq basis pursuit,…☆22Updated 9 years ago
- ☆33Updated 2 years ago
- ☆10Updated 2 years ago
- Sonkyo blade benchmark☆18Updated 4 years ago
- Computing the discrete spectrum of the Koopman operator using Dynamic Mode Decomposition☆10Updated 5 years ago
- MATLAB codes for multilevel optimal transport☆25Updated 6 years ago
- Bayesian Physics-Informed Neural Networks for Robust System Identification of Power Systems☆12Updated 2 years ago
- Representative point selection by the GF-discrepancy minimization technique for the probability density evolution method (PDEM).☆13Updated 10 months ago
- Repository to tutorials on the implementation of the Transitional Ensemble Markov Chain Monte Carlo (TEMCMC) sampler for Bayesian Model U…☆20Updated 2 years ago
- Code for ResDMD: data-driven spectral properties of Koopman Operators☆38Updated last year
- combination of sparse identification of nonlinear dynamics with Akaike information criteria☆16Updated 8 years ago
- Bayesian System IDentification☆28Updated 7 years ago
- Nonlinear System Identification (aka Learning Dynamical Systems) with guaranteed stability/contraction☆14Updated 5 years ago
- Numerical Gaussian Processes for Time-dependent and Non-linear Partial Differential Equations☆69Updated 5 years ago
- Multi Fidelity Monte Carlo☆23Updated 5 years ago
- MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20☆224Updated 2 years ago
- Dynamic Mode Decomposition (DMD)☆33Updated 3 years ago
- MIVor: An innovative adaptive Kriging approach for efficient problem classification.☆18Updated 5 years ago