UncertaintyQuantification.jl
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FriesischScott
Uncertainty Quantification in Julia
See paper by Zuev: https://doi.org/10.1016/j.probengmech.2010.11.008. Results show a promising reduction in variance compared to standard Subset (`MMH`). it would be interesting to see how it compares to the `CS` and...
In the OpenCossan code there are several references to equations without giving the paper they are refering to...
We'll start with the simplest approach of building a regular optimization problem with the `pf` in the objective and/or constraints and throw any derivative free optimizer at it. The MADS...