UncertaintyQuantification.jl

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I'm working on a `Typstwriter` for _Documenter.jl_ that uses Typst instead of LaTeX to compile the pdf.

FriesischScott

Could be interesting to implement a class of "distribution-free" p-boxes, using just range and moment constraints. I.e., if we do not know the distribution of the uncertainty, but we have...

AnderGray

Bmu laplace estimate

5

Added a small addition to the point estimates. From a maximum a posteriori approximation the Hessian can be calculated and its inverse is then the covariance matrix of some Gaussian...

jgrashorn

Polynomial Chaos Generalizability and Reduction

5

Interested in making the polynomial chaos (PCE) methods more general and applicable to expensive models. Happy to open a PR for this if there is interest! I already have basic...

fbelik

I need the von Karman as well as Kaimal PSDs to model wind speed time histories using Spectral Representation Method. As, for example, discussed here: [Modeling and simulation of a...

mbvoyager

KLE expansion for the generation of stochastic processes

2

Hi, how about in addition to the `spectralrepresentation` we implement the Karhunen-Loève Expansion for stationary and non-stationary stochastic signal generation? This method should then be related to the abstract model...

mbvoyager

Interval on mean and standard deviation for distributions that are not normal

2

We should have a way to define an interval on the mean and standard deviation for distributions that are not normal. Then we should use the distribution_parameters function to compute...

teobros