Jasper Behrensdorf

Bayesian updating framework

3

This is where I'll update/improve the framework to better integrate it into the existing code base.

WIP: Add basic Polynomail Chaos Expansion implementation

4

Can compute PCE using least squares minimization or full quadrature rules using legendre basis functions. The code should be fully extendible to other basis function, e.g. hermite by overloading a...

There is already a basic implementation of the Hasofer-Lind Reliability Index as `FORM` in the `form` branch. I don't remember how well this actually performs. It needs to be updated...

We should implement more simulations for sampling and other basic tasks. This includes other Quasi Monte Carlo Simulations apart from Sobol and Halton Sampling. Tasks: - [x] #45 - [x]...

This is quite weird in OpenCossan and I am not 100% how it works. We should try this directly from the paper and see how it works.

Implement Radial Based Importance Sampling

1

Importance sampling where a hyper sphere with radius $\beta$ is excluded. Here $\beta$ is the reliabiliy index, i.e., the distance to the design point in standard normal space.

Invalid formatting of array expression

1

I am using `blue` style with vscode. This ```julia chainsamples[α_accept_indices[performance_accept], :] = to_eval[performance_accept, :] ``` is formatted to ```julia chainsamples[α_accept_indices[performance_accept], :] = to_eval[ performance_accept, : ] ``` which results in...