The Sparse Grids Matlab kit - a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification
The Sparse Grids Matlab kit - a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification
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稀疏网格 Matlab 套件 - 用于高维函数逼近和不确定性量化的稀疏网格的 Matlab 实现
DOI：
10.48550/arxiv.2203.09314
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发表时间：
2022
期刊：
影响因子：
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通讯作者：
L. Tamellini
中科院分区：
文献类型：
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作者：
C. Piazzola;L. Tamellini
稀疏网格 Matlab 套件提供了稀疏网格的 Matlab 实现，可用于近似高维函数，特别是基于代理模型的不确定性量化。轻量级、高级、易用，有利于快速原型制作和教学；然而，它配备了一些功能，允许其在实际应用中使用。本文的目的是概述构成软件基础的数据结构和数学方面，并将我们软件包的当前版本与类似的可用软件进行比较。
The Sparse Grids Matlab Kit provides a Matlab implementation of sparse grids, and can be used for approximating high-dimensional functions and, in particular, for surrogate-model-based uncertainty quantification. It is lightweight, high-level and easy to use, good for quick prototyping and teaching; however, it is equipped with some features that allow its use also in realistic applications. The goal of this paper is to provide an overview of the data structure and of the mathematical aspects forming the basis of the software, as well as comparing the current release of our package to similar available software.
hIPPYlib-MUQ：用于在不确定性下将数据与复杂预测模型集成的贝叶斯推理软件框架
DOI：
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发表时间：
2021
期刊：
33nd International Conference on Parallel Computational Fluid Dynamics
影响因子：
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作者：
Kim, KT;Villa, U;Parno, M;Petra, N;Marzouk, Y;Ghattas, O
通讯作者：
Ghattas, O