A variational inference method with accurate uncertainty estimation. It uses a new semi-implicit variational family built on neural networks and hierarchical distribution (ICML 2018).

OpenCossan is an open and free toolbox for uncertainty quantification and management.

PESTO: Parameter EStimation TOolbox, Bioinformatics, btx676, 2017.

Repository to tutorials on the implementation of the Transitional Ensemble Markov Chain Monte Carlo (TEMCMC) sampler for Bayesian Model Updating.

OpenCossan represents the core of COSSAN software. All the algorithms and methods have been coded in a matlab toolbox allowing numerical analysis, reliability analysis, simulation, sensitivity, optimization, robust design and much more. Released under the LGPL license, the engine can be used, modified and redistributed free of charge. It is supp…

Randomized Greedy Polynomial Chaos Expansions

Project source code and data for uncertainty quantification on combustion instability prediction using a machine-learning-enhanced strategy

Computes upscaled fault permeability distributions using a probabilistic description of clay and sand smears. MATLAB and MRST are required to run this code.

MaxEnt is a Matlab toolbox for the calculation of maximum entropy distributions and the corresponding statistical samples from a given set of known information.

Project source code and data for multi-fidelity machine learning strategy for flame model identification

Uncertainty Quantification

ARBO is a Matlab/C++ package for simulation and analysis of arbovirus nonlinear dynamics.

Richards equation on porous media

RandBar is a Matlab code to simulate the nonlinear stochastic dynamics of a bar structural system with attached discrete elements.

FAILURE is a Matlab code to simulate the propagation of uncertainties in a plane stress problem subjected to uncertainties.

This repository includes Matlab codes/routines that were used in my Bachelor thesis entitled "Numerical Methods For Uncertainty Quantification In Option Pricing" that can be found in: https://www.researchgate.net/publication/330005261_Numerical_Methods_For_Uncertainty_Quantification_In_Option_Pricing.

Synthesizing and validating barrier certificates for unknown dynamical systems with latent states and polynomial dynamics using Bayesian inference

Code for the paper "Stochastic analysis of the electromagnetic induction effect on a neuron's action potential dynamics"

Uncertainty Quantification for Physical and Biological Models

ORCHARD is a Matlab code for simulation and visualization of the nonlinear dynamics of an orchard sprayer tower.