Library for tools and workflows for uncertainty quantification in computational models

Area: Mathematical libraries

CASS member: FASTMath

Description

The Python Toolkit for Uncertainty Quantification (PyTUQ) is a lightweight Python library for a range of uncertainty quantification tasks and workflows. Features include conventional tools such as polynomial chaos machinery with mixed bases, global sensitivity analysis, quadrature point generation, linear regression, Bayesian inference with various flavors of Markov chain Monte Carlo. PyTUQ also includes advanced methods such as Bayesian compressed sensing, sampling-based Rosenblatt transformation and embedded model error calibration.

Target audience

Computational scientists for any domain should be able to use PyTUQ’s functionalities for various UQ-related activities relevant to their computational models.

License: BSD-3-Clause

Additional resources