Stocholm (IDDN : FR.001.210016.000.S.P.2023.000.30000)

Description

Stocholm is a numerical library permitting to respond to potential partners swiftly and draft UQ solutions addressing new questions. It includes Polynomial Chaos construction, manipulation, and algebra, adaptive sparse grid methods for integration, interpolation, and projection in high-dimension, stochastic multi-resolution analysis tools with error estimators, advanced regression methods with regularization techniques and Gaussian process modeling, sampling methods with LHS, QMC and Markov Chain Monte Carlo algorithms, Bayesian inference framework and fast density estimation methods, Bayesian optimization algorithms with robust and multi-objective strategies, …

Release Contributions:

We will continue integrating existing tools and new ones into the library StochOlm (C++), the most general one, to allow for maximum interoperability of the constitutive utilities. Having a unique library shared by the whole group also presents some interest for students and new researchers joining the Team, as they can benefit from the others’ experience.

Authors:

Olivier Le Maitre, Pietro Marco Congedo

Contact:

Olivier LeMaitre (olivier.le-maitre@polytechnique.edu)

Partners:

CNRS,EcolePolytechnique