Recent Releases of UncertaintyQuantification
UncertaintyQuantification - v0.12.0
UncertaintyQuantification v0.12.0
No breaking changes. Just plenty of new features and fixes. Most notable updates: - Added Stochastic Dynamics feature - Power Spectral Density Estimation - Stochastic Process Generation - Added Variational Inference - maximum likelihood and maximum a posteriori estimates - Updated Kernel Density Estimaton - the resulting distribution has a slightly different (but more accurate) support than the previous implementation.
Merged pull requests: - Add Variational inference (#203) (@jgrashorn) - Add stochastic dynamics (#218) (@FriesischScott) - Fix formatting issue for subset infinity. (#236) (@FriesischScott) - Fix broadcasting of inputs (#238) (@FriesischScott) - Add custom kernel density estimation (#239) (@FriesischScott) - Throw error for non consistent Beta mean parameter (#241) (@andreaperin) - Allow different sims for double loop bounds (#242) (@FriesischScott) - Add URL to doc preview in Github workflow (#243) (@FriesischScott) - Update Documenter (#244) (@FriesischScott)
Closed issues: - Stochastic Processes (#72) - Variational inference (#172) - Get rid of KernelDensity.jl (#187) - Double Loop and random slicing don't return same things (#210) - Formating issues with external Models and Subset (#235) - mean value for Beta distribution not in (0; 1) (#240)
- Julia
Published by github-actions[bot] over 1 year ago
UncertaintyQuantification - v0.11.0
UncertaintyQuantification v0.11.0
Merged pull requests: - Pass sns reference to gradient computation in standard normal space (#178) (@FriesischScott) - Add Uncertainties introduction to the documentation (#179) (@FriesischScott) - Stochastic dynamics framework (#180) (@FriesischScott) - Fix subset error with low number of chains (#181) (@FriesischScott) - Add batch support for SLURM job arrays (#184) (@FriesischScott) - Replace DynamicPolynomials with Monomials (#185) (@FriesischScott) - Remove Formatting.jl (#193) (@teobros) - Minor refactor of /src and adds some READMEs (#194) (@AnderGray) - Improve Bayesian updating tests (#199) (@FriesischScott) - Minor doc changes (#201) (@AnderGray) - Add Advanced Line Sampling (#202) (@lukasfritsch) - Add evaluation of support for ProbabilityBoxes with Uniform (#206) (@andreaperin) - Pass slurm options as dict (#207) (@FriesischScott) - Fix design of experiment bounds (#212) (@teobros) - Update reliability documentation (#219) (@lukasfritsch) - Fix interval propagation for degenerate intervals (#223) (@FriesischScott) - Add parallelisation section to docs (#225) (@FriesischScott) - Fix advanced line sampling (#228) (@FriesischScott) - Add QMC documentation (#230) (@mlsuh) - Documentation maintenance (#231) (@FriesischScott) - Build vitepress documentation (#232) (@FriesischScott)
Closed issues: - Implement Advanced Line Sampling (#48) - Subset in physical space (#79) - System reliability (#81) - Hybrid metamodel reliability model updating stuff? (#84) - Documentation QMC (#159) - SubsetSimulation errors with low number of samples (#169) - Gradient in standard normal space (#177) - Run Slurm arrays in batches (#183) - Replace Formatting.jl (#186) - Add a readme in /src describing what each sub-folder contains/does (#188) - Pass SLURM options as dict (#189) - Documentation improvement (#195) - Improve unstable Bayesian updating tests (#197) - Incorrect Lower and Upper Bounds for P-Box with Uniform Distribution (#204) - Design of experiment for unbounded distributions returns wrong points (#205) - Incorrect usage of probabilityoffailure in \demo\reliability\supported-beam-opensees.jl line 42 (#208) - Incorrect behaviour with Line Sampling and Random Slicing (#211) - Some docs aren't up to date with new Slurm interface (#220) - Pretty docs using Documenter Vitepress (#221) - Performance of generating SRM stochastic processes (#222) - AdvancedLineSampling is broken (#227)
- Julia
Published by github-actions[bot] over 1 year ago
UncertaintyQuantification - v0.10.0
UncertaintyQuantification v0.10.0
Merged pull requests: - Bayesian updating framework (#63) (@FriesischScott) - Imprecise probabilities (#146) (@andreaperin) - Slurm job array interface (#155) (@AnderGray) - Update doc strings (#162) (@AnderGray) - Component-wise MCMC for subset simulation (#166) (@AnderGray) - Update and fix workflows (#167) (@FriesischScott) - CompatHelper: bump compat for DynamicPolynomials to 0.6, (keep existing compat) (#171) (@github-actions[bot]) - CompatHelper: add new compat entry for CovarianceEstimation at version 0.2, (keep existing compat) (#173) (@github-actions[bot]) - Drop julia 1.6 (lts) support (#174) (@FriesischScott) - Add Subset benchmark (#175) (@FriesischScott) - Random slicing based imprecise reliability (#176) (@AnderGray)
Closed issues: - Bayesian updating (#74) - Imprecise probabilities (#83) - Better HPC interfacing (#153) - Small bug in Opensees demo (#154) - We're not using Modified (component-wise) MCMC in subset simulation (#165) - Drop support for Julia 1.6 (lts) (#170)
- Julia
Published by github-actions[bot] almost 2 years ago
UncertaintyQuantification - v0.9.0
UncertaintyQuantification v0.9.0
Merged pull requests: - Get distribution parameters from mean and std (#116) (@FriesischScott) - CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#139) (@github-actions[bot]) - Adds adaptive subset infinity, and subset simulation logging (#140) (@AnderGray) - Add randomized QMC (#143) (@mlsuh) - Allow for passing of different fdm methods (#147) (@FriesischScott) - Fix (improve) unstable tests (#149) (@FriesischScott) - Use native julia for solver tests (#151) (@FriesischScott) - Fail demo action for untracked files (#157) (@FriesischScott) - Return std instead of cov from reliability analysis (#158) (@FriesischScott)
Closed issues: - Implement Important Sampling with Design Point (#46) - Convenience methods for distributions from mean and standard deviation (#105) - Allow passing of finite difference method for gradients and FORM (#106) - Randomized quasi Monte Carlo (#122) - Randomized QMC: tests (#144) - Effect of transformations on QMC nets (#145) - Unstable tests (#148) - Include build scripts for c++ solvers in tests (#150)
- Julia
Published by github-actions[bot] over 2 years ago
UncertaintyQuantification - v0.8.2
UncertaintyQuantification v0.8.2
Merged pull requests: - Fix cov estimation with less samples in subsets >= 2 (#142) (@FriesischScott)
Closed issues: - estimate_cov for subset and subset infinity sometimes returns complex number (#138)
- Julia
Published by github-actions[bot] over 2 years ago
UncertaintyQuantification - v0.8.1
UncertaintyQuantification v0.8.1
Merged pull requests: - Add importance sampling (#124) (@Cr0gan) - CompatHelper: bump compat for StatsBase to 0.34, (keep existing compat) (#137) (@github-actions[bot]) - Fix bug in subset infinity (#141) (@FriesischScott)
- Julia
Published by github-actions[bot] over 2 years ago
UncertaintyQuantification - v0.8.0
UncertaintyQuantification v0.8.0
Merged pull requests: - Add Literate.jl for examples (#123) (@mlsuh) - Add empirical distribution (#129) (@FriesischScott) - Fix constraints for SubSetSimulation's proposal pdf (#132) (@andreaperin) - CompatHelper: bump compat for FastGaussQuadrature to 1, (keep existing compat) (#133) (@github-actions[bot]) - Fix documenter build (#134) (@FriesischScott)
Closed issues: - SubSet returns NaN cov for 1 rv (#130)
- Julia
Published by github-actions[bot] over 2 years ago
UncertaintyQuantification - v0.7.2
UncertaintyQuantification v0.7.2
Merged pull requests: - Fix mse for least squares PCE (#128) (@andreaperin)
- Julia
Published by github-actions[bot] almost 3 years ago
UncertaintyQuantification - v0.7.1
UncertaintyQuantification v0.7.1
Merged pull requests: - Enable polynomial chaos with multiple models (#126) (@andreaperin) - Fix mapfrombases for single rv (#127) (@FriesischScott)
- Julia
Published by github-actions[bot] almost 3 years ago
UncertaintyQuantification - v0.7.0
UncertaintyQuantification v0.7.0
Closed issues: - Design of Experiments (#86) - ExternalModel - Absolute Path is required (#120)
Merged pull requests: - Add Design of Experiments (#93) (@mlsuh) - CompatHelper: add new compat entry for DelimitedFiles at version 1, (keep existing compat) (#115) (@github-actions[bot]) - Add Getting Started section to documentation (#117) (@FriesischScott) - CompatHelper: bump compat for QuasiMonteCarlo to 0.3 (#118) (@github-actions[bot]) - CompatHelper: bump compat for DynamicPolynomials to 0.5 (#119) (@github-actions[bot]) - Fix solver for relative workdir (#121) (@andreaperin)
- Julia
Published by github-actions[bot] almost 3 years ago
UncertaintyQuantification - v0.6.2
UncertaintyQuantification v0.6.2
Closed issues: - CD back to the old pwd when the external solver fails (#109) - Sobols Indices with multiple ExternalModel BUG (#113)
Merged pull requests: - Improve mappings between physcial and standard normal space (#107) (@FriesischScott) - Fix bug in poly chaos demo (#108) (@AnderGray) - Update to Julia 1.9 (#110) (@FriesischScott) - Properly cd back to pwd on solver error (#112) (@FriesischScott) - Fix sobolindices for multiple external models (#114) (@FriesischScott)
- Julia
Published by github-actions[bot] about 3 years ago
UncertaintyQuantification - v0.6.1
UncertaintyQuantification v0.6.1
Closed issues: - Error when using FORM with external solver (#104)
Merged pull requests: - CompatHelper: bump compat for Symbolics to 5, (keep existing compat) (#94) (@github-actions[bot]) - Replace Symbolics with recurrence formulas for PCE bases (#103) (@FriesischScott)
- Julia
Published by FriesischScott about 3 years ago
UncertaintyQuantification - v0.6.0
UncertaintyQuantification v0.6.0
Merged pull requests: - Update CI workflow (#101) (@FriesischScott) - Improvements to the ExternalModel (#102) (@FriesischScott)
- Julia
Published by github-actions[bot] about 3 years ago
UncertaintyQuantification - v0.5.0
UncertaintyQuantification v0.5.0
Closed issues: - Replace Sampleable{Univariate} with UnivariateDistribution (#91) - Simple ParallelModel (#95) - Multiple ExternalModel (#99)
Merged pull requests: - Add ParallelModel (#96) (@FriesischScott) - Add convenience methods for rvs (#97) (@FriesischScott) - Add multiple outputs for the evaluation of Sobol indices (#98) (@andreaperin) - Allow running of external models in same working directory (#100) (@FriesischScott)
- Julia
Published by github-actions[bot] about 3 years ago
UncertaintyQuantification - v0.4.0
UncertaintyQuantification v0.4.0
Closed issues: - First-order reliability method (FORM) (#61) - Subset-∞ (#78) - Improve PCE code (#90)
Merged pull requests: - Add First order reliability method (FORM) (#85) (@FriesischScott) - Add ResponseSurface metamodel (#87) (@mlsuh) - CompatHelper: bump compat for FastGaussQuadrature to 0.5, (keep existing compat) (#89) (@github-actions[bot]) - Add Subset-∞ (#92) (@FriesischScott)
- Julia
Published by github-actions[bot] over 3 years ago
UncertaintyQuantification - v0.3.1
UncertaintyQuantification v0.3.1
Closed issues: - HaltonSampling broken with latest QuasiMonteCarlo version (#88)
- Julia
Published by github-actions[bot] over 3 years ago
UncertaintyQuantification - v0.3.0
UncertaintyQuantification v0.3.0
Closed issues: - Implement Quasi Monte Carlo Methods (#45) - Return cov for probability of failure methods (#64) - Improve Subset efficiency (#65) - Delete ExternalModel output files (#67)
Merged pull requests: - Bayesian Inference framework (#52) (@sitoryu) - Add basic Polynomial Chaos Expansion (#62) (@FriesischScott) - Split modified metropolis hastings samples and evaluate cov in subset simulation (#66) (@andreaperin) - Compute cov for probability of failure methods (#68) (@FriesischScott) - Automatic deletion of external model files (#69) (@andreaperin) - CompatHelper: add new compat entry for FastGaussQuadrature at version 0.4, (keep existing compat) (#70) (@github-actions[bot]) - CompatHelper: add new compat entry for Symbolics at version 4, (keep existing compat) (#71) (@github-actions[bot])
- Julia
Published by github-actions[bot] almost 4 years ago
UncertaintyQuantification - v0.2.2
UncertaintyQuantification v0.2.2
Closed issues: - Update compatability to 1.6 and 1.7 (#53) - Drop HaltonSequence dependency (#55) - Implement LatticeRuleSampling (#58)
Merged pull requests: - Update compatability to 1.6 and 1.7 (#54) (@FriesischScott) - Drop HaltonSequence dependency (#57) (@Gopal1259) - CompatHelper: add new compat entry for "Primes" at version "0.5" (#59) (@github-actions[bot]) - Add LatticeRuleSampling (#60) (@Gopal1259)
- Julia
Published by github-actions[bot] over 4 years ago
UncertaintyQuantification - v0.2.1
UncertaintyQuantification v0.2.1
Closed issues: - Sobol indices and QMC (#49)
Merged pull requests: - Add tests for third party solver integration (#39) (@FriesischScott) - CompatHelper: bump compat for "DataFrames" to "1.0" (#42) (@github-actions[bot]) - CompatHelper: bump compat for "Distributions" to "0.25" (#43) (@github-actions[bot]) - CompatHelper: add new compat entry for "QuasiMonteCarlo" at version "0.2" (#50) (@github-actions[bot]) - Fix sobol indices (#51) (@FriesischScott)
- Julia
Published by github-actions[bot] over 4 years ago
UncertaintyQuantification - v0.2.0
UncertaintyQuantification v0.2.0
Closed issues: - Register package in General (#7) - Make the repo citable (#8)
Merged pull requests: - Add Sobol indices and polyharmonic splines (#18) (@FriesischScott) - CompatHelper: bump compat for "Dierckx" to "0.5" (#19) (@github-actions[bot]) - CompatHelper: add new compat entry for "HaltonSequences" at version "0.1" (#23) (@github-actions[bot]) - CompatHelper: add new compat entry for "Sobol" at version "1.4" (#24) (@github-actions[bot]) - CompatHelper: add new compat entry for "Bootstrap" at version "2.2" (#25) (@github-actions[bot]) - CompatHelper: add new compat entry for "Accessors" at version "0.1" (#26) (@github-actions[bot]) - CompatHelper: bump compat for "FiniteDifferences" to "0.11" (#29) (@github-actions[bot]) - CompatHelper: bump compat for "FiniteDifferences" to "0.12" (#31) (@github-actions[bot]) - Add basic documentation (#32) (@AnderGray) - Use NamedTuple for important direction (#33) (@FriesischScott) - Implement subset simulation (#34) (@FriesischScott) - Initial working implementation of external solver (#35) (@FriesischScott) - CompatHelper: add new compat entry for "Mustache" at version "1.0" (#36) (@github-actions[bot]) - CompatHelper: add new compat entry for "Formatting" at version "0.4" (#37) (@github-actions[bot])
- Julia
Published by github-actions[bot] about 5 years ago
UncertaintyQuantification - v0.1.0
UncertaintyQuantification v0.1.0
Closed issues: - Create necessary inputs (#2) - Solvers and Models (#3) - Choose a license (#5)
Merged pull requests: - Add keywords and switch rv type to <:Sampleable (#1) (@FriesischScott) - Create inputs and basic project structure (#4) (@FriesischScott) - Implement line sampling for failure probability (#6) (@FriesischScott) - Create LICENSE (#9) (@FriesischScott) - Rewrite RandomVariableSet to JointDistribution (#10) (@FriesischScott) - Switch from Travis to Github Actions (#12) (@FriesischScott) - CompatHelper: add new compat entry for "Dierckx" at version "0.4" (#16) (@github-actions[bot]) - CompatHelper: add new compat entry for "Distributions" at version "0.23" (#17) (@github-actions[bot])
- Julia
Published by github-actions[bot] almost 6 years ago