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Project Status: Inactive – The project has reached a stable, usable state but is no longer being actively developed; support/maintenance will be provided as time allows.

Presentation for SIAM UQ16

Chaospy: A modular implementation of polynomial chaos expansions and Monte Carlo methods

Chaospy is a Python toolbox specifically developed to implement polynomial chaos expansions and advanced Monte Carlo methods. The toolbox is highly modular with a programming syntax close to the mathematical theory.

This talk will consists of an implementation walk-through with theoretical review and practical examples. The focus will be on (non-intrusive) methods where the software for the underlying model can be reused without modifications.

Session for the talk