.. _methods: ********************************** Uncertainty Quantification Methods ********************************** .. toctree:: :maxdepth: 1 :caption: Meta-Pages: meta/MetaHomePage meta/MetaToolkitTutorial meta/MetaNotation meta/MetaComments meta/MetaToolkitStructure meta/MetaToolkitPageList meta/MetaCopyrightNotice meta/MetaSoftwareDisclaimer .. toctree:: :maxdepth: 1 :caption: Core Threads: thread/ThreadCoreGP thread/ThreadCoreBL thread/ThreadGenericEmulateDerivatives thread/ThreadGenericHistoryMatching thread/ThreadGenericMultipleEmulators thread/ThreadTopicExperimentalDesign thread/ThreadTopicScreening thread/ThreadTopicSensitivityAnalysis thread/ThreadVariantDynamic thread/ThreadVariantModelDiscrepancy thread/ThreadVariantMultipleOutputs thread/ThreadVariantTwoLevelEmulation thread/ThreadVariantWithDerivatives .. toctree:: :maxdepth: 1 :caption: Procedures: proc/ProcASCM proc/ProcApproxDeltaPosterior proc/ProcApproximateIterateSingleStepEmulator proc/ProcApproximateUpdateDynamicMeanandVariance proc/ProcAutomaticRelevanceDetermination proc/ProcBLAdjust proc/ProcBLPredict proc/ProcBLVarianceLearning proc/ProcBranchAndBoundAlgorithm proc/ProcBuildCoreBL proc/ProcBuildCoreBLEmpirical proc/ProcBuildCoreGP proc/ProcBuildEmulateDerivsGP proc/ProcBuildMultiOutputGP proc/ProcBuildMultiOutputGPSep proc/ProcBuildWithDerivsGP proc/ProcDataPreProcessing proc/ProcExactIterateSingleStepEmulator proc/ProcExchangeAlgorithm proc/ProcExploreFullSimulatorDesignRegion proc/ProcFourierExpansionForKL proc/ProcHaarWaveletExpansionForKL proc/ProcHaltonDesign proc/ProcLHC proc/ProcLatticeDesign proc/ProcMCMCDeltaCoreGP proc/ProcMorris proc/ProcOptimalLHC proc/ProcOutputSample proc/ProcOutputTransformation proc/ProcOutputsPrincipalComponents proc/ProcPivotedCholesky proc/ProcPredictGP proc/ProcPredictMultiOutputFunction proc/ProcPredictMultipleEmulators proc/ProcSimulationBasedInference proc/ProcSobolSequence proc/ProcUABL proc/ProcUADynamicEmulator proc/ProcUAGP proc/ProcUAMultipleEmulators proc/ProcUpdateDynamicMeanAndVariance proc/ProcValidateCoreGP proc/ProcVarSAGP proc/ProcVariogram proc/ProcWeylDesign .. toctree:: :maxdepth: 1 :caption: Examples: exam/Exam1DHistoryMatch exam/ExamCoreGP1Dim exam/ExamCoreGP2Dim exam/ExamDecisionBasedSA exam/ExamMultipleOutputs exam/ExamMultipleOutputsPCA exam/ExamScreeningAutomaticRelevanceDetermination exam/ExamScreeningMorris exam/ExamVariantWithDerivatives1Dim .. toctree:: :maxdepth: 1 :caption: Further Discussion: disc/DiscActiveInputs disc/DiscAdjustExchBeliefs disc/DiscBayesLinearTheory disc/DiscBestInput disc/DiscBuildCoreGP disc/DiscCore disc/DiscCoreDesign disc/DiscCoreValidationDesign disc/DiscCovarianceFunction disc/DiscDecisionBasedSA disc/DiscExchangeableModels disc/DiscExpertAssessMD disc/DiscFactorialDesign disc/DiscFormalAssessMD disc/DiscGPBasedEmulator disc/DiscGaussianAssumption disc/DiscImplausibilityCutoff disc/DiscInformalAssessMD disc/DiscIterativeRefocussing disc/DiscKarhunenLoeveExpansion disc/DiscMonteCarlo disc/DiscObservations disc/DiscPostModeDelta disc/DiscRealisationDesign disc/DiscReification disc/DiscReificationTheory disc/DiscSensitivityAndDecision disc/DiscSensitivityAndOutputUncertainty disc/DiscSensitivityAndSimplification disc/DiscSobol disc/DiscStructuredMD disc/DiscStructuredMeanFunction disc/DiscToolkitSensitivityAnalysis disc/DiscUANugget disc/DiscUncertaintyAnalysis disc/DiscVarianceBasedSA disc/DiscVarianceBasedSATheory disc/DiscWhyModelDiscrepancy disc/DiscWhyProbabilisticSA .. toctree:: :maxdepth: 1 :caption: Alternatives: alt/AltBLPriors alt/AltBasisFunctions alt/AltCoreDesign alt/AltCorrelationFunction alt/AltDynamicEmulationApproach alt/AltEstimateDelta alt/AltGPPriors alt/AltGPorBLEmulator alt/AltImplausibilityMeasure alt/AltIteratingSingleStepEmulators alt/AltMeanFunction alt/AltMeanFunctionMultivariate alt/AltMultipleOutputsApproach alt/AltMultivariateCovarianceStructures alt/AltMultivariateGPPriors alt/AltNumericalSolutionForKarhunenLoeveExpansion alt/AltOptimalCriteria alt/AltOptimalDesignAlgorithms alt/AltScreeningChoice .. toctree:: :maxdepth: 1 :caption: Definitions: def/DefActiveInput def/DefAdjoint def/DefAssessment def/DefBLAdjust def/DefBLVarianceLearning def/DefBasisFunctions def/DefBayesLinear def/DefBayesian def/DefBestInput def/DefCalibration def/DefCodeUncertainty def/DefConjugate def/DefCorrelationLength def/DefDataAssimilation def/DefDecisionBasedSA def/DefDesign def/DefDeterministic def/DefDynamic def/DefElicitation def/DefEmulator def/DefExchangeability def/DefForcingInput def/DefGP def/DefHistoryMatching def/DefHyperparameter def/DefImplausibilityMeasure def/DefInactiveInput def/DefMUCM def/DefModelBasedDesign def/DefModelDiscrepancy def/DefMultilevelEmulation def/DefMultivariateGP def/DefMultivariateTProcess def/DefNugget def/DefPrincipalComponentAnalysis def/DefProper def/DefRegularity def/DefReification def/DefScreening def/DefSecondOrderExch def/DefSecondOrderSpec def/DefSensitivityAnalysis def/DefSeparable def/DefSimulator def/DefSingleStepFunction def/DefSmoothingKernel def/DefSmoothness def/DefSpaceFillingDesign def/DefStateVector def/DefStochastic def/DefTProcess def/DefTrainingSample def/DefUncertaintyAnalysis def/DefValidation def/DefVarianceBasedSA def/DefWeakPrior