PyThia - Uncertainty Quantification Toolbox
The PyThia UQ toolbox uses polynomial chaos surrogates to efficiently generate a surrogate of any (parametric) forward problem. The surrogate is fast to evaluate, allows analytical differentiation and has a built-in global sensitivity analysis via Sobol indices. Assembling the surrogate is done non-intrusive by least-squares regression, hence only training pairs of parameter realizations and evaluations of the forward problem are required to construct the surrogate. No need to compute any nasty interfaces for lagacy code.
For more information, see the PyThia homepage.
Why the Name?
Pythia was the title of the high priestess of the temple of Apollo in Delphi. Hence you could say she used her prophetic abilities to quantify which was uncertain. Moreover, the package is written in python, so…