Codes

Codes can be found on my github page: https://github.com/Sranf

  • Bayesian Multi Fidelity Gaussian Processes: Auto-regressive GP model for a hierarchy of data sources. Fully Bayesian computation with uncertainty estimates also on the hyperparameters and propagated surrogate uncertainties. Used for the surrogate construction and uncertainty propagation reported in this PAPER.

  • Bayesian Generalized Surrogate: A generalized surrogate model developed theoretically in this PAPER (with Polynomial Chaos Expansions and Kriging as special cases) and applied for the Uncertainty Quantification of Aortic Hemodynamics simulations in this PAPER.