v0.11.0

UncertaintyQuantification v0.11.0

Diff since v0.10.0

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 probability_of_failure 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)

v0.10.0

UncertaintyQuantification v0.10.0

Diff since v0.9.0

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)

v0.9.0

UncertaintyQuantification v0.9.0

Diff since v0.8.2

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)

v0.8.2

UncertaintyQuantification v0.8.2

Diff since v0.8.1

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)

v0.8.1

UncertaintyQuantification v0.8.1

Diff since v0.8.0

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)

v0.8.0

UncertaintyQuantification v0.8.0

Diff since v0.7.2

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)

v0.7.2

UncertaintyQuantification v0.7.2

Diff since v0.7.1

Merged pull requests:

• Fix mse for least squares PCE (#128) (@andreaperin)

v0.7.1

UncertaintyQuantification v0.7.1

Diff since v0.7.0

Merged pull requests:

• Enable polynomial chaos with multiple models (#126) (@andreaperin)
• Fix map_from_bases for single rv (#127) (@FriesischScott)

v0.7.0

UncertaintyQuantification v0.7.0

Diff since v0.6.2

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)

v0.6.2

UncertaintyQuantification v0.6.2

Diff since v0.6.1

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)