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Marc marcrocasalonso

  • Universitat Politecnica de Catalunya (UPC)
  • Barcelona
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@tupui
tupui / moment_independent_visually.py
Created December 7, 2018 16:11
Visual explanation of Moment independent sensitivity analysis
r"""Visual explanation of Moment independent sensitivity analysis.
Moment-based method are based on the whole PDF to mitigate these
issues (Borgonovo2007). Based on the unconditional PDF, a conditional PDF per
parameter is computed. The more the conditional PDF deviates from the
unconditional PDF, the more the parameter has an impact on the quantity of
interest. The same procedure can be done using the Empirical Cumulative
Density Function (ECDF), respectively with the unconditional ECDF.
This visually shows this procedure. Bins of samples (red circles) are used to
compute a conditional PDF of the output. This PDF is compared to the
@tupui
tupui / sobol_saltelli.py
Last active January 24, 2024 13:55
Sobol' variance based sensitivity indices based on Saltelli2010 in python
"""Sobol' indices.
Compute Sobol' variance based sensitivity indices.
Use formulations from Saltelli2010.
Reference:
Saltelli et al. Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index,
Computer Physics Communications, 2010. DOI: 10.1016/j.cpc.2009.09.018
@tupui
tupui / quantile_dotplot.py
Last active May 12, 2021 13:49
Quantile dotplot in python
"""Quantile dotplot.
Based on R code from https://github.com/mjskay/when-ish-is-my-bus/blob/master/quantile-dotplots.md
Reference:
Matthew Kay, Tara Kola, Jessica Hullman, Sean Munson. When (ish) is My Bus?
User-centered Visualizations of Uncertainty in Everyday, Mobile Predictive Systems.
CHI 2016. DOI: 10.1145/2858036.2858558
@tupui
tupui / halton.py
Last active October 9, 2022 12:20
Halton Sequence in python
"""Halton low discrepancy sequence.
This snippet implements the Halton sequence following the generalization of
a sequence of *Van der Corput* in n-dimensions.
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MIT License
Copyright (c) 2017 Pamphile Tupui ROY