Bug#1087848: ITP: tasmanian -- toolkit for high dimensional integration, interpolation and parameter calibration
Package: wnpp
Severity: wishlist
Owner: Sébastien Villemot <[email protected]>
X-Debbugs-Cc: [email protected]
* Package name : tasmanian
Version : 8.1
Upstream Contact: Miroslav Stoyanov <[email protected]>
* URL : https://github.com/ORNL/TASMANIAN
* License : BSD-3-clause
Programming Lang: C++, Python, Fortran, MATLAB/Octave
Description : toolkit for high dimensional integration, interpolation and parameter calibration
The Toolkit for Adaptive Stochastic Modeling and Non-Intrusive Approximation
(Tasmanian) is a collection of robust libraries for high dimensional
integration and interpolation as well as parameter calibration.
Tasmanian implements efficient sparse grids, which are a family of algorithms
for constructing multidimensional quadrature and interpolation rules using
multiple tensor products of one dimensional rules with varying degree of
precision. The following families of grids are supported: global grids,
sequence grids, local polynomial grids, wavelet grids and Fourier grids.
Tasmanian also implements the DiffeRential Evolution Adaptive Metropolis
(DREAM), which is a method to draw samples from an arbitrary probability
distribution defined by an arbitrary non-negative function (not necessarily
normalized to integrate to 1). The DREAM approach is similar to the classical
Markov Chain Monte Carlo, but it evolves a large number of chains
simultaneously which leads to better parallelization and (potentially) faster
convergence.
Tasmanian is a C++ library at its core. It also provides a standalone
executable and interfaces for Python, Fortran and MATLAB/Octave.
This package will be maintained under the umbrella of the Debian Science Team.
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