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DaFT: DerivAtive-Free Thinning

This repository hosts code to run Derivative-Free Thinning (DaFT) with stochastic kernel embeddings.

Installation

Install Poetry, then simply clone this repository and install DaFT by running

poetry install

Resources:

  • This GitHub gist provides an introduction to the method and package.
  • Presentation given at the Workshop on "Multilevel and multifidelity sampling methods in UQ for PDEs" at the ESI institute at Universität Wien. Video and slides.

Examples

Example Jupyter notebooks