Korali: efficient and scalable software framework for Bayesian uncertainty quantification and stochastic optimization

DOI10.1016/j.cma.2021.114264OpenAlexW3216037700MaRDI QIDQ2072427

Athena E. Economides, Daniel Wälchli, Sergio M. Martin, Petros Koumoutsakos, Georgios Arampatzis, Petr Karnakov

Publication date: 26 January 2022

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.13457

zbMATH Keywords

optimizationhigh-performance computingBayesian uncertainty quantification

Mathematics Subject Classification ID

Bayesian inference (62F15) Stochastic programming (90C15) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Related Items (3)

Korali ⋮ Probabilistic failure mechanisms via Monte Carlo simulations of complex microstructures ⋮ A dynamic mode decomposition based reduced-order model for parameterized time-dependent partial differential equations

Uses Software

• CMA-ES
• DAKOTA
• BioBayes
• Stan
• MultiNest
• QUESO
• PSUADE
• Pi4U
• TORC
• UQLab
• Adam
• BCM
• GitHub
• ABC-SysBio
• Chaospy
• Uncertainpy
• EasyVVUQ
• muq
• UQpy
• IMPALA
• GAMBIT
• APT-MCMC
• Mirheo
• Aphros

Cites Work

• The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
• \(\Pi\)4U: a high performance computing framework for Bayesian uncertainty quantification of complex models
• Fast parallel algorithms for short-range molecular dynamics
• GAMBIT
• APT-MCMC
• Mirheo
• Aphros
• Learning probability distributions in continuous evolutionary algorithms -- a comparative review
• A Cartesian grid embedded boundary method for hyperbolic conservation laws
• Handbook of Uncertainty Quantification
• Mirheo: high-performance mesoscale simulations for microfluidics

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