MCMC

GAN-based Reduced Order Model for Prediction, Data Assimilation and Uncertainty Quantification

5.GAN-UncertaintyQuantification-MCMC-fromprior.ipynb: Uncertainty quantification using the Markov chain Monte Carlo (metropolis hastings algorithm -> from prior).
5.GAN-UncertaintyQuantification-MCMC-randomwalk.ipynb: Uncertainty quantification using the Markov chain Monte Carlo (metropolis hastings algorithm -> randomwalk).
5.GAN-UncertaintyQuantification.ipynb: Uncertainty quantification using the UQ-PredGAN.

Copy the files to the directories UQ-PredGAN and follow the instructions there. The MCMC will take a lot of time to run.

Name		Name	Last commit message	Last commit date
parent directory ..
5.GAN-UncertaintyQuantification-MCMC-fromprior.ipynb		5.GAN-UncertaintyQuantification-MCMC-fromprior.ipynb
5.GAN-UncertaintyQuantification-MCMC-randomwalk.ipynb		5.GAN-UncertaintyQuantification-MCMC-randomwalk.ipynb
5.GAN-UncertaintyQuantification.ipynb		5.GAN-UncertaintyQuantification.ipynb
README.md		README.md