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Generalized initial uncertainty #34

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aml5600 opened this issue Oct 15, 2020 · 1 comment
Open

Generalized initial uncertainty #34

aml5600 opened this issue Oct 15, 2020 · 1 comment

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@aml5600
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aml5600 commented Oct 15, 2020

Currently the interface supports uncertainty via elements of the initial state/parameters being "sampleable" (distributions). This is limiting in the sense that it assumes that the dimensions of the initial joint pdf are all independent.

I think the interface would benefit from a more general approach, possibly something similar to the prob_func arg from EnsembleProblem? However, instead of returning a new problem it returns a tuple holding an initial joint pdf draw (u0) and it's associated value f0(u0).

@aml5600
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aml5600 commented Oct 15, 2020

FYI @agerlach

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