PyApprox provides flexible and efficient tools for credible data-informed decision making. PyApprox implements methods addressing various issues surrounding high-dimensional parameter spaces and limited evaluations of expensive simulation models with the goal of facilitating simulation-aided knowledge discovery, prediction and design. Methods are available for: low-rank tensor-decomposition; Gaussian processes; polynomial chaos expansions; sparse-grids; risk-adverse regression; compressed sensing; Bayesian inference; push-forward based inference; optimal design of computer experiments for interpolation regression and compressed sensing; and risk-adverse optimal experimental design.


PyApprox was written and developed by Dr. John D. Jakeman. John is a Principle Member of Technical Staff at Sandia National Laboratories, Albuquerque USA. A list of his publications can be found at Google Scholar.


Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA-0003525. The views expressed in the article do not necessarily represent the views of the U.S. Department of Energy or the United States Government.