@@ -6,29 +6,28 @@ In an algorithm‑centric world, the “measurement devices” are complex,
66evolving data‑processing codes rather than static laboratory
77instruments. In this setting, the classical [ GUM] ( https://doi.org/10.59161/JCGMGUM-1-2023 )
88equations, which assume a fixed analytical model, a fixed data flow,
9- and analytical Jacobians, offer limited practical help: the true forward
9+ and hand‑managed analytical Jacobians, offer limited practical help: the true forward
1010map is the current state of the code, and this changes as algorithms,
11- implementations, and dependencies evolve. Algorithmic differentiation
12- provides a better foundation because it derives local linearizations
13- directly from the implementation whenever needed, so sensitivity
14- information automatically stays consistent with the code. Combined with
15- random sampling methods for strongly nonlinear behaviour, this enables
16- uncertainty propagation to be defined in terms of algorithmically
17- differentiable programs. This framework treats inputs, outputs, and
18- uncertainties as tensor‑valued objects rather than forcing everything
11+ implementations, and dependencies evolve. Algorithmic differentiation (AD)
12+ provides a better foundation because it derives local linearizations directly
13+ from the implementation whenever needed, so sensitivity information automatically
14+ stays consistent with the code. Combined with random sampling methods for strongly
15+ nonlinear behaviour, this enables uncertainty propagation to be defined in terms
16+ of algorithmically differentiable programs. AD frameworks treat inputs, outputs,
17+ and uncertainties as tensor‑valued objects rather than forcing the data processing
1918into a fixed set of closed‑form formulas.
2019
2120The ideas presented here grew out of earlier project-specific implementations
22- of algorithmic-differentiation- based uncertainty propagation for harmonised
23- satellite calibration workflows underpinning fundamental climate data records.
21+ of AD- based uncertainty propagation for harmonised satellite calibration
22+ workflows underpinning fundamental climate data records.
2423
2524## Synopsis
2625
2726** Uncertaintyx** is a lightweight framework for tensor‑level uncertainty
2827propagation, fitting of empirical or physics-informed models, and
2928metrology‑aware workflows. It produces uncertainty tensors by combining
30- tensor‑valued models with algorithmic (a.k.a. automatic) differentiation
31- backends such as [ JAX ] ( https://docs.jax.dev/ ) . Conventional [ NumPy] ( https://numpy.org )
29+ tensor‑valued models with AD backends such as [ JAX ] ( https://docs.jax.dev/ ) .
30+ Conventional [ NumPy] ( https://numpy.org )
3231acts as a bidirectional interoperability layer, enabling JAX‑based code
3332to interoperate smoothly with existing workflows.
3433
@@ -47,7 +46,7 @@ with the tensor equation and code further below.
4746or Monte Carlo often struggle with scalability for high-dimensional
4847tensors, demanding extensive evaluations or approximations that compromise
4948fidelity. Frameworks like JAX, facilitating GPUs and TPUs besides CPUs,
50- make algorithmic differentiation a game changer, automatically generating
49+ make differentiation a game changer, automatically generating
5150exact derivatives—even for complex, nonlinear models—at machine precision
5251to produce Jacobians and Hessians seamlessly. This approach efficiently
5352propagates full covariance structures while honouring spatiotemporal
0 commit comments