The Start of Community Supported Quasi-Monte Carlo Software

The Start of Community Supported Quasi-Monte Carlo Software

Several groups of researchers in quasi-Monte Carlo software have developed code that implements their ideas, but these different code libraries do not work with each other well. This talk describes a framework and prototype of a quasi-Monte Carlo software to be supported by the research community, where different components can be replaced with alternatives seamlessly.

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Fred J. Hickernell

February 27, 2019
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