Slide 7
Slide 7 text
Background QMCPy on Google Colaboratory Why collaborate?
Where is the software? (apologies to those I missed)
LD Sequence Generators Multi-Level, Stopping Criteria, Applications
MATLAB Statistics Toolbox—
Sobol’ and Halton
Mike Giles—Multi-Level (Quasi-)Monte
Carlo in C++, MATLAB, Python, and R
Marius Hofert & Christiane Lemieux—qrng
R package, Sobol’ and Halton
Guaranteed Automatic Integration Library
(GAIL)—Stopping criteria in MATLAB
BRODA, Sergei Kucherenko—Sobol’ in C,
MATLAB, and Excel
UQLab—Framework for Uncertainty
Quantification in MATLAB
Art Owen—randomized Halton in R OpenTURNS—An Open source initiative for
the Treatment of Uncertainties, Risks ’N
Statistics in Python
Pieterjan Robbe—LD sequences in Julia
PyTorch—Sobol’ in Python
Pierre L’Ecuyer—Lattice Builder and Stochastic Simulation in C/C++ and Java
Dirk Nuyens—Magic Point Shop and QMC4PDE in MATLAB, Python, and C++
John Burkhardt—variety in C++, Fortran, MATLAB, & Python
QMCPy—Python package incorporating and connecting the work of different groups
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