QMCPy Documentation¶
Contents
- About Our QMC Software Community
- License
- QMCPy Documentation
- Discrete Distribution Class
- True Measure Class
- Integrand Class
- Stopping Criterion Algorithms
- Abstract Stopping Criterion Class
- Guaranteed Digital Net Cubature (QMC)
- Guaranteed Lattice Cubature (QMC)
- Bayesian Lattice Cubature (QMC)
- Bayesian Digital Net Cubature (QMC)
- CLT QMC Cubature (with Replications)
- Guaranteed MC Cubature
- CLT MC Cubature
- Continuation Multilevel QMC Cubature
- Multilevel QMC Cubature
- Continuation Multilevel MC Cubature
- Multilevel MC Cubature
- Utilities
- Demos
- A QMCPy Quick Start
- Welcome to QMCPy
- Integration Examples using QMCPy package
- QMCPy for Lebesgue Integration
- Scatter Plots of Samples
- A Monte Carlo vs Quasi-Monte Carlo Comparison
- Quasi-Random Sequence Generator Comparison
- Importance Sampling Examples
- NEI (Noisy Expected Improvement) Demo
- QEI (Q-Noisy Expected Improvement) Demo for Blog
- Basic Ray Tracing
- A closer look at QMCPy’s Sobol’ generator
- Custom Dimensions
- LatNetBuilder
- Some True Measures
- Comparison of multilevel (Quasi-)Monte Carlo for an Asian option problem
- Control Variates in QMCPy
- Elliptic PDE
- Gaussian Diagnostics
- ML Sensitivity Indices