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
- 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
- Vectorized QMC
- Vectorized QMC (Bayesian)
- UM-Bridge with QMCPy
- Random Lattice Generators Are Not Bad
- Challenges in Developing Great QMC Software
- Purdue University Colloquim Talk
- Genz Function in Dakota and QMCPy
- Monte Carlo for Vector Functions of Integrals