David Métivier

Thanks for giving thoughts and time. The main benefits of this PR are not about shorter code. I find that the instance version of `fit_mle` convey more information than the...

Thanks for the review, I'll do your suggestion and test, when I find some time. > Do you have a citation for this being equivalent to the MLE of a...

Ok your point also make sense! Fix size is maybe not great. Overall, I mean that the look of the current presentation mode slide is unfamiliar for people used to...

I think what @ParadaCarleton had in mind is not for randomizing (which #85 do) but rather when sampling. Like this is actually done for Sobol points in Sobol.jl with the...

If I understand correctly, you want to use the - first points 1:2^15 on processor 1 - 2^15+1:(2^15)*2 on processor 2 - etc... then average the result. I believe this...

I don't know about Control variate and control functional. However, I can help on the first two boxes! In fact, we just release v3 of our work [The Robust Randomized...

>Maybe we should create a separate package called something like QMCIntegrals.jl? It could include things like robust RQMC and control variates. Good idea! I actually prefer having a separate package...

About making the API evolve, I had few of questions/comments: - Could we change the name `LowDiscrepancySample` for `HaltonSample`? I find it very confusing, as Low Discrepency is a generic...

Has someone tried to code this ? In addition to Interpolations.jl would [TimeSeriesResampler.jl](https://github.com/femtotrader/TimeSeriesResampler.jl) be pertinent?