quasi-monte-carlo topic

Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.

wkjarosz

Sequential Monte Carlo in python

nchopin

generation of Sobol low-discrepancy sequence (LDS) for the Julia language

JuliaMath

Lightweight and easy generation of quasi-Monte Carlo sequences with a ton of different methods on one API for easy parameter exploration in scientific machine learning (SciML)

SciML

Quasi-Monte-Carlo numerical computation of multivariate normal probabilities

PharmCat

QMCSoftware

Robust estimations from distribution structures: III. Non-asymptotic

tubanlee