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)
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Updated
May 26, 2024 - Julia
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)
generation of Sobol low-discrepancy sequence (LDS) for the Julia language
Quasi-Monte-Carlo numerical computation of multivariate normal probabilities
Fast construction of Gaussian Process Regression models supporting gradient information.
Some randomization methods for Randomized Quasi Monte Carlo e.g. scrambling, shift
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