Higher-Order Quasi-Monte Carlo

A collection of resources for HOQMC, in particular for interlaced polynomial lattice rules.


Tools for Higher-Order Quasi-Monte Carlo

This website contains various tools for applying higher-order quasi-Monte Carlo techniques, with a focus on interlaced polynomial lattice (IPL) rules and multilevel quasi-Monte Carlo. It includes a repository of generating vectors, Python scripts for the evaluation of IPL rules and a brief literature overview. See also the generic, parallel library for multilevel QMC.

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