Portal de Periódicos da CAPES

Quasi-Monte Carlo Methods in Python

2023; Open Journals; Volume: 8; Issue: 84 Linguagem: Inglês

10.21105/joss.05309

2475-9066

Pamphile T. Roy, Art B. Owen, Maximilian Balandat, Matt Haberland,

Matrix Theory and Algorithms

NumPy random number generators and SciPy distributions are widely used to generate random numbers.However, challenges might arise when sampling in high dimensions.Quasi-Monte Carlo (QMC) methods provide an answer to these problems but are arguably hard to use.Thanks to new developments in SciPy, a new submodule was introduced in version 1.7.0 making state-of-the-art QMC methods available: scipy.stats.qmc.