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Softwares

QMCPy

QMCPy is a Python package for Quasi-Monte Carlo which includes quasi-random (low discrepancy) sequence generators, automatic variable transforms, adaptive stopping criteria, and a suite of diverse use cases.

pip install qmcpy 

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FastGPs

FastGPs is a Python package for fast, exact Gaussian process regression at only $\mathcal{O}(n \log n)$ cost. Support for fast variants of multi-task GPs, GPs with gradient information, and GPs with vector (batch) outputs are also supported. The package builds on the PyTorch stack to enable GPU support and efficient hyperparameter optimization.

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QMCGenerators.jl

QMCGenerators.jl is a Julia package for quasi-random (low discrepancy) sequence generators. Lattice and digital sequences, including higher order versions, are supported along with a variety of randomization routines. This is a translation and enhancement of Dirk Nuyens’ Magic Point Shop.

] add QMCGenerators

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Posters

A Neural Surrogate Solver for Radiation Transfer

2024 NeurIPS Workshop on Data-driven and Differentiable Simulations, Surrogates, and Solvers

Fast Gaussian Process Regression for Smooth Functions

2024 Illinois Institute of Technology Menger Day

Probabilistic Models for PDEs with Random Coefficients

2023 Los Alamos National Laboratory Student Symposium

Credible Intervals for Probability of Failure with Gaussian Processes

2022 Illinois Institute of Technology Welcome Week Student Research Poster Day

Robust Approximation of Sensitivity Indices in QMCPy

2022 Conference on Sensitivity Analysis of Model Output (SAMO)

QMCPy: Quasi-Monte Carlo Software in Python

2021 Chicago Area Undergraduate Research Symposium

Other Posters

Presentations

Quasi-Monte Carlo and Fast Multi-Task Gaussian Process Regression

2025 Caltech Lunch Group Seminar

Scientific Machine Learning of Radiative Transfer Equations

2024 Illinois Institute of Technology, Department of Applied Mathematics, Computational Mathematics Seminar

Fast Gaussian Process Regression with Derivative Information using Lattice and Digital Sequences

2024 Illinois Institute of Technology PhD Comprehensive Exam

Probabilistic Models for PDEs with Random Coefficients

2023 Los Alamos National Laboratory Student Lightening Talks

Adaptive Probability of Failure Estimation with Gaussian Processes

2023 SIAM Conference on Computational Science and Engineering

Monte Carlo with QMCPy for Vector Functions of Integrals

2023 PyData Chicago

Unified Framework for Quasi-Monte Carlo Software

2023 Monte Carlo Methods and Applications

Other Presentations