Quasi Monte Carlo Python Packages

hdim-opt

High-Dimensional Optimization: A streamlined Python package to analyze and accelerate high-dimensional problems.

qmctoolscl

Quasi-Monte Carlo Sequence Generators in OpenCL and C

qmcpy

Quasi-Monte Carlo point generators, automatic transformations, and adaptive stopping criteria

particles

Sequential Monte Carlo in python

tklds

Python package and open direction-number data for high-dimensional Sobol’ sequences, including the 50,000-dimensional tkrg-a-ap5 set for quasi-Monte Carlo simulation.

trnrand

Random number generation for AWS Trainium via NKI (cuRAND-equivalent) — Philox counter-based RNG, standard distributions, Sobol / Halton / Latin-hypercube quasi-random sequences for Monte Carlo and QMC.

lqtmoment

A fast, automated program for calculating moment magnitude using full P, SV, and SH energy components with rapid spectral fitting for improved accuracy and efficiency.