Sparse grids Matlab kit
CSQI contributes to the development of the Sparse grid Matlab kit freely available at https://sites.google.com/view/sparse-grids-kit.
The Sparse Grids Matlab Kit is a collection of Matlab functions for high-dimensional quadrature and interpolation, based on the combination technique version of sparse grids.
XMC Python library
CSQI contributes to the development of the Python library XMC, freely available at https://doi.org/10.5281/zenodo.3235832. XMC is a Python library for hierarchical Monte Carlo algorithms (e.g. multi-level, multi-fidelity, ect.). It provides modular objects to configure and customize hierarchical Monte Carlo algorithms. Any solver with a Python API can be interfaced, and parallel computations in distributed environments are supported with a third-party tool (with MPI support). The library includes recent developments from the research lead in CSQI.