Blogs

Articles and project updates from QMCSoftware.

The QMCSoftware blogs share accessible introductions, project updates, and technical perspectives from across the community.

This archive brings together the QMCPy articles previously maintained with the project documentation. Technical documentation and executable notebooks remain with QMCPy and are linked from the relevant articles.

Why Add Q to MC?

Quasi-Monte Carlo
Monte Carlo
QMCPy

Why more evenly spread quasi-Monte Carlo points can improve numerical integration over IID sampling.

Jul 29, 2026
Fred J. Hickernell

Stop Re-running: Efficient Numerical Integration via Solver Log and Resumption

QMCPy
Performance
Stopping Criteria

Comparing repeated tolerance sweeps with QMCPy’s iteration-log and resume workflow.

May 4, 2026
Sou-Cheng Choi
 

How Much Accuracy Do You Need?

QMCPy
Checkpointing
Stopping Criteria

Checkpointing and resuming QMCPy integration when accuracy requirements change.

May 4, 2026
Sou-Cheng Choi (with edits by Fred Hickernell)

Extending QMCPy’s SciPyWrapper to Support Dependent and Custom Distributions

QMCPy
Probability Distributions
SciPy

Extending SciPyWrapper for dependent joint distributions, custom marginals, and validation warnings.

Apr 18, 2026
Laasya Priya Vemuri
 

CubMCCLTVec: Vectorizing the CubMCCLT Algorithm

QMCPy
Vector-Valued Integration
Stopping Criteria

A vectorized extension of CubMCCLT for confidence intervals on vector-valued quantities of interest.

Feb 25, 2026
Aadit Jain

Visualizing the Generated Samples Helps

QMCPy
Visualization
Sampling

Using QMCPy’s plot_proj function to visualize discrete distributions and true measures.

Feb 25, 2026
Aadit Jain

Accelerating QMCPy Notebook Tests with Parsl

QMCPy
Testing
Parallel Computing

How Parsl parallelism accelerates QMCPy notebook testing while preserving the existing Testbook workflow.

Nov 29, 2025
Joshua Jay Herman, Brandon Sharp, and Sou-Cheng Choi

Highly Efficient Geometric Brownian Motion Modeling with QMCPy

QMCPy
Finance
Geometric Brownian Motion

Generating and analyzing Geometric Brownian Motion paths efficiently with QMCPy.

Oct 22, 2025
Larysa Matiukha, Aleksei Sorokin, and Sou-Cheng Choi

Linear Matrix Scrambling and Digital Shift for Halton

QMCPy
Halton Sequences
Randomization

Linear matrix scrambling and digital shifts for randomized Halton sequences.

Oct 1, 2025
Aadit Jain

Analysis of Quasi-Monte Carlo Efficiency for Asian Option Pricing

QMCPy
Finance
Quasi-Monte Carlo

A comparison of IID Monte Carlo and QMCPy QMC methods for arithmetic Asian option pricing.

Jul 16, 2025
Karm Dave

Random Lattice Generators are Not Bad

QMCPy
Lattice Rules
Quasi-Monte Carlo

Random lattice generating vectors and comparisons of mean, median, and randomly shifted lattice rules.

May 13, 2024
Bocheng David Zhang

Accelerating Rare-event Reliability Simulations for CERN’s Large Hadron Collider using QMCPy

QMCPy
Reliability
Quasi-Monte Carlo

Using QMCPy to accelerate rare-event Monte Carlo reliability simulations in CERN’s AvailSim4 framework.

Aug 26, 2023
Milosz Blaszkiewicz
 

Bayesian Stopping Criteria

QMCPy
Bayesian Methods
Stopping Criteria

Bayesian stopping criteria for QMC integration and efficient credible-interval computation.

Feb 6, 2023
Jagadeeswaran Rathinavel and Fred J. Hickernell

Digital Sequences, the Niederreiter Construction

QMCPy
Low-Discrepancy Sequences
Quasi-Monte Carlo

The digital construction of Niederreiter sequences and their performance relative to Sobol’ sequences.

Jun 7, 2021
Adrian Ebert
 

Speeding up QMCPy with Distributable C Code

QMCPy
Performance
C Extensions

Using distributable C extensions through ctypes and packaging metadata to accelerate QMCPy.

Mar 21, 2021
Aleksei Sorokin and Jagadeeswaran Rathinavel

Visualizing the Internals of Object Classes in QMCPy

QMCPy
Software Architecture
UML

UML diagrams explaining QMCPy’s object-oriented architecture and core class relationships.

Feb 25, 2021
Sou-Cheng Choi and Aleksei Sorokin
 

Safe Handling of QMC Points

Quasi-Monte Carlo
Low-Discrepancy Sequences
Best Practices

Why QMC points require more care than IID samples and why skipping, thinning, and arbitrary sample sizes can be unsafe.

Aug 31, 2020
Art B. Owen

qEI with QMCPy

QMCPy
Bayesian Optimization
Quasi-Monte Carlo

Using QMCPy low-discrepancy samples to estimate q-Expected Improvement in Bayesian optimization.

Jul 27, 2020
Michael McCourt

What Makes a Sequence Low Discrepancy?

Quasi-Monte Carlo
Low-Discrepancy Sequences
Discrepancy

Discrepancy as a measure of uniformity and why low-discrepancy sequences improve QMC integration.

Jul 8, 2020
Fred J. Hickernell

A QMCPy Quick Start

QMCPy
Quasi-Monte Carlo
Tutorial

A quick introduction to QMCPy through the Keister integration problem.

Jul 6, 2020
Aleksei Sorokin and Sou-Cheng Choi
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