The developers of QMCPy are happy to announce the release of version 1.0 on February 12, 2021, Chinese New Year!
We would like to thank all those who have made this development possible. A special thank you to
Developers: Sou-Cheng T. Choi, Fred J. Hickernell, Michael McCourt, Jagadeeswaran Rathinavel, and Aleksei Sorokin;
Collaborators: Mike Giles, Marius Hofert, Sergei Kucherenko, Pierre L’Ecuyer, Christiane Lemieux, Dirk Nuyens, Art Owen, and Pieterjan Robbe;
Contributors: Jungtaek Kim.
We look forward to many fruitful collaborations in the future!
Dr. Sou-Cheng T. Choi is Chief Data Scientist at the Kamakura Corporation and Research Associate Professor of Applied Mathematics at the Illinois Institute of Technology.
Fred Hickernell is Professor of Applied Mathematics and Vice Provost for Research at Illinois Institute of Technology. His research spans computational mathematics and statistics.
I work at SigOpt, a SF startup, developing and deploying Bayesian optimization tools for customers in finance, AI, consumer goods and general research and development.
Aleksei Sorokin is an Applied Mathematics and Data Science student at the Illinois Institute of Technology.