Sparse grids Matlab kit

CSQI contributes to the development of the Sparse grid Matlab kit freely available at

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 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.