MLMC is a Python library implementing the Multilevel Monte Carlo (MLMC) method. It provides tools for sampling, moment estimation, statistical post-processing, and more.
Originally developed as part of the GeoMop project.
Features
Sample scheduling
Estimation of generalized moments
Advanced post-processing with the Quantity structure
Approximation of probability density functions using the maximum entropy method
Bootstrap and regression-based variance estimation
Diagnostic tools (e.g., consistency checks)
Installation
The package is available on PyPI and can be installed with pip:
pip install mlmcTo install the latest development version:
git clone https://github.com/GeoMop/MLMC.git
cd MLMC
pip install -e .Documentation
Full documentation, including tutorials, is available at: https://mlmc.readthedocs.io/
Topics covered include:
Basic MLMC workflow and examples
Definition and composition of Quantity objects
Moment and covariance estimation
Probability density function reconstruction
Development
Contributions are welcome! To contribute, please fork the repository and create a pull request.
Before submitting, make sure all tests pass by running tox:
pip install tox
toxtox creates a clean virtual environment, installs all dependencies, runs unit tests via pytest, and checks that the package installs correctly.
Requirements
MLMC depends on the following Python packages:
License
Free software: GNU General Public License v3.0
1 maintainer
Metadata
1 maintainer
Release files for mlmc 1.0.3
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
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|---|---|---|---|---|
| mlmc-1.0.3-py3-none-any.whl | Python 3 | none | any | Details for mlmc-1.0.3-py3-none-any.whl |
Total release size: 241.8 kB
Release files / mlmc-1.0.3.tar.gz
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Release files / mlmc-1.0.3-py3-none-any.whl
| Download URL | mlmc-1.0.3-py3-none-any.whl |
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| Size | 113.2 kB |
| Tags | Python 3 |
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