Integrals

Quadrature

Learn One equals learn many

ReviewSciML/Quadrature.jl: A common interface for quadrature and numerical integration for the SciML scientific machine learning organization

SciML/QuasiMonteCarlo.jl: Lightweight and easy generation of quasi-Monte Carlo sequences with a ton of different methods on one API for easy parameter exploration in scientific machine learning (SciML)

SciML/SymbolicNumericIntegration.jl

Julia:

JuliaMath/QuadGK.jl: adaptive 1d numerical Gauss–Kronrod integration in Julia

JuliaMath/HCubature.jl: pure-Julia multidimensional h-adaptive integration

JuliaMath/Cubature.jl: One- and multi-dimensional adaptive integration routines for the Julia language

giordano/Cuba.jl: Library for multidimensional numerical integration with four independent algorithms: Vegas, Suave, Divonne, and Cuhre.

JuliaApproximation/FastGaussQuadrature.jl: Julia package for Gaussian quadrature

JuliaApproximation/ApproxFun.jl: Julia package for function approximation

machakann/DoubleExponentialFormulas.jl: One-dimensional numerical integration using the double exponential formula

JuliaApproximation/SingularIntegralEquations.jl: Julia package for solving singular integral equations

JuliaGNI/GeometricIntegrators.jl: Geometric Numerical Integration in Julia

stochastics-uni-luebeck/LevyArea.jl: Iterated stochastic integrals in Julia.

Bayesian Methods

Julia:

ranjanan/MonteCarloIntegration.jl: A package for multi-dimensional integration using monte carlo methods

theogf/BayesianQuadrature.jl: Is there anything we can't make Bayesian?

s-baumann/BayesianIntegral.jl: Bayesian Integration of functions

python：

Emukit | Emukit is a highly adaptable Python toolkit for enriching decision making under uncertainty.

ProbNum — probnum 0.1 documentation

Expectations calculation

QuantEcon/Expectations.jl: Expectation operators for Distributions.jl objects