International Conference on Monte Carlo Methods and Applications is a virtual conference devoted to research on the mathematical aspects of stochastic simulation and Monte Carlo methods, including applications in finance, statistics, machine learning, computer graphics, computational physics, biology, chemistry and scientific computing
Quasi-Monte Carlo methods are used in many scientific applications to perform efficient, high dimensional numerical integration. This talk will describe the internal structure of QMCPy, an open source, Python library that implements research from across the QMC community into a cohesive, extensible framework. We overview the architecture of good QMC software and provide examples illustrating how our package categorizes these principles into an extensible object oriented framework. Specifically, we will overview the point generators, variable transforms (also known as importance sampling), and guaranteed approximation algorithms available in QMCPy.
Check out page 113 of the program for more info.