Simplify QuasiMonteCarlo wrapper by mlsuh · Pull Request #336 · JuliaUQ/UncertaintyQuantification.jl

mlsuh · 2026-08-06T15:05:48Z

This PR introduces a single struct called QMC that serves as a wrapper for sampling-methods from QuasiMonteCarlo.jl.
This simplifies our current structure where there is a struct per sampling-algorithm, all of which wrap the corresponding QuasiMonteCarlo.jl struct.

I have also changed the corresponding tests and adapted all other tests that use QMC-methods.

I still need to update the documentation.

closes #327

Adapt sample-function accordingly. Adapt qmc-test accordingly.

FriesischScott

Types shouldn't be abbreviations. Since QuasiMonteCarlo is already the package name that needs to be loaded I think going with QuasiMonteCarloSampling is probably a safe choice.

…fication.jl into QMC-wrapper

fix some tests

codecov · 2026-08-18T15:16:08Z

Codecov Report

❌ Patch coverage is 80.00000% with 2 lines in your changes missing coverage. Please review.

Files with missing lines	Patch %	Lines
src/simulations/montecarlo.jl	80.00%	2 Missing ⚠️

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Change simulations.md

fix small problems in docs

…fication.jl into QMC-wrapper

add further qmc test

Copilot

🟡 Changes recommended

Singleton dispatch regressions, unmigrated legacy references, stale exports, and incompatible lower-bound dependency support remain.

Once you've addressed the issues Copilot identified, you can request another Copilot review.

Pull request overview

Replaces algorithm-specific quasi-Monte Carlo wrappers with one configurable QuasiMonteCarloSampling wrapper and updates dependent tests and documentation.

Changes:

Adds the unified wrapper and sample-doubling support.
Migrates tests and examples to QuasiMonteCarlo.jl samplers.
Expands QMC documentation and references.

File summaries

File	Description
`src/UncertaintyQuantification.jl`	Exports the new wrapper and helper.
`src/simulations/montecarlo.jl`	Implements unified QMC sampling.
`test/Project.toml`	Adds the QMC test dependency.
`test/simulations/montecarlo.jl`	Tests the unified wrapper.
`test/sensitivity/sobolindices.jl`	Migrates sensitivity tests.
`test/reliability/probabilityoffailure_imprecise.jl`	Updates QMC-related comments.
`test/models/responsesurface.jl`	Migrates response-surface sampling.
`test/models/pce/polynomialchaosexpansion.jl`	Migrates PCE sampling.
`test/models/basisfunctionmodels.jl`	Migrates basis-model sampling.
`docs/Project.toml`	Adds the QMC documentation dependency.
`docs/src/manual/simulations.md`	Rewrites QMC guidance and examples.
`docs/src/manual/metamodels.md`	Migrates metamodel examples.
`docs/src/manual/gettingstarted.md`	Updates introductory examples.
`docs/src/api/simulations.md`	Removes the obsolete Halton entry.
`docs/references.bib`	Adds supporting QMC references.

Review details

Suppressed comments (1)

docs/src/manual/simulations.md:59

Correct the spelling of “choosing.”

    When chosing `n`, be reminded that, for digital nets, `n` must be a power of the base that is used for creating the respective sequence. For `SobolSample` the base is always equal to 2 while for `FaureSample`, it depends on the number of input-variables, being the smallest prime number that is greater or equal to the number of variables.

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FriesischScott · 2026-09-04T11:04:29Z

 end

-struct SobolSampling <: AbstractQuasiMonteCarlo
+struct QuasiMonteCarloSampling <: AbstractQuasiMonteCarlo


@mlsuh Since we now only have one QMC struct we don't need the AbstractQuasiMonteCarlo type anymore. We can directly dispatch on QuasiMonteCarloSampling.

FriesischScott · 2026-09-04T12:15:16Z

 export TransportMapBayesian
 export TwoLevelFactorial
 export UQTargetDensity
+export QuasiMonteCarloSampling


Please remove the undefined exports.

FriesischScott · 2026-09-04T12:16:01Z

+    sobol = QuasiMonteCarloSampling(
+        64, SobolSample(R = OwenScramble(base = 2, pad = 32))
+    )


I think we can drop QuasiMonteCarlo v0.3

Completely dropping v0.3 is not possible currently, beacuase TransportMaps.jl does not allow v0.4 yet. I have tested the flagged syntax with v0.3.11 and it works without problems. I have specified the compatability to v0.3.11 and v0.4.

Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

FriesischScott

Just a few minor things left to fix.

FriesischScott · 2026-09-04T12:15:16Z

 export TransportMapBayesian
 export TwoLevelFactorial
 export UQTargetDensity
+export QuasiMonteCarloSampling


Please remove the undefined exports.

FriesischScott · 2026-09-04T12:16:01Z

+    sobol = QuasiMonteCarloSampling(
+        64, SobolSample(R = OwenScramble(base = 2, pad = 32))
+    )


I think we can drop QuasiMonteCarlo v0.3

also, revise QMC sample-sizes in demos and docs in order not to promote suboptimal usage

AnderGray

Small comment wrt the remaining unresolved joint distribution issue

mlsuh added 2 commits August 6, 2026 15:50

Add central QMC struct as QMC.jl wrapper.

7d52dd3

Adapt sample-function accordingly. Adapt qmc-test accordingly.

Adapt tests that use QMC methods

af47ab9

mlsuh requested a review from FriesischScott August 6, 2026 15:05

mlsuh had a problem deploying to pr-336 August 6, 2026 15:05 — with GitHub Actions Failure

Fix some test issues

b4df7e7

mlsuh had a problem deploying to pr-336 August 6, 2026 15:34 — with GitHub Actions Failure

FriesischScott requested changes Aug 10, 2026

View reviewed changes

Merge branch 'master' into QMC-wrapper

2b31b07

FriesischScott had a problem deploying to pr-336 August 12, 2026 12:57 — with GitHub Actions Failure

mlsuh added 3 commits August 18, 2026 13:42

format code using Runic.jl

99f1bc9

Merge branch 'master' of https://github.com/JuliaUQ/UncertaintyQuanti…

6fd48b8

…fication.jl into QMC-wrapper

Change QMC struct to QuasiMonteCarloSampling

3f84ac7

fix some tests

mlsuh had a problem deploying to pr-336 August 18, 2026 15:08 — with GitHub Actions Failure

format code

6cfcc78

mlsuh had a problem deploying to pr-336 August 18, 2026 15:37 — with GitHub Actions Failure

Fix docstring formatting

1def5ac

FriesischScott had a problem deploying to pr-336 August 19, 2026 10:47 — with GitHub Actions Failure

Format docstrings and markdown files

a165ba9

FriesischScott had a problem deploying to pr-336 August 19, 2026 10:48 — with GitHub Actions Failure

Delete extra pre-commit config

a03d5f9

FriesischScott had a problem deploying to pr-336 August 19, 2026 10:54 — with GitHub Actions Failure

mlsuh added 2 commits September 2, 2026 11:11

Adapt code in docs to fit new QMC-wrapper

4764958

Change simulations.md

Update qmc docs further

5f4b16c

fix small problems in docs

mlsuh temporarily deployed to pr-336 September 2, 2026 12:07 — with GitHub Actions Inactive

mlsuh temporarily deployed to pr-336 September 2, 2026 22:57 — with GitHub Actions Inactive

Merge branch 'master' of https://github.com/JuliaUQ/UncertaintyQuanti…

11b981d

…fication.jl into QMC-wrapper

mlsuh temporarily deployed to pr-336 September 3, 2026 09:18 — with GitHub Actions Inactive

Revise qmc docs

aa8f7a0

add further qmc test

mlsuh temporarily deployed to pr-336 September 3, 2026 10:40 — with GitHub Actions Inactive

Runic formatting

bb2daf8

mlsuh temporarily deployed to pr-336 September 3, 2026 11:07 — with GitHub Actions Inactive

Runic formatting 2nd try

85a21ea

mlsuh temporarily deployed to pr-336 September 3, 2026 11:34 — with GitHub Actions Inactive

Runic formatting 3rd try

ccc94be

mlsuh temporarily deployed to pr-336 September 3, 2026 11:46 — with GitHub Actions Inactive

mlsuh marked this pull request as ready for review September 3, 2026 12:31

mlsuh requested a review from FriesischScott September 3, 2026 12:32

FriesischScott requested a balanced review from Copilot September 4, 2026 08:26

Copilot started reviewing on behalf of FriesischScott September 4, 2026 08:26 View session

Copilot AI reviewed Sep 4, 2026

View reviewed changes

Update sampling method to use HaltonSample

f2e7e36

Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

FriesischScott temporarily deployed to pr-336 September 4, 2026 11:41 — with GitHub Actions Inactive

Update sampling algorithm notes in simulations.md

7cdd370

Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

FriesischScott temporarily deployed to pr-336 September 4, 2026 11:43 — with GitHub Actions Inactive

Fix typo in QMC-sampling documentation

1df1c7f

Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

FriesischScott temporarily deployed to pr-336 September 4, 2026 11:43 — with GitHub Actions Inactive

Enhance QMC example with uncertainty quantification

574d3cb

Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

FriesischScott had a problem deploying to pr-336 September 4, 2026 11:45 — with GitHub Actions Failure

FriesischScott requested changes Sep 4, 2026

View reviewed changes

FriesischScott temporarily deployed to pr-336 September 4, 2026 12:26 — with GitHub Actions Inactive

Address requested changes

1b74295

also, revise QMC sample-sizes in demos and docs in order not to promote suboptimal usage

mlsuh had a problem deploying to pr-336 September 8, 2026 11:52 — with GitHub Actions Failure

Fix docstring of QuasiMonteCarloSampling

6993b69

mlsuh deployed to pr-336 September 8, 2026 14:52 — with GitHub Actions View deployment

FriesischScott requested a review from AnderGray September 9, 2026 08:56

AnderGray reviewed Sep 9, 2026

View reviewed changes

Comment thread src/simulations/montecarlo.jl Outdated

Fix QMC sampling from JointDistribution

de6000c

mlsuh had a problem deploying to pr-336 September 10, 2026 09:21 — with GitHub Actions Failure

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codecov Bot commented Aug 18, 2026 •

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