ABOUT THE AUTHOR

Sou-Cheng Choi, Ph.D.

Dr. Sou-Cheng T. Choi joined Kamakura as Chief Data Scientist on February 1, 2020. Dr. Choi previously served as the Principal Data Scientist and Lead Researcher in Machine Learning for the automotive and life innovation groups at Allstate Corporation, where she developed real-time risk models using advanced machine learning technology.

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GAIL—Guaranteed Automatic Integration Library in MATLAB: Documentation for Version 2.3

04/21/2019 02:26 AM

Authors: Sou-Cheng T. Choi, Yuhan Ding, Fred J. Hickernell, Lan Jiang,Lluís Antoni Jiménez Rugama, Da Li, Jagadeeswaran Rathinavel, Xin Tong,Kan Zhang, Yizhi Zhang, and Xuan Zhou

Automatic and adaptive approximation, optimization, or integration of functions in a cone with guarantee of accuracy is a relatively new paradigm. Our purpose is to create an open-source MATLAB package, Guaranteed Automatic Integration Library (GAIL), following the philosophy of reproducible research championed by Claerbout and Donoho, and sustainable practices of robust scientific software development. For our conviction that true scholarship in computational sciences are characterized by reliable reproducibility, we employ the best practices in mathematical research and software engineering known to us and available in MATLAB.

gail_ug_2_3

GAIL is a suite of algorithms for integration problems in one and many dimensions, and whose answers are guaranteed to be correct. It is a free software and could be downloaded via the link below.

Publication: Illinois Institute of Technology, Apr 21, 2019.

Webpage: http://gailgithub.github.io/GAIL_Dev/

ABOUT THE AUTHOR

Sou-Cheng Choi, Ph.D.

Dr. Sou-Cheng T. Choi joined Kamakura as Chief Data Scientist on February 1, 2020. Dr. Choi previously served as the Principal Data Scientist and Lead Researcher in Machine Learning for the automotive and life innovation groups at Allstate Corporation, where she developed real-time risk models using advanced machine learning technology.

Read More