API Reference

A complete listing of all parts of the A complete listing of all parts of the MCCube API can be found below:

Markov chain cubature framework

These sub-modules form the core of MCCube, providing an integration with diffrax.diffeqsolve.

• mccube._term
• mccube._path
• mccube._solvers

Kernel library

These sub-modules are helpful for defining (partitioned) recombination kernels, required in Markov chain cubature.

• mccube._kernels.base
• mccube._kernels.random
• mccube._kernels.stratified
• mccube._kernels.tree

Cubature libraray

These sub-modules define standard cubature formulae, and are helpful in the construction of control paths, which define cubatures on Wiener space.

• mccube._formulae
• mccube._regions

Miscellaneous

These sub-modules, while central to the design and operation of this package, are likely to be of little interest to most practitioners.

• mccube._custom_types
• mccube._utils
• mccube._metrics