Abstract: This talk will detail the development of several software libraries that were implemented in aid of U.S. Department of Defense Phase I, II, and III efforts. These include

1. LDSLib, a collection of routines for advanced sampling and Monte Carlo methods using low-discrepancy sequences
2. BFunLib, a collection of routines implementing function space bases necessary for use in statistical modeling
3. RegrLib, a collection of routines for ordinary linear least squares regression and error analysis
4. GPRLib, a collection of routines for Gaußian process regression (often called ​“kriging” in the literature)
5. ExprLib, an ANSI C library for symbolic computation.

Case studies that highlight the deployment of these libraries by selected users will also be discussed.

Bio: Larry A. Lambe has been the chief scientist of MSSRC since 2002. Lambe received a B.S., M.S., and Ph.D. in mathematics from the University of Illinois at Chicago.