Vegas revisited: Adaptive Monte Carlo integration beyond factorization

DOI10.1016/S0010-4655(99)00209-XzbMath1001.65002arXivhep-ph/9806432OpenAlexW2075281325WikidataQ56228342 ScholiaQ56228342MaRDI QIDQ1613836

Thorsten Ohl

Publication date: 2 September 2002

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/hep-ph/9806432

zbMATH Keywords

multichannel samplingadaptive Monte Carlo integration algorithmill-behaved integrandsnonfactorizable singularitiesVegas

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (10)

Monte Carlo integration with subtraction ⋮ Acceleration on Adaptive Importance Sampling with Sample Average Approximation ⋮ Foam: A general purpose Monte Carlo cellular algorithm ⋮ An alternative subtraction scheme for next-to-leading order QCD calculations ⋮ Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws ⋮ The Adaptive Monte Carlo Toolbox for Phase Space Integration and Generation ⋮ DECAY: A Monte Carlo Library for the Decay of a Particle with ROOT Compatibility ⋮ JetViP 2. 1: The hbook version ⋮ PHEGAS: A phase-space generator for automatic cross-section computation ⋮ Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations

Uses Software

• VAMP

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