Adaptive multidimensional integration: \textsc{vegas} enhanced

DOI10.1016/j.jcp.2021.110386OpenAlexW3084527569MaRDI QIDQ2129272

G. Peter Lepage

Publication date: 22 April 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.05112

zbMATH Keywords

Bayesian statisticsMonte Carlo integrationmultidimensional integration

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx) Probabilistic methods, stochastic differential equations (65Cxx) Quantum theory (81-XX)

Related Items (5)

Non-Gaussianity and the induced gravitational wave background ⋮ The Dark Ages' 21-cm trispectrum ⋮ Machine learning post-Minkowskian integrals ⋮ Primordial non-Gaussianity f_NLand anisotropies in scalar-induced gravitational waves ⋮ Numerical integration of loop integrals through local cancellation of threshold singularities

Uses Software

• VEGAS
• AcerMC
• Python
• emcee
• MadGraph5_aMC@NLO
• VEGAS+

Cites Work

• Ensemble samplers with affine invariance
• The automated computation of tree-level and next-to-leading order differential cross sections, and their matching to parton shower simulations
• The Monte Carlo event generator AcerMC versions 2.0 to 3.8 with interfaces to PYTHIA 6.4, HERWIG 6.5 and ARIADNE 4.1
• A new algorithm for adaptive multidimensional integration
• PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE
• Neural Fields with Distributed Transmission Speeds and Long‐Range Feedback Delays

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