Vegas Revisited: Adaptive Monte Carlo Integration Beyond Factorization

Preprint

22 June 1998

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.hep-ph/9806432

Abstract

We present a new adaptive Monte Carlo integration algorithm for ill-behaved integrands with non-factorizable singularities. The algorithm combines Vegas with multi channel sampling and performs significantly better than Vegas for a large class of integrals appearing in physics.

Keywords

MONTE CARLO INTEGRATION
ADAPTIVE MONTE CARLO
APPEARING IN PHYSICS
VEGAS REVISITED
ALGORITHM

All Related Versions

Version 1, 1998-06-22, ArXiv
Published version: Computer Physics Communications, 120 (1), 13.

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