Vegas Revisited: Adaptive Monte Carlo Integration Beyond Factorization
High Energy Physics - Phenomenology
2010-11-11 v1 Computational Physics
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
Cite
@article{arxiv.hep-ph/9806432,
title = {Vegas Revisited: Adaptive Monte Carlo Integration Beyond Factorization},
author = {Thorsten Ohl},
journal= {arXiv preprint arXiv:hep-ph/9806432},
year = {2010}
}
Comments
12 pages, LaTeX (using amsmath.sty)