paper

Vegas Revisited: Adaptive Monte Carlo Integration Beyond Factorization

arXiv:hep-ph/9806432 · doi:10.1016/S0010-4655(99)00209-X

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.

12 pages, LaTeX (using amsmath.sty)

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