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Vegas Revisited: Adaptive Monte Carlo Integration Beyond Factorization

Thorsten Ohl
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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.

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Thorsten Ohl. 1998-06-22. Vegas Revisited: Adaptive Monte Carlo Integration Beyond Factorization. https://doi.org/10.1016/s0010-4655(99)00209-x

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