VEGAS algorithm
The VEGAS algorithm, due to G. Peter Lepage, is a method for reducing error in Monte Carlo simulations by using a known or approximate probability distribution function to concentrate the search in those areas of the integrand that make the greatest contribution to the final integral. The VEGAS algorithm is based on importance sampling. It samples points from the probability distribution described by the function so that the points are concentrated in the regions that make the largest contribution to the integral. The GNU Scientific Library (GSL) provides a VEGAS routine.
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- Method105660268
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- enThe VEGAS algorithm, due to G. Peter Lepage, is a method for reducing error in Monte Carlo simulations by using a known or approximate probability distribution function to concentrate the search in those areas of the integrand that make the greatest contribution to the final integral. The VEGAS algorithm is based on importance sampling. It samples points from the probability distribution described by the function so that the points are concentrated in the regions that make the largest contribution to the integral. The GNU Scientific Library (GSL) provides a VEGAS routine.
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- enThe VEGAS algorithm, due to G. Peter Lepage, is a method for reducing error in Monte Carlo simulations by using a known or approximate probability distribution function to concentrate the search in those areas of the integrand that make the greatest contribution to the final integral. The VEGAS algorithm is based on importance sampling. It samples points from the probability distribution described by the function so that the points are concentrated in the regions that make the largest contribution to the integral. The GNU Scientific Library (GSL) provides a VEGAS routine.
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- Category:Computational physics
- Category:Monte Carlo methods
- Category:Statistical algorithms
- Category:Variance reduction
- G. Peter Lepage
- GNU Scientific Library
- Histogram
- Importance sampling
- Integral
- Integrand
- Las Vegas algorithm
- Monte Carlo integration
- Monte Carlo simulation
- Probability distribution
- Projection (mathematics)
- Variance
- Variance reduction
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- 4x2uA
- m.01ymh4
- Q7906734
- VEGAS algorithm
- Subject
- Category:Computational physics
- Category:Monte Carlo methods
- Category:Statistical algorithms
- Category:Variance reduction
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- VEGAS algorithm?oldid=1099310946&ns=0
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- Wikipage revision ID
- 1099310946
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