Vegas revisited : Adaptive Monte Carlo integration beyond factorization

@article{Ohl1999VegasR,
  title={Vegas revisited : Adaptive Monte Carlo integration beyond factorization},
  author={T. Ohl},
  journal={Computer Physics Communications},
  year={1999},
  volume={120},
  pages={13-19}
}
  • T. Ohl
  • Published 1999
  • Physics
  • Computer Physics Communications
We present a new adaptive Monte Carlo integration algorithm for ill-behaved integrands with nonfactorizable singularities. The algorithm combines Vegas with multichannel sampling and performs significantly better than Vegas for a large class of integrals appearing in physics. 
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