Adaptive multidimensional integration: \textsc{vegas} enhanced

DOI10.1016/J.JCP.2021.110386MaRDI QIDQ2129272zbMATH OpenOpenAlexFDO

Authors G. Peter Lepage

Publication date 22 April 2022

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2009.05112

zbMATH Keywords

Bayesian statisticsMonte Carlo integrationmultidimensional integration

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx) Probabilistic methods, stochastic differential equations (65Cxx) Quantum theory (81-XX)

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Cites work

• A new algorithm for adaptive multidimensional integration
• Ensemble samplers with affine invariance
• Neural Fields with Distributed Transmission Speeds and Long‐Range Feedback Delays
• PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE
• The Monte Carlo event generator AcerMC versions 2.0 to 3.8 with interfaces to PYTHIA 6.4, HERWIG 6.5 and ARIADNE 4.1
• The automated computation of tree-level and next-to-leading order differential cross sections, and their matching to parton shower simulations

Cited in

(11)

• Numerical 1-loop correction from a potential yielding ultra-slow-roll dynamics
• The Dark Ages' 21-cm trispectrum
• Optimizing reachability probabilities for a restricted class of stochastic hybrid automata via flowpipe construction
• Beyond universality in repulsive \(\mathrm{SU}(N)\) Fermi gases
• Numerical integration of loop integrals through local cancellation of threshold singularities
• Non-Gaussianity and the induced gravitational wave background
• Primordial non-Gaussianity f_NLand anisotropies in scalar-induced gravitational waves
• Multiple peaks in gravitational waves induced from primordial curvature perturbations with non-Gaussianity
• Vegas revisited: Adaptive Monte Carlo integration beyond factorization
• VegasFlow: accelerating Monte Carlo simulation across multiple hardware platforms
• Machine learning post-Minkowskian integrals

Describes a project that uses

Uses Software

• VEGAS+
• MadGraph5_aMC@NLO
• emcee
• Python
• AcerMC
• VEGAS

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