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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.

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Approximation of probability distribution, Sampling method & Overview

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Approximation of probability distribution

2 related topics

Sampling method

1 related topics

Overview

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Overview

Sampling method

Approximation of probability distribution

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VEGAS algorithm

Nodes15
Edges14
Triples12
Avg. degree1.87
Density0.133333
Components1

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VEGAS algorithm

Top relations

related to Approximation of probability distribution · 10
VEGAS algorithm → Asymptotically, Each, If, In, It, Kd, The, The VEGAS, This, VEGAS
see also · 2
VEGAS algorithm → Carlo, Las Vegas

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Important terminology

distribution vegas function probability sampling algorithm integral integrand displaystyle monte carlo importance make contribution method integration error points described variance

Entity relationships Subject–Predicate–Object triples

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SubjectPredicateObjectConfidenceSrc
VEGAS algorithmrelated to Approximation of probability distributionThe VEGAS0.60section
VEGAS algorithmrelated to Approximation of probability distributionEach0.60section
VEGAS algorithmrelated to Approximation of probability distributionAsymptotically0.60section
VEGAS algorithmrelated to Approximation of probability distributionIn0.60section
VEGAS algorithmrelated to Approximation of probability distributionKd0.60section
VEGAS algorithmrelated to Approximation of probability distributionThis0.60section
VEGAS algorithmrelated to Approximation of probability distributionThe0.60section
VEGAS algorithmrelated to Approximation of probability distributionVEGAS0.60section
VEGAS algorithmrelated to Approximation of probability distributionIt0.60section
VEGAS algorithmrelated to Approximation of probability distributionIf0.60section
VEGAS algorithmsee alsoLas Vegas0.60section
VEGAS algorithmsee alsoCarlo0.60section

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