VEGAS Algorithm: VEGAS Algorithm, Variance Reduction, Monte Carlo Method, Antithetic Variates, Control Variate, Importance Sampling, Stratified Sampling, Probability Distribution -
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. The VEGAS algorithm, due to 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 graph that make the greatest contribution to the final integral. The VEGAS ... Full description
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Description
More Information
| Publisher | OmniScriptum |
|---|---|
| Release year | 2026 |
| Cover type | Softcover |
| EAN | 9786130334635 |