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mention multichanl

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hiro98 2020-06-02 13:11:43 +02:00
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latex/tex/monte-carlo/integration.tex
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@ -65,8 +65,9 @@ accomplished are choosing a suitable \(\rho\) (importance sampling),
by transforming the integral onto another variable, a combination of
both approaches or by subdividing integration volume into several
sub-volumes of different size while keeping the sample size constant
in all sub-volumes (stratified sampling). Combining ideas from
importance sampling and stratified sampling leads to the \vegas\
in all sub-volumes (stratified sampling).\footnote{There are of course
still other methods like the multi-channel method.} Combining ideas
from importance sampling and stratified sampling leads to the \vegas\
algorithm~\cite{Lepage:19781an} that approximates the optimal
distribution of importance sampling by adaptive subdivision of the
integration volume into a grid.