From 3db123582d7af12c265a0810707a3c3821153f53 Mon Sep 17 00:00:00 2001 From: hiro98 Date: Tue, 2 Jun 2020 13:11:43 +0200 Subject: [PATCH] mention multichanl --- latex/tex/monte-carlo/integration.tex | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/latex/tex/monte-carlo/integration.tex b/latex/tex/monte-carlo/integration.tex index 40fd802..1c8ae8d 100644 --- a/latex/tex/monte-carlo/integration.tex +++ b/latex/tex/monte-carlo/integration.tex @@ -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.