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2007

PARNI for importance sampling and density estimation

van Hameren, A.

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We present an aid for importance sampling in Monte Carlo integration, which is of the general-purpose type in the sense that it in principle deals with any quadratically integrable integrand on a unit hyper-cube of arbitrary dimension.

In contrast to most existing systems of this type, it does not ask for the integrand as an input variable, but provides a number of routines which can be plugged into a given Monte Carlo program in order to improve its efficiency "on the fly" while running.
Due to the nature of its design, it can also be used for density estimation, i.e., for the analysis of data points coming from an external source.

PARNI for importance sampling and density estimation · Around

Built on

G. P. Lepage, “A New Algorithm For Adaptive Multidimensional Integration,” J. Comput. Phys. 27
1978
Earlier work this paper cites.
R. Kleiss and R. Pittau, “Weight optimization in multichannel Monte Carlo,” Comput. Phys. Commun. 83
1994
Earlier work this paper cites.
S. Kawabata, “A New version of the multidimensional integration and event generation package BASES/SPRING,” Comput. Phys. Commun. 88
1995
Earlier work this paper cites.

Similar

T. Ohl, “Vegas revisited: Adaptive Monte Carlo integration beyond factorization,” Comput. Phys. Commun. 120
1999
Cited alongside, same era.
S. Jadach, “Foam: A general purpose cellular Monte Carlo event generator,” Comput. Phys. Commun. 152
2003
Cited alongside, same era.
A. F. W. van Hameren, “Loaded dice in Monte Carlo: Importance sampling in phase space integration and probability distributions for discrepancies,” arXiv:hep-ph/0101094
Cited in the paper.
http://www.gnuplot.info/
Cited in the paper.

Then

T. Hahn, “The CUBA library,” Nucl. Instrum. Meth. A 559
2006
Later among the works it cites.
P. Nason, “MINT: a Computer Program for Adaptive Monte Carlo Integration and Generation of Unweighted Distributions,” arXiv:0709.2085 [hep-ph]
Original
2085
Closest in time.

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