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We describe a new algorithm, VEGAS+, for adaptive multidimensional Monte Carlo integration.
G. P. Lepage, “A New Algorithm for Adaptive Multidimensional Integration,” J. Comp. Phys. 27
1978
Earlier work this paper cites.
For a general discussion of importance and stratified sampling see: J. M. Hammersley and D. C. Hanscombe, Monte Carlo Methods,
1979
Earlier work this paper cites.
W. H. Press and G. R. Farrar, “Recursive Stratified Sampling For Multidimensional Monte Carlo Integration,” Comp. in Phys. 4
2002
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2005
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F. M. Atay and A. Hutt, “Neural Fields with Distributed Transmission Speeds and Long-Range Feedback Delays,” SIAM J. Appl. Dyn. Sys. 5
2006
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T. Kinoshita and M. Nio, Phys. Rev. D 73
2006
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G. Campolieti and R. Makarov, “Pricing Path-Dependent Options on State Dependent Volatility Models with a Bessel Bridge,” Int. J. Theor. Appl. Finance 10
2007
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P. Serra, A. Heavens, and A. Melchiorri, “Bayesian Evidence for a cosmological constant using new high-redshift supernova data,” Mon. Not. R. Astron. Soc. 379
2007
Cited alongside, same era.
K. Gültekin, D. O. Richstone, K. Gebhardt, T. R. Lauer, S. Tremaine, M. C. Aller, R. Bender, A. Dressler, S. M. Faber, A. V. Filippenko, R. Green, L. C. Ho, J. Kormendy, J. Magorrian, J. Pinkney, and C. Siopis, “The M − σ M\!-\!\sigma and M − L M\!-\!L Relations In Galactic Bulges, and Determination of their Intrinsic Scatter,” Astrophys. J. 698
2009
Cited alongside, same era.
We used the emcee
2010
Cited alongside, same era.
G. Garberoglio and A. H. Harvey, “Path-Integral calculation of the third virial coefficient of quantum gases at low temperatures,” J. Chem. Phys. 134
2011
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J. Ray, Y. M. Marzoukb and H. N. Najm, “A Bayesian approach for estimating bioterror attacks from patient data,” Statist. Med. 30
B. P. Kersevan and E. Richter-Was, “The Monte Carlo event generator AcerMC versions 2.0 to 3.8 with interfaces to PYTHIA 6.4, HERWIG 6.5 and ARIADNE 4.1,” Comp. Phys. Comm. 184
2013
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J. Alwall, R. Frederix, S. Frixione, V. Hirschi, F. Maltoni, O. Mattelaer, H.-S. Shao, T. Stelzer, P. Torriellig and M. Zaroh, “The automated computation of tree-level and next-to-leading order differential cross sections, and their matching to parton shower simulations,” JHEP07 (2014)
2014
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J. L. Sanders, “Probabilistic model for constraining the Galactic potential using tidal streams,” Mon. Not. R. Astron. Soc. 443
2014
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This example is adapted from J. Vanderplas’ Python blog: http://jakevdp.github.io/blog/2014/06/06/frequentism-and-bayesianism-2-when-results-differ/ . The data in the figure are included in the examples bundled with the software in Ref. [ 16 ]
2014
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2011
Cited alongside, same era.
T. Aoyama, M. Hayakawa, T. Kinoshita, and M. Nio, “Complete Tenth-Order QED Contribution to the Muon g − 2 g-2 ,” Phys. Rev. Lett. 109
2012
Cited alongside, same era.
J. S. Dehesa, T. Koga, R. J. Yáñez, A. R. Plastino, and R. O. Esquivel, “Quantum entanglement in helium,” J. Phys. B: At. Mol. Opt. Phys. 45
2012
Cited alongside, same era.
See, for example, the simple implementation of parallel processing, developed by Q. Mason and R. Horgan (private communication), that is used in Ref. [ 16 ]
Cited in the paper.
D. Varjas, F. de Juan, and Y.-M. Lu, “Bulk invariants and topological response in insulators and superconductors with nonsymmorphic symmetries,” Phys. Rev. B 92
2015
Later among the works it cites.
G. Peter Lepage, gplepage/vegas v3.4.5 (2020), Zenodo http://doi.org/10.5281/zenodo.3897199 . The most recent code is available at: https://github.com/gplepage/vegas
2020
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