High Quality Content by WIKIPEDIA articles! 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 algorithm is based on importance sampling. It samples points from the probability distribution described by the function, so that the points are concentrated in the regions that make the largest contribution to the integral.

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