I already posted it on Physics SE, but maybe this is a better place:
I have a 5D integral being calculated with a Monte Carlo uniform random sampling. The issue is that the region of integration is very small and for 100000 points I get only around 20-30 points every time. The function has to be calculated several times for a certain parameter, which doesn't change the integration region but changes only the magnitude of the result (which is good, I suppose).
After several runs, I gathered some hundreds of points which are a valid match for the integration region. I was thinking about using those points to improve the integration result, but how can I do that, in a correct way?
EDIT: on the plane, the boundary is defined by an expression defining some kind of "little line" going from x = y = 150 up diagonally to infinity, so it's a thin domain. it is defined by all the five parameters in the function.