MC3 - A Multi-Channel Markov Chain Monte Carlo algorithm for phase-space sampling

Abstract A new Monte Carlo algorithm for phase–space sampling, named (MC) 3 , is presented. It is based on Markov Chain Monte Carlo techniques but at the same time incorporates prior knowledge about the target distribution in the form of suitable phase–space mappings from a corresponding Multi-Channel Importance Sampling Monte Carlo. The combined approach inherits the benefits of both techniques while typical drawbacks of either solution get ameliorated.

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