(MC)(3)-A Multi-Channel Markov Chain Monte Carlo algorithm for phase-space sampling

ISSN
1879-2944
0010-4655
Date Issued
2015
Author(s)
Kroeninger, Kevin
Willenberg, Benjamin
DOI
10.1016/j.cpc.2014.08.024
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. (C) 2014 Elsevier B.V. All rights reserved.