(MC)(3)-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. (C) 2014 Elsevier B.V. All rights reserved.