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arXiv · 1404.4328

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

Kevin Kroeninger·Steffen Schumann·Benjamin Willenberg
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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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Kevin Kroeninger, Steffen Schumann, Benjamin Willenberg. 2014-04-16. (MC)**3 -- a Multi-Channel Markov Chain Monte Carlo algorithm for phase-space sampling. https://doi.org/10.1016/j.cpc.2014.08.024

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