(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.

Comments: version accepted for publication in CPC, largely extended examples section