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Physics  1996 

Optimized Monte Carlo Methods

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Abstract:

I discuss optimized data analysis and Monte Carlo methods. Reweighting methods are discussed through examples, like Lee-Yang zeroes in the Ising model and the absence of deconfinement in QCD. I discuss reweighted data analysis and multi-hystogramming. I introduce Simulated Tempering, and as an example its application to the Random Field Ising Model. I illustrate Parallel Tempering, and discuss some technical crucial details like thermalization and volume scaling. I give a general perspective by discussing Umbrella Methods and the Multicanonical approach.

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