%0 Journal Article %T Optimized Monte Carlo Methods %A Enzo Marinari %J Physics %D 1996 %I arXiv %X 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. %U http://arxiv.org/abs/cond-mat/9612010v1