A New Technique for Sampling Multi-Modal Distributions

Abstract

In this paper we demonstrate that multi-modal Probability Distribution Functions (PDFs) may be efficiently sampled using an algorithm originally developed for numerical integrations by Monte-Carlo methods. This algorithm can be used to generate an input PDF which can be used as an independence sampler in a Metropolis-Hastings chain to sample otherwise troublesome distributions.Some examples in one two and five dimensions are worked out.

One ps figure; submitted to "Journal of Computational Physics"

References in corpus (1)

• Searching for an anomalous $\bar{t}q\gamma$ coupling via single top quark production at a $\gamma \gamma$ collider