Sampling using a `bank' of clues

Understand

An easy-to-implement form of the Metropolis Algorithm is described which, unlike most standard techniques, is well suited to sampling from multi-modal distributions on spaces with moderate numbers of dimensions (order ten) in environments typical of investigations into current constraints on Beyond-the-Standard-Model physics.

• The sampling technique makes use of pre-existing information (which can safely be of low or uncertain quality) relating to the distribution from which it is desired to sample.
• This information should come in the form of a ``bank'' or ``cache'' of space points of which at least some may be expected to be near regions of interest in the desired distribution.
• In practical circumstances such ``banks of clues'' are easy to assemble from earlier work, aborted runs, discarded burn-in samples from failed sampling attempts, or from prior scouting investigations.