  We present a new Monte Carlo algorithm applying a history-driven mechanism
for the calculation of the density of states for classical statistical models.
The new method is as efficient as the Wang-Landau method in sampling through
the energy range. With the new method, detailed balance is also naturally
satisfied in limit and the estimated density of state converges to the exact
value. The new method could be easily evolved into the multicanonical method to
achieve high accuracy.
