  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.
