  Monte Carlo (MC) simulations of many systems, in particular those with
conflicting constraints, can be considerably speeded up by using multicanonical
or related methods. Some of these approaches sample with a-priori unknown
weight factors. After introducing the concept, I shall focus on two aspects:
(i) Opinions about the optimal choice of weight factors. (ii) Methods to get
weight factor estimates, with emphasize on a multicanonical recursion.
