The most efficient MC weights for the calculation of physical, canonical expectation values are not necessarily those of the canonical ensemble. The use of suitably generalized ensembles can lead to a much faster convergence of the simulation. Although not realized by nature, these ensembles can be implemented on computers. In recent years generalized ensembles have in particular been studied for the simulation of complex systems. For these systems it is typical that conflicting constraints lead to free energy barriers, which fragment the configuration space. Examples of major interest are spin glasses and proteins. In my overview I first comment on the strengths and weaknesses of a few major approaches, multicanonical simulations, transition variable methods, and parallel tempering. Subsequently, two applications are presented: a new analysis of the Parisi overlap distribution for the 3D Edwards-Anderson Ising spin glass and the helix-coil transition of amino-acid homo-oligomers. (C) 2002 Elsevier Science B.V. All rights reserved.
