arXiv:2602.12027v3 Announce Type: replace Abstract: When sampling multi-modal probability distributions, correctly estimating the relative probability of each mode, even when the modes have been discovered and locally sampled, remains challenging. We test a simple reweighting scheme designed for this situation, which consists in minimizing (in terms of weights) the Kullback-Leibler divergence of a weighted (regularized) empirical distribution of the samples with respect to the target measure. We show in a theoretical toy model that the convergence in terms of the number of samples follows the Monte Carlo rate. Numerical experiments on a variety of simple benchmarks are provided, exploring the effect of the ambient dimension, number of modes, number of samples and definition of the modes. We find that, particularly in the situation of interest with well-identified separated modes, the method is able to correct the error in the estimation from the initial sampling of the relative probabilities of the modes.