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The Metropolis Algorithm: Theory and Examples

• teleforce 2y ago
  The Metropolis algorithm is a Markov Chain Monte Carlo optimization technique of stunningly broad applicability. This short monograph quickly develops the underlying theory of ergodic Markov chains, explains the algorithm in general terms, and presents eight specific applications ranging from a Sudoku puzzle solver to the Traveling Salesman Problem. All the applications are implemented with the accompanying source code freely downloadable on GitHub at https://github.com/CDouglasHoward13/Metropolis https://github.com/CDouglasHoward13/Metropolis
• winterismute 2y ago
  It's also the foundation of a very good estimator for global illumination! See https://en.wikipedia.org/wiki/Metropolis_light_transport https://en.wikipedia.org/wiki/Metropolis_light_transport . It used to achieve state of the art quality on scenes with caustics and/or tough indirect-light dominated scenes (eg. veach door).
  • addaon 2y ago
    I was just talking about implementing MLT for Pete Shirley’s physics-based rendering class with a friend yesterday… small world.
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