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The Metropolis algorithm is a Markov Chain Monte Carlo optimization technique of stunningly broad applicability. This short monograph quickly develops the unde
by 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