This repo contains implementations of various MCMC sampling procedures. As well as an implementation of simmulated annealing in order to approximate a local minima in the traveling salesman problem. A implementation of the ising model to perform noise reduction is also provided.
- [1] http://www.cs.princeton.edu/courses/archive/spr06/cos598C/papers/AndrieuFreitasDoucetJordan2003.pdf
- [2] Bishop, Christopher M. "Pattern Recognition and Machine Learning." (2006).