The Metropolis Algorithm: Theory and Examples
Professor C. Douglas Howard's book "The Metropolis Algorithm: Theory and Examples" delves into the $29.50 Metropolis algorithm, covering theory, applications like Sudoku, and financial mathematics. Published by Financial Engineering Press in May 2024.
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The book "The Metropolis Algorithm: Theory and Examples" by Professor C. Douglas Howard, from Baruch College, City University of New York, was published in May 2024. Priced at $29.50, the book covers the Metropolis algorithm, a Markov Chain Monte Carlo optimization technique with various applications. The book includes theory on ergodic Markov chains and presents eight applications such as solving Sudoku puzzles, the Traveling Salesman Problem, and portfolio optimization. The author, Douglas Howard, is an experienced educator and practitioner in financial mathematics. The book is 85 pages long, published by Financial Engineering Press, and the source code for applications is available on GitHub. Additionally, FE Press offers discounts on multiple book purchases. The book aims to provide a comprehensive understanding of the Metropolis algorithm and its practical applications in various fields.
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4 commentsThis 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
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