MC Optimization
Recursive Integration
Monte Carlo Maximization
EM Algorithm
Simulated Annealing
We can use the following Julia code to solve this problem:
Last updated
We can use the following Julia code to solve this problem:
Last updated
Fundamental idea: A change of scale, called temperature, allows for faster moves on the surface of the function of to maximize, whose negative is called energy.
It is important to note that if the larger is, accepting one decreasing is more likely.
Example: To maximize .
The trajectory of 2500 pairs is